Olam Group Limited Stock Market Value
| OLGPF Stock | USD 0.73 0.00 0.00% |
| Symbol | Olam |
Olam 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 Olam Group's pink sheet 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 Olam Group.
| 07/23/2025 |
| 01/19/2026 |
If you would invest 0.00 in Olam Group on July 23, 2025 and sell it all today you would earn a total of 0.00 from holding Olam Group Limited or generate 0.0% return on investment in Olam Group over 180 days. Olam Group is related to or competes with Golden Agri, Treasury Wine, Lery Seafood, Leroy Seafood, and Rmy Cointreau. Olam Group Limited engages in the sourcing, processing, packaging, and merchandising of agricultural products worldwide More
Olam 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 Olam Group's pink sheet 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 Olam Group Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 11.23 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.39 |
Olam Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Olam Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Olam Group's standard deviation. In reality, there are many statistical measures that can use Olam Group historical prices to predict the future Olam Group's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.55) |
Olam Group Limited Backtested Returns
Olam Group Limited maintains Sharpe Ratio (i.e., Efficiency) of -0.04, which implies the firm had a -0.04 % return per unit of risk over the last 3 months. Olam Group Limited exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Olam Group's Coefficient Of Variation of (2,523), risk adjusted performance of (0.02), and Variance of 1.89 to confirm the risk estimate we provide. The company holds a Beta of 0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, Olam Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Olam Group is expected to be smaller as well. At this point, Olam Group Limited has a negative expected return of -0.0554%. Please make sure to check Olam Group's variance, as well as the relationship between the value at risk and rate of daily change , to decide if Olam Group Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Olam Group Limited has insignificant reverse predictability. Overlapping area represents the amount of predictability between Olam Group time series from 23rd of July 2025 to 21st of October 2025 and 21st of October 2025 to 19th 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 Olam Group Limited price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Olam Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Olam Group Limited lagged returns against current returns
Autocorrelation, which is Olam Group pink sheet'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 Olam Group's pink sheet expected returns. We can calculate the autocorrelation of Olam Group returns to help us make a trade decision. For example, suppose you find that Olam Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Olam 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 Olam Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Olam Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Olam Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Olam Group Lagged Returns
When evaluating Olam Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Olam Group pink sheet have on its future price. Olam 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, Olam Group autocorrelation shows the relationship between Olam Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Olam Group Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Olam Pink Sheet
Olam Group financial ratios help investors to determine whether Olam Pink Sheet 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 Olam with respect to the benefits of owning Olam Group security.