Linc AB (Sweden) Market Value
| LINC Stock | 72.00 1.00 1.37% |
| Symbol | Linc |
Linc AB '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 Linc AB's 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 Linc AB.
| 12/30/2024 |
| 02/28/2025 |
If you would invest 0.00 in Linc AB on December 30, 2024 and sell it all today you would earn a total of 0.00 from holding Linc AB or generate 0.0% return on investment in Linc AB over 60 days. Linc AB is related to or competes with Creades AB, VNV Global, Cint Group, Svolder AB, and Industrivarden. More
Linc AB 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 Linc AB's 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 Linc AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0024 | |||
| Maximum Drawdown | 22.74 | |||
| Value At Risk | (3.65) | |||
| Potential Upside | 3.53 |
Linc AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Linc AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Linc AB's standard deviation. In reality, there are many statistical measures that can use Linc AB historical prices to predict the future Linc AB's volatility.| Risk Adjusted Performance | 0.0063 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0809 | |||
| Treynor Ratio | (0.07) |
Linc AB Backtested Returns
Linc AB 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. Linc AB exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Linc AB's Risk Adjusted Performance of 0.0063, mean deviation of 1.95, and Standard Deviation of 3.09 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Linc AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Linc AB is expected to be smaller as well. At this point, Linc AB has a negative expected return of -0.0085%. Please make sure to verify Linc AB's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Linc AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.68 |
Good predictability
Linc AB has good predictability. Overlapping area represents the amount of predictability between Linc AB time series from 30th of December 2024 to 29th of January 2025 and 29th of January 2025 to 28th of February 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 Linc AB price movement. The serial correlation of 0.68 indicates that around 68.0% of current Linc AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 3.13 |
Linc AB lagged returns against current returns
Autocorrelation, which is Linc AB 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 Linc AB's stock expected returns. We can calculate the autocorrelation of Linc AB returns to help us make a trade decision. For example, suppose you find that Linc AB 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 |
Linc AB 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 Linc AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Linc AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Linc AB stock over time.
Current vs Lagged Prices |
| Timeline |
Linc AB Lagged Returns
When evaluating Linc AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Linc AB stock have on its future price. Linc AB 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, Linc AB autocorrelation shows the relationship between Linc AB stock current value and its past values and can show if there is a momentum factor associated with investing in Linc AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Linc Stock Analysis
When running Linc AB's price analysis, check to measure Linc AB's 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 Linc AB is operating at the current time. Most of Linc AB's value examination focuses on studying past and present price action to predict the probability of Linc AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Linc AB's price. Additionally, you may evaluate how the addition of Linc AB to your portfolios can decrease your overall portfolio volatility.