Lumi Gruppen (Norway) Market Value
| LUMI Stock | 17.90 0.80 4.68% |
| Symbol | Lumi |
Lumi Gruppen '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 Lumi Gruppen'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 Lumi Gruppen.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in Lumi Gruppen on October 17, 2025 and sell it all today you would earn a total of 0.00 from holding Lumi Gruppen AS or generate 0.0% return on investment in Lumi Gruppen over 90 days. Lumi Gruppen is related to or competes with Nordic Halibut, Norcod As, Arctic Fish, Gigante Salmon, and Atlantic Sapphire. More
Lumi Gruppen 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 Lumi Gruppen'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 Lumi Gruppen AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.49 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.09 | |||
| Value At Risk | (2.96) | |||
| Potential Upside | 3.7 |
Lumi Gruppen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lumi Gruppen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lumi Gruppen's standard deviation. In reality, there are many statistical measures that can use Lumi Gruppen historical prices to predict the future Lumi Gruppen's volatility.| Risk Adjusted Performance | 0.0439 | |||
| Jensen Alpha | 0.058 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2826 |
Lumi Gruppen AS Backtested Returns
As of now, Lumi Stock is not too volatile. Lumi Gruppen AS has Sharpe Ratio of 0.0637, which conveys that the firm had a 0.0637 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lumi Gruppen, which you can use to evaluate the volatility of the firm. Please verify Lumi Gruppen's Downside Deviation of 2.49, risk adjusted performance of 0.0439, and Mean Deviation of 1.17 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. Lumi Gruppen has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lumi Gruppen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lumi Gruppen is expected to be smaller as well. Lumi Gruppen AS right now secures a risk of 1.99%. Please verify Lumi Gruppen AS standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Lumi Gruppen AS will be following its current price movements.
Auto-correlation | -0.47 |
Modest reverse predictability
Lumi Gruppen AS has modest reverse predictability. Overlapping area represents the amount of predictability between Lumi Gruppen time series from 17th of October 2025 to 1st of December 2025 and 1st of December 2025 to 15th 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 Lumi Gruppen AS price movement. The serial correlation of -0.47 indicates that about 47.0% of current Lumi Gruppen price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Lumi Gruppen AS lagged returns against current returns
Autocorrelation, which is Lumi Gruppen 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 Lumi Gruppen's stock expected returns. We can calculate the autocorrelation of Lumi Gruppen returns to help us make a trade decision. For example, suppose you find that Lumi Gruppen 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 |
Lumi Gruppen 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 Lumi Gruppen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lumi Gruppen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lumi Gruppen stock over time.
Current vs Lagged Prices |
| Timeline |
Lumi Gruppen Lagged Returns
When evaluating Lumi Gruppen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lumi Gruppen stock have on its future price. Lumi Gruppen 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, Lumi Gruppen autocorrelation shows the relationship between Lumi Gruppen stock current value and its past values and can show if there is a momentum factor associated with investing in Lumi Gruppen AS.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetOther Information on Investing in Lumi Stock
Lumi Gruppen financial ratios help investors to determine whether Lumi Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lumi with respect to the benefits of owning Lumi Gruppen security.