Alfa Laval (Sweden) Market Value
| ALFA Stock | SEK 465.30 6.60 1.40% |
| Symbol | Alfa |
Alfa Laval 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Alfa Laval's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Alfa Laval.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Alfa Laval on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Alfa Laval AB or generate 0.0% return on investment in Alfa Laval over 30 days. Alfa Laval is related to or competes with Sandvik AB, AB SKF, ASSA ABLOY, Atlas Copco, and Boliden AB. Alfa Laval AB provides heat transfer, separation, and fluid handling products and solutions worldwide More
Alfa Laval Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Alfa Laval's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Alfa Laval AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.73 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 2.14 |
Alfa Laval Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alfa Laval's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alfa Laval's standard deviation. In reality, there are many statistical measures that can use Alfa Laval historical prices to predict the future Alfa Laval's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.44) |
Alfa Laval AB Backtested Returns
Currently, Alfa Laval AB is very steady. Alfa Laval AB secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for Alfa Laval AB, which you can use to evaluate the volatility of the firm. Please confirm Alfa Laval's mean deviation of 0.9858, and Risk Adjusted Performance of (0.01) to double-check if the risk estimate we provide is consistent with the expected return of 0.0053%. The firm shows a Beta (market volatility) of 0.092, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alfa Laval's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alfa Laval is expected to be smaller as well. Alfa Laval AB right now shows a risk of 1.26%. Please confirm Alfa Laval AB standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Alfa Laval AB will be following its price patterns.
Auto-correlation | -0.63 |
Very good reverse predictability
Alfa Laval AB has very good reverse predictability. Overlapping area represents the amount of predictability between Alfa Laval time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alfa Laval AB price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Alfa Laval price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 70.17 |
Alfa Laval AB lagged returns against current returns
Autocorrelation, which is Alfa Laval stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Alfa Laval's stock expected returns. We can calculate the autocorrelation of Alfa Laval returns to help us make a trade decision. For example, suppose you find that Alfa Laval has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Alfa Laval regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Alfa Laval stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alfa Laval stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alfa Laval stock over time.
Current vs Lagged Prices |
| Timeline |
Alfa Laval Lagged Returns
When evaluating Alfa Laval's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alfa Laval stock have on its future price. Alfa Laval autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Alfa Laval autocorrelation shows the relationship between Alfa Laval stock current value and its past values and can show if there is a momentum factor associated with investing in Alfa Laval AB.
Regressed Prices |
| Timeline |
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Additional Tools for Alfa Stock Analysis
When running Alfa Laval's price analysis, check to measure Alfa Laval's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Alfa Laval is operating at the current time. Most of Alfa Laval's value examination focuses on studying past and present price action to predict the probability of Alfa Laval's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alfa Laval's price. Additionally, you may evaluate how the addition of Alfa Laval to your portfolios can decrease your overall portfolio volatility.