Loblaw Companies Limited Stock Market Value
| LBLCF Stock | USD 130.10 0.64 0.49% |
| Symbol | Loblaw |
Loblaw Companies '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 Loblaw Companies' 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 Loblaw Companies.
| 03/13/2023 |
| 03/02/2025 |
If you would invest 0.00 in Loblaw Companies on March 13, 2023 and sell it all today you would earn a total of 0.00 from holding Loblaw Companies Limited or generate 0.0% return on investment in Loblaw Companies over 720 days. Loblaw Companies is related to or competes with Sprouts Farmers, Kroger, Village Super, Weis Markets, Ingles Markets, Grocery Outlet, and Natural Grocers. Loblaw Companies Limited, a food and pharmacy company, engages in the grocery, pharmacy, health and beauty, apparel, gen... More
Loblaw Companies 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 Loblaw Companies' 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 Loblaw Companies Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | 0.0608 | |||
| Maximum Drawdown | 4.95 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 2.13 |
Loblaw Companies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Loblaw Companies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Loblaw Companies' standard deviation. In reality, there are many statistical measures that can use Loblaw Companies historical prices to predict the future Loblaw Companies' volatility.| Risk Adjusted Performance | 0.0405 | |||
| Jensen Alpha | 0.0586 | |||
| Total Risk Alpha | 0.086 | |||
| Sortino Ratio | 0.0561 | |||
| Treynor Ratio | 0.1177 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Loblaw Companies' 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.
Loblaw Companies Backtested Returns
Loblaw Companies has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. Loblaw Companies exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Loblaw Companies' Mean Deviation of 0.8225, risk adjusted performance of 0.0405, and Downside Deviation of 1.28 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Loblaw Companies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Loblaw Companies is expected to be smaller as well. At this point, Loblaw Companies has a negative expected return of -0.01%. Please make sure to verify Loblaw Companies' treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Loblaw Companies performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Loblaw Companies Limited has poor predictability. Overlapping area represents the amount of predictability between Loblaw Companies time series from 13th of March 2023 to 7th of March 2024 and 7th of March 2024 to 2nd of March 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 Loblaw Companies price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Loblaw Companies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 75.15 |
Loblaw Companies lagged returns against current returns
Autocorrelation, which is Loblaw Companies 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 Loblaw Companies' pink sheet expected returns. We can calculate the autocorrelation of Loblaw Companies returns to help us make a trade decision. For example, suppose you find that Loblaw Companies 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 |
Loblaw Companies 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 Loblaw Companies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Loblaw Companies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Loblaw Companies pink sheet over time.
Current vs Lagged Prices |
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Loblaw Companies Lagged Returns
When evaluating Loblaw Companies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Loblaw Companies pink sheet have on its future price. Loblaw Companies 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, Loblaw Companies autocorrelation shows the relationship between Loblaw Companies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Loblaw Companies Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Loblaw Pink Sheet
Loblaw Companies financial ratios help investors to determine whether Loblaw 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 Loblaw with respect to the benefits of owning Loblaw Companies security.