H Lundbeck's market value is the price at which a share of H Lundbeck trades on a public exchange. It measures the collective expectations of H Lundbeck AS investors about its performance. H Lundbeck is trading at 5.35 as of the 26th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 5.35. With this module, you can estimate the performance of a buy and hold strategy of H Lundbeck AS and determine expected loss or profit from investing in H Lundbeck over a given investment horizon. Check out H Lundbeck Correlation, H Lundbeck Volatility and H Lundbeck Alpha and Beta module to complement your research on H Lundbeck.
Please note, there is a significant difference between H Lundbeck's value and its price as these two are different measures arrived at by different means. Investors typically determine if H Lundbeck is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, H Lundbeck's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
H Lundbeck '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 H Lundbeck'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 H Lundbeck.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure H Lundbeck'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 H Lundbeck AS upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for H Lundbeck's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as H Lundbeck's standard deviation. In reality, there are many statistical measures that can use H Lundbeck historical prices to predict the future H Lundbeck's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as H Lundbeck. Your research has to be compared to or analyzed against H Lundbeck's peers to derive any actionable benefits. When done correctly, H Lundbeck's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in H Lundbeck AS.
H Lundbeck AS Backtested Returns
H Lundbeck AS holds Efficiency (Sharpe) Ratio of -0.0255, which attests that the company had a -0.0255 % return per unit of risk over the last 3 months. H Lundbeck AS exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out H Lundbeck's coefficient of variation of (4,007), and Standard Deviation of 1.1 to validate the risk estimate we provide. The firm retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, H Lundbeck's returns are expected to increase less than the market. However, during the bear market, the loss of holding H Lundbeck is expected to be smaller as well. At this point, H Lundbeck AS has a negative expected return of -0.0287%. Please make sure to check out H Lundbeck's variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if H Lundbeck AS performance from the past will be repeated sooner or later.
Auto-correlation
0.00
No correlation between past and present
H Lundbeck AS has no correlation between past and present. Overlapping area represents the amount of predictability between H Lundbeck time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 H Lundbeck AS price movement. The serial correlation of 0.0 indicates that just 0.0% of current H Lundbeck 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
H Lundbeck AS lagged returns against current returns
Autocorrelation, which is H Lundbeck 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 H Lundbeck's pink sheet expected returns. We can calculate the autocorrelation of H Lundbeck returns to help us make a trade decision. For example, suppose you find that H Lundbeck 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
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H Lundbeck 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 H Lundbeck pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if H Lundbeck pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in H Lundbeck pink sheet over time.
Current vs Lagged Prices
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H Lundbeck Lagged Returns
When evaluating H Lundbeck's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of H Lundbeck pink sheet have on its future price. H Lundbeck 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, H Lundbeck autocorrelation shows the relationship between H Lundbeck pink sheet current value and its past values and can show if there is a momentum factor associated with investing in H Lundbeck AS.
Other Information on Investing in HLUBF Pink Sheet
H Lundbeck financial ratios help investors to determine whether HLUBF 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 HLUBF with respect to the benefits of owning H Lundbeck security.