Lokotech Group (Norway) Market Value
| LOKO Stock | 0.76 0.01 1.30% |
| Symbol | Lokotech |
Lokotech Group '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 Lokotech Group'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 Lokotech Group.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Lokotech Group on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Lokotech Group AS or generate 0.0% return on investment in Lokotech Group over 30 days.
Lokotech Group 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 Lokotech Group'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 Lokotech Group AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.02 | |||
| Information Ratio | 0.0478 | |||
| Maximum Drawdown | 25.22 | |||
| Value At Risk | (6.76) | |||
| Potential Upside | 9.23 |
Lokotech Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lokotech Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lokotech Group's standard deviation. In reality, there are many statistical measures that can use Lokotech Group historical prices to predict the future Lokotech Group's volatility.| Risk Adjusted Performance | 0.0592 | |||
| Jensen Alpha | 0.3195 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | 0.0546 | |||
| Treynor Ratio | (1.65) |
Lokotech Group AS Backtested Returns
Lokotech Group appears to be abnormally volatile, given 3 months investment horizon. Lokotech Group AS has Sharpe Ratio of 0.082, which conveys that the firm had a 0.082 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lokotech Group, which you can use to evaluate the volatility of the firm. Please exercise Lokotech Group's Downside Deviation of 4.02, mean deviation of 3.09, and Risk Adjusted Performance of 0.0592 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lokotech Group holds a performance score of 6. The company secures a Beta (Market Risk) of -0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lokotech Group are expected to decrease at a much lower rate. During the bear market, Lokotech Group is likely to outperform the market. Please check Lokotech Group's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Lokotech Group's current price movements will revert.
Auto-correlation | -0.1 |
Very weak reverse predictability
Lokotech Group AS has very weak reverse predictability. Overlapping area represents the amount of predictability between Lokotech Group time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lokotech Group AS price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Lokotech Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lokotech Group AS lagged returns against current returns
Autocorrelation, which is Lokotech Group 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 Lokotech Group's stock expected returns. We can calculate the autocorrelation of Lokotech Group returns to help us make a trade decision. For example, suppose you find that Lokotech Group 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 |
Lokotech Group 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 Lokotech Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lokotech Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lokotech Group stock over time.
Current vs Lagged Prices |
| Timeline |
Lokotech Group Lagged Returns
When evaluating Lokotech Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lokotech Group stock have on its future price. Lokotech Group 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, Lokotech Group autocorrelation shows the relationship between Lokotech Group stock current value and its past values and can show if there is a momentum factor associated with investing in Lokotech Group AS.
Regressed Prices |
| Timeline |
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