Lipidor Ab (Sweden) Market Value
| LIPI Stock | SEK 0.32 0.03 10.34% |
| Symbol | Lipidor |
Lipidor 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 Lipidor 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 Lipidor Ab.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in Lipidor Ab on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding Lipidor Ab or generate 0.0% return on investment in Lipidor Ab over 30 days. Lipidor Ab is related to or competes with BioInvent International, Hansa Biopharma, ExpreS2ion Biotech, Saniona AB, and Maha Energy. Lipidor AB , a pharmaceutical development company, engages in the development of drugs for the treatment of psoriasis, b... More
Lipidor 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 Lipidor 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 Lipidor Ab upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.0 | |||
| Information Ratio | 0.2258 | |||
| Maximum Drawdown | 27.31 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 10.53 |
Lipidor Ab Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lipidor Ab's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lipidor Ab's standard deviation. In reality, there are many statistical measures that can use Lipidor Ab historical prices to predict the future Lipidor Ab's volatility.| Risk Adjusted Performance | 0.1925 | |||
| Jensen Alpha | 1.26 | |||
| Total Risk Alpha | 1.12 | |||
| Sortino Ratio | 0.1742 | |||
| Treynor Ratio | (1.11) |
Lipidor Ab Backtested Returns
Lipidor Ab is out of control given 3 months investment horizon. Lipidor Ab has Sharpe Ratio of 0.26, which conveys that the firm had a 0.26% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.44% are justified by taking the suggested risk. Use Lipidor Ab Risk Adjusted Performance of 0.1925, mean deviation of 3.85, and Downside Deviation of 7.0 to evaluate company specific risk that cannot be diversified away. Lipidor Ab holds a performance score of 20 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -1.11, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Lipidor Ab are expected to decrease slowly. On the other hand, during market turmoil, Lipidor Ab is expected to outperform it slightly. Use Lipidor Ab total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Lipidor Ab.
Auto-correlation | 0.76 |
Good predictability
Lipidor Ab has good predictability. Overlapping area represents the amount of predictability between Lipidor Ab time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th of January 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 Lipidor Ab price movement. The serial correlation of 0.76 indicates that around 76.0% of current Lipidor Ab price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lipidor Ab lagged returns against current returns
Autocorrelation, which is Lipidor 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 Lipidor Ab's stock expected returns. We can calculate the autocorrelation of Lipidor Ab returns to help us make a trade decision. For example, suppose you find that Lipidor 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 |
Lipidor 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 Lipidor Ab stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lipidor Ab stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lipidor Ab stock over time.
Current vs Lagged Prices |
| Timeline |
Lipidor Ab Lagged Returns
When evaluating Lipidor Ab's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lipidor Ab stock have on its future price. Lipidor 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, Lipidor Ab autocorrelation shows the relationship between Lipidor Ab stock current value and its past values and can show if there is a momentum factor associated with investing in Lipidor Ab.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Lipidor Stock Analysis
When running Lipidor Ab's price analysis, check to measure Lipidor 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 Lipidor Ab is operating at the current time. Most of Lipidor Ab's value examination focuses on studying past and present price action to predict the probability of Lipidor 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 Lipidor Ab's price. Additionally, you may evaluate how the addition of Lipidor Ab to your portfolios can decrease your overall portfolio volatility.