Lime Technologies (Sweden) Market Value
| LIME Stock | SEK 344.00 11.50 3.46% |
| Symbol | Lime |
Lime Technologies '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 Lime Technologies' 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 Lime Technologies.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Lime Technologies on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Lime Technologies AB or generate 0.0% return on investment in Lime Technologies over 30 days. Lime Technologies is related to or competes with Lifco AB, Lagercrantz Group, Addtech AB, Instalco Intressenter, and AddLife AB. Lime Technologies AB provides software as a service based customer relationship management solutions on the Nordic marke... More
Lime Technologies 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 Lime Technologies' 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 Lime Technologies AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 13.48 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 3.02 |
Lime Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lime Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lime Technologies' standard deviation. In reality, there are many statistical measures that can use Lime Technologies historical prices to predict the future Lime Technologies' volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.05) |
Lime Technologies Backtested Returns
Currently, Lime Technologies AB is very steady. Lime Technologies has Sharpe Ratio of 0.0458, which conveys that the firm had a 0.0458% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Lime Technologies, which you can use to evaluate the volatility of the firm. Please verify Lime Technologies' Standard Deviation of 2.09, insignificant risk adjusted performance, and Mean Deviation of 1.42 to check out if the risk estimate we provide is consistent with the expected return of 0.0934%. Lime Technologies has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.77, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lime Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Lime Technologies is expected to be smaller as well. Lime Technologies right now secures a risk of 2.04%. Please verify Lime Technologies AB total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Lime Technologies AB will be following its current price movements.
Auto-correlation | -0.29 |
Weak reverse predictability
Lime Technologies AB has weak reverse predictability. Overlapping area represents the amount of predictability between Lime Technologies time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Lime Technologies price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Lime Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 118.92 |
Lime Technologies lagged returns against current returns
Autocorrelation, which is Lime Technologies 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 Lime Technologies' stock expected returns. We can calculate the autocorrelation of Lime Technologies returns to help us make a trade decision. For example, suppose you find that Lime Technologies 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 |
Lime Technologies 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 Lime Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lime Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lime Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Lime Technologies Lagged Returns
When evaluating Lime Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lime Technologies stock have on its future price. Lime Technologies 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, Lime Technologies autocorrelation shows the relationship between Lime Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Lime Technologies AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Lime Stock Analysis
When running Lime Technologies' price analysis, check to measure Lime Technologies' 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 Lime Technologies is operating at the current time. Most of Lime Technologies' value examination focuses on studying past and present price action to predict the probability of Lime Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lime Technologies' price. Additionally, you may evaluate how the addition of Lime Technologies to your portfolios can decrease your overall portfolio volatility.