Chocoladefabriken Lindt Sprngli Stock Market Value
| LDSVF Stock | USD 11,350 50.00 0.44% |
| Symbol | Chocoladefabriken |
Chocoladefabriken '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 Chocoladefabriken'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 Chocoladefabriken.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Chocoladefabriken on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Chocoladefabriken Lindt Sprngli or generate 0.0% return on investment in Chocoladefabriken over 30 days. Chocoladefabriken is related to or competes with Mondelez International, Tootsie Roll, Rocky Mountain, Barry Callebaut, and Hershey. Chocoladefabriken Lindt Sprngli AG, together with its subsidiaries, engages in the manufacture and sale of chocolate pro... More
Chocoladefabriken 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 Chocoladefabriken'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 Chocoladefabriken Lindt Sprngli upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 7.31 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 1.71 |
Chocoladefabriken Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chocoladefabriken's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chocoladefabriken's standard deviation. In reality, there are many statistical measures that can use Chocoladefabriken historical prices to predict the future Chocoladefabriken's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (2.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Chocoladefabriken'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.
Chocoladefabriken Lindt Backtested Returns
Chocoladefabriken Lindt 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. Chocoladefabriken Lindt Sprngli exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Chocoladefabriken's Risk Adjusted Performance of (0.09), mean deviation of 0.816, and Standard Deviation of 1.27 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0795, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Chocoladefabriken's returns are expected to increase less than the market. However, during the bear market, the loss of holding Chocoladefabriken is expected to be smaller as well. At this point, Chocoladefabriken Lindt has a negative expected return of -0.17%. Please make sure to confirm Chocoladefabriken's information ratio, skewness, as well as the relationship between the Skewness and day typical price , to decide if Chocoladefabriken Lindt performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.09 |
Virtually no predictability
Chocoladefabriken Lindt Sprngli has virtually no predictability. Overlapping area represents the amount of predictability between Chocoladefabriken time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Chocoladefabriken Lindt price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Chocoladefabriken price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 16.4 K |
Chocoladefabriken Lindt lagged returns against current returns
Autocorrelation, which is Chocoladefabriken 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 Chocoladefabriken's pink sheet expected returns. We can calculate the autocorrelation of Chocoladefabriken returns to help us make a trade decision. For example, suppose you find that Chocoladefabriken 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 |
Chocoladefabriken 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 Chocoladefabriken pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chocoladefabriken pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chocoladefabriken pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Chocoladefabriken Lagged Returns
When evaluating Chocoladefabriken's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chocoladefabriken pink sheet have on its future price. Chocoladefabriken 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, Chocoladefabriken autocorrelation shows the relationship between Chocoladefabriken pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Chocoladefabriken Lindt Sprngli.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Chocoladefabriken Pink Sheet
Chocoladefabriken financial ratios help investors to determine whether Chocoladefabriken 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 Chocoladefabriken with respect to the benefits of owning Chocoladefabriken security.