Arla Plast (Sweden) Market Value
| ARPL Stock | 48.40 0.30 0.62% |
| Symbol | Arla |
Arla Plast '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 Arla Plast'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 Arla Plast.
| 01/25/2025 |
| 01/20/2026 |
If you would invest 0.00 in Arla Plast on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding Arla Plast AB or generate 0.0% return on investment in Arla Plast over 360 days. Arla Plast is related to or competes with Arctic Paper, Rottneros, Botnia Gold, Serstech, Lucara Diamond, XP Chemistries, and Nexam Chemical. More
Arla Plast 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 Arla Plast'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 Arla Plast AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 20.14 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 2.02 |
Arla Plast Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arla Plast's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arla Plast's standard deviation. In reality, there are many statistical measures that can use Arla Plast historical prices to predict the future Arla Plast's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.56) | |||
| Treynor Ratio | 0.7439 |
Arla Plast AB Backtested Returns
Arla Plast AB secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. Arla Plast AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arla Plast's Mean Deviation of 1.28, risk adjusted performance of (0.09), and Standard Deviation of 2.51 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Arla Plast are expected to decrease at a much lower rate. During the bear market, Arla Plast is likely to outperform the market. At this point, Arla Plast AB has a negative expected return of -0.34%. Please make sure to confirm Arla Plast's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Arla Plast AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Arla Plast AB has insignificant reverse predictability. Overlapping area represents the amount of predictability between Arla Plast time series from 25th of January 2025 to 24th of July 2025 and 24th of July 2025 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Arla Plast AB price movement. The serial correlation of -0.2 indicates that over 20.0% of current Arla Plast price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 31.09 |
Arla Plast AB lagged returns against current returns
Autocorrelation, which is Arla Plast 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 Arla Plast's stock expected returns. We can calculate the autocorrelation of Arla Plast returns to help us make a trade decision. For example, suppose you find that Arla Plast 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 |
Arla Plast 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 Arla Plast stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arla Plast stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arla Plast stock over time.
Current vs Lagged Prices |
| Timeline |
Arla Plast Lagged Returns
When evaluating Arla Plast's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arla Plast stock have on its future price. Arla Plast 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, Arla Plast autocorrelation shows the relationship between Arla Plast stock current value and its past values and can show if there is a momentum factor associated with investing in Arla Plast AB.
Regressed Prices |
| Timeline |
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Additional Tools for Arla Stock Analysis
When running Arla Plast's price analysis, check to measure Arla Plast'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 Arla Plast is operating at the current time. Most of Arla Plast's value examination focuses on studying past and present price action to predict the probability of Arla Plast's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arla Plast's price. Additionally, you may evaluate how the addition of Arla Plast to your portfolios can decrease your overall portfolio volatility.