Cheffelo (Sweden) Market Value
| CHEF Stock | 79.70 1.30 1.60% |
| Symbol | Cheffelo |
Cheffelo '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 Cheffelo'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 Cheffelo.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Cheffelo on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Cheffelo AB or generate 0.0% return on investment in Cheffelo over 30 days.
Cheffelo 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 Cheffelo'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 Cheffelo AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.48 | |||
| Information Ratio | 0.0742 | |||
| Maximum Drawdown | 24.58 | |||
| Value At Risk | (2.85) | |||
| Potential Upside | 5.26 |
Cheffelo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cheffelo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cheffelo's standard deviation. In reality, there are many statistical measures that can use Cheffelo historical prices to predict the future Cheffelo's volatility.| Risk Adjusted Performance | 0.0737 | |||
| Jensen Alpha | 0.2794 | |||
| Total Risk Alpha | 0.0647 | |||
| Sortino Ratio | 0.0906 | |||
| Treynor Ratio | (2.10) |
Cheffelo AB Backtested Returns
Cheffelo appears to be very steady, given 3 months investment horizon. Cheffelo AB secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Cheffelo AB, which you can use to evaluate the volatility of the firm. Please makes use of Cheffelo's risk adjusted performance of 0.0737, and Mean Deviation of 1.96 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cheffelo holds a performance score of 8. The firm shows a Beta (market volatility) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Cheffelo are expected to decrease at a much lower rate. During the bear market, Cheffelo is likely to outperform the market. Please check Cheffelo's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Cheffelo's price patterns will revert.
Auto-correlation | -0.63 |
Very good reverse predictability
Cheffelo AB has very good reverse predictability. Overlapping area represents the amount of predictability between Cheffelo time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 Cheffelo AB price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Cheffelo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 1.39 |
Cheffelo AB lagged returns against current returns
Autocorrelation, which is Cheffelo 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 Cheffelo's stock expected returns. We can calculate the autocorrelation of Cheffelo returns to help us make a trade decision. For example, suppose you find that Cheffelo 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 |
Cheffelo 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 Cheffelo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cheffelo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cheffelo stock over time.
Current vs Lagged Prices |
| Timeline |
Cheffelo Lagged Returns
When evaluating Cheffelo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cheffelo stock have on its future price. Cheffelo 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, Cheffelo autocorrelation shows the relationship between Cheffelo stock current value and its past values and can show if there is a momentum factor associated with investing in Cheffelo AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Cheffelo Stock Analysis
When running Cheffelo's price analysis, check to measure Cheffelo'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 Cheffelo is operating at the current time. Most of Cheffelo's value examination focuses on studying past and present price action to predict the probability of Cheffelo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cheffelo's price. Additionally, you may evaluate how the addition of Cheffelo to your portfolios can decrease your overall portfolio volatility.