Ab Electrolux Stock Market Value
| ELRXF Stock | USD 5.95 0.00 0.00% |
| Symbol | ELRXF |
AB Electrolux '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 AB Electrolux's pink sheet 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 AB Electrolux.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in AB Electrolux on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding AB Electrolux or generate 0.0% return on investment in AB Electrolux over 30 days. AB Electrolux is related to or competes with Richelieu Hardware, Arcelik AS, Luckin Coffee, Spin Master, 361 Degrees, and Trainline PLC. AB Electrolux , together with its subsidiaries, manufactures and sells household appliances in Europe, North America, La... More
AB Electrolux 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 AB Electrolux's pink sheet 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 AB Electrolux upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0361 | |||
| Maximum Drawdown | 17.36 |
AB Electrolux Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AB Electrolux's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AB Electrolux's standard deviation. In reality, there are many statistical measures that can use AB Electrolux historical prices to predict the future AB Electrolux's volatility.| Risk Adjusted Performance | 0.0585 | |||
| Jensen Alpha | 0.2197 | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AB Electrolux's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
AB Electrolux Backtested Returns
At this point, AB Electrolux is slightly risky. AB Electrolux retains Efficiency (Sharpe Ratio) of 0.0735, which signifies that the company had a 0.0735 % return per unit of price deviation over the last 3 months. We have found seventeen technical indicators for AB Electrolux, which you can use to evaluate the volatility of the entity. Please confirm AB Electrolux's Information Ratio of 0.0361, market risk adjusted performance of (0.18), and Variance of 5.21 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. AB Electrolux has a performance score of 5 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.82, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AB Electrolux are expected to decrease at a much lower rate. During the bear market, AB Electrolux is likely to outperform the market. AB Electrolux today owns a risk of 2.28%. Please confirm AB Electrolux risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to decide if AB Electrolux will be following its current price history.
Auto-correlation | 0.00 |
No correlation between past and present
AB Electrolux has no correlation between past and present. Overlapping area represents the amount of predictability between AB Electrolux time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 AB Electrolux price movement. The serial correlation of 0.0 indicates that just 0.0% of current AB Electrolux price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AB Electrolux lagged returns against current returns
Autocorrelation, which is AB Electrolux pink sheet'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 AB Electrolux's pink sheet expected returns. We can calculate the autocorrelation of AB Electrolux returns to help us make a trade decision. For example, suppose you find that AB Electrolux has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
AB Electrolux 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 AB Electrolux pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AB Electrolux pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AB Electrolux pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AB Electrolux Lagged Returns
When evaluating AB Electrolux's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AB Electrolux pink sheet have on its future price. AB Electrolux 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, AB Electrolux autocorrelation shows the relationship between AB Electrolux pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AB Electrolux.
Regressed Prices |
| Timeline |
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Other Information on Investing in ELRXF Pink Sheet
AB Electrolux financial ratios help investors to determine whether ELRXF Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ELRXF with respect to the benefits of owning AB Electrolux security.