Loyal Solutions (Sweden) Market Value
| LOYAL Stock | 3.20 0.30 8.57% |
| Symbol | Loyal |
Loyal Solutions '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 Loyal Solutions' 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 Loyal Solutions.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in Loyal Solutions on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Loyal Solutions AS or generate 0.0% return on investment in Loyal Solutions over 30 days.
Loyal Solutions 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 Loyal Solutions' 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 Loyal Solutions AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.44 | |||
| Information Ratio | 0.0386 | |||
| Maximum Drawdown | 69.93 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 8.02 |
Loyal Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Loyal Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Loyal Solutions' standard deviation. In reality, there are many statistical measures that can use Loyal Solutions historical prices to predict the future Loyal Solutions' volatility.| Risk Adjusted Performance | 0.0426 | |||
| Jensen Alpha | 0.2496 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.0314 | |||
| Treynor Ratio | 0.2016 |
Loyal Solutions AS Backtested Returns
Loyal Solutions appears to be dangerous, given 3 months investment horizon. Loyal Solutions AS has Sharpe Ratio of 0.0453, which conveys that the firm had a 0.0453 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Loyal Solutions, which you can use to evaluate the volatility of the firm. Please exercise Loyal Solutions' Mean Deviation of 3.31, risk adjusted performance of 0.0426, and Downside Deviation of 9.44 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Loyal Solutions holds a performance score of 3. The company secures a Beta (Market Risk) of 1.77, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Loyal Solutions will likely underperform. Please check Loyal Solutions' semi variance, as well as the relationship between the rate of daily change and relative strength index , to make a quick decision on whether Loyal Solutions' current price movements will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
Loyal Solutions AS has very weak reverse predictability. Overlapping area represents the amount of predictability between Loyal Solutions time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st of December 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 Loyal Solutions AS price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Loyal Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Loyal Solutions AS lagged returns against current returns
Autocorrelation, which is Loyal Solutions 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 Loyal Solutions' stock expected returns. We can calculate the autocorrelation of Loyal Solutions returns to help us make a trade decision. For example, suppose you find that Loyal Solutions 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 |
Loyal Solutions 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 Loyal Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Loyal Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Loyal Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
Loyal Solutions Lagged Returns
When evaluating Loyal Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Loyal Solutions stock have on its future price. Loyal Solutions 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, Loyal Solutions autocorrelation shows the relationship between Loyal Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in Loyal Solutions AS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Loyal Stock Analysis
When running Loyal Solutions' price analysis, check to measure Loyal Solutions' 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 Loyal Solutions is operating at the current time. Most of Loyal Solutions' value examination focuses on studying past and present price action to predict the probability of Loyal Solutions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Loyal Solutions' price. Additionally, you may evaluate how the addition of Loyal Solutions to your portfolios can decrease your overall portfolio volatility.