Oatly Group Ab Stock Market Value
| OTLY Stock | USD 0.73 0.03 4.29% |
| Symbol | Oatly |
Oatly Group AB Price To Book Ratio
Is Packaged Foods & Meats space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Oatly Group. If investors know Oatly will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Oatly Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.69) | Revenue Per Share 1.365 | Quarterly Revenue Growth 0.109 | Return On Assets (0.08) | Return On Equity (1.00) |
The market value of Oatly Group AB is measured differently than its book value, which is the value of Oatly that is recorded on the company's balance sheet. Investors also form their own opinion of Oatly Group's value that differs from its market value or its book value, called intrinsic value, which is Oatly Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Oatly Group's market value can be influenced by many factors that don't directly affect Oatly Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Oatly Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Oatly Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Oatly Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Oatly 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 Oatly 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 Oatly Group.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Oatly Group on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Oatly Group AB or generate 0.0% return on investment in Oatly Group over 660 days. Oatly Group is related to or competes with Bellring Brands, Ingredion Incorporated, Nomad Foods, and Simply Good. Oatly Group AB, an oatmilk company, provides a range of plant-based dairy products made from oats in Sweden More
Oatly 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 Oatly 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 Oatly Group AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 30.62 | |||
| Value At Risk | (5.80) | |||
| Potential Upside | 4.69 |
Oatly Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oatly Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oatly Group's standard deviation. In reality, there are many statistical measures that can use Oatly Group historical prices to predict the future Oatly Group's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | (0.91) | |||
| Treynor Ratio | (0.09) |
Oatly Group AB Backtested Returns
Oatly Group AB maintains Sharpe Ratio (i.e., Efficiency) of -0.0535, which implies the firm had a -0.0535% return per unit of risk over the last 3 months. Oatly Group AB exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Oatly Group's Variance of 19.84, risk adjusted performance of (0.03), and Coefficient Of Variation of (2,251) to confirm the risk estimate we provide. The company holds a Beta of 2.31, which implies 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, Oatly Group will likely underperform. At this point, Oatly Group AB has a negative expected return of -0.24%. Please make sure to check Oatly Group's maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Oatly Group AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.70 |
Good predictability
Oatly Group AB has good predictability. Overlapping area represents the amount of predictability between Oatly Group time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Oatly Group AB price movement. The serial correlation of 0.7 indicates that around 70.0% of current Oatly Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Oatly Group AB lagged returns against current returns
Autocorrelation, which is Oatly 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 Oatly Group's stock expected returns. We can calculate the autocorrelation of Oatly Group returns to help us make a trade decision. For example, suppose you find that Oatly 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 |
Oatly 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 Oatly Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oatly Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oatly Group stock over time.
Current vs Lagged Prices |
| Timeline |
Oatly Group Lagged Returns
When evaluating Oatly Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oatly Group stock have on its future price. Oatly 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, Oatly Group autocorrelation shows the relationship between Oatly Group stock current value and its past values and can show if there is a momentum factor associated with investing in Oatly Group AB.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Oatly Stock Analysis
When running Oatly Group's price analysis, check to measure Oatly Group'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 Oatly Group is operating at the current time. Most of Oatly Group's value examination focuses on studying past and present price action to predict the probability of Oatly Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Oatly Group's price. Additionally, you may evaluate how the addition of Oatly Group to your portfolios can decrease your overall portfolio volatility.