LIFEWAY FOODS (Germany) Market Value
| LWF Stock | 22.40 0.60 2.61% |
| Symbol | LIFEWAY |
LIFEWAY FOODS '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 LIFEWAY FOODS'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 LIFEWAY FOODS.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in LIFEWAY FOODS on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding LIFEWAY FOODS or generate 0.0% return on investment in LIFEWAY FOODS over 720 days. LIFEWAY FOODS is related to or competes with Microchip Technology, DXC Technology, CapitaLand Investment, MGIC INVESTMENT, SLR Investment, and Vishay Intertechnology. More
LIFEWAY FOODS 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 LIFEWAY FOODS'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 LIFEWAY FOODS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.78 | |||
| Information Ratio | 0.1248 | |||
| Maximum Drawdown | 19.64 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 6.67 |
LIFEWAY FOODS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LIFEWAY FOODS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LIFEWAY FOODS's standard deviation. In reality, there are many statistical measures that can use LIFEWAY FOODS historical prices to predict the future LIFEWAY FOODS's volatility.| Risk Adjusted Performance | 0.135 | |||
| Jensen Alpha | 0.5248 | |||
| Total Risk Alpha | 0.0175 | |||
| Sortino Ratio | 0.1417 | |||
| Treynor Ratio | (6.32) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LIFEWAY FOODS's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
LIFEWAY FOODS Backtested Returns
LIFEWAY FOODS appears to be not too volatile, given 3 months investment horizon. LIFEWAY FOODS has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17% return per unit of risk over the last 3 months. By evaluating LIFEWAY FOODS's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please exercise LIFEWAY FOODS's mean deviation of 2.17, and Risk Adjusted Performance of 0.135 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LIFEWAY FOODS holds a performance score of 13. The company secures a Beta (Market Risk) of -0.0815, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LIFEWAY FOODS are expected to decrease at a much lower rate. During the bear market, LIFEWAY FOODS is likely to outperform the market. Please check LIFEWAY FOODS's value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether LIFEWAY FOODS's current price movements will revert.
Auto-correlation | 0.72 |
Good predictability
LIFEWAY FOODS has good predictability. Overlapping area represents the amount of predictability between LIFEWAY FOODS time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LIFEWAY FOODS price movement. The serial correlation of 0.72 indicates that around 72.0% of current LIFEWAY FOODS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 25.2 |
LIFEWAY FOODS lagged returns against current returns
Autocorrelation, which is LIFEWAY FOODS 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 LIFEWAY FOODS's stock expected returns. We can calculate the autocorrelation of LIFEWAY FOODS returns to help us make a trade decision. For example, suppose you find that LIFEWAY FOODS 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 |
LIFEWAY FOODS 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 LIFEWAY FOODS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LIFEWAY FOODS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LIFEWAY FOODS stock over time.
Current vs Lagged Prices |
| Timeline |
LIFEWAY FOODS Lagged Returns
When evaluating LIFEWAY FOODS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LIFEWAY FOODS stock have on its future price. LIFEWAY FOODS 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, LIFEWAY FOODS autocorrelation shows the relationship between LIFEWAY FOODS stock current value and its past values and can show if there is a momentum factor associated with investing in LIFEWAY FOODS.
Regressed Prices |
| Timeline |
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Additional Tools for LIFEWAY Stock Analysis
When running LIFEWAY FOODS's price analysis, check to measure LIFEWAY FOODS'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 LIFEWAY FOODS is operating at the current time. Most of LIFEWAY FOODS's value examination focuses on studying past and present price action to predict the probability of LIFEWAY FOODS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LIFEWAY FOODS's price. Additionally, you may evaluate how the addition of LIFEWAY FOODS to your portfolios can decrease your overall portfolio volatility.