Food Life (Germany) Market Value
| 2G0 Stock | EUR 21.40 0.40 1.90% |
| Symbol | Food |
Food Life '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 Food Life'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 Food Life.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Food Life on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Food Life Companies or generate 0.0% return on investment in Food Life over 720 days. Food Life is related to or competes with Insurance Australia, United Insurance, American Airlines, SINGAPORE AIRLINES, SBI Insurance, Singapore Airlines, and Goosehead Insurance. Sushiro Global Holdings Ltd. operates a chain of Sushi restaurants More
Food Life 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 Food Life'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 Food Life Companies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.87 | |||
| Information Ratio | 0.1537 | |||
| Maximum Drawdown | 9.27 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 2.94 |
Food Life Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Food Life's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Food Life's standard deviation. In reality, there are many statistical measures that can use Food Life historical prices to predict the future Food Life's volatility.| Risk Adjusted Performance | 0.1825 | |||
| Jensen Alpha | 0.3204 | |||
| Total Risk Alpha | 0.1042 | |||
| Sortino Ratio | 0.1459 | |||
| Treynor Ratio | 0.6407 |
Food Life Companies Backtested Returns
Food Life appears to be very steady, given 3 months investment horizon. Food Life Companies secures Sharpe Ratio (or Efficiency) of 0.21, which denotes the company had a 0.21% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Food Life Companies, which you can use to evaluate the volatility of the firm. Please utilize Food Life's Coefficient Of Variation of 432.28, mean deviation of 1.38, and Downside Deviation of 1.87 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Food Life holds a performance score of 16. The firm shows a Beta (market volatility) of 0.62, which means possible diversification benefits within a given portfolio. As returns on the market increase, Food Life's returns are expected to increase less than the market. However, during the bear market, the loss of holding Food Life is expected to be smaller as well. Please check Food Life's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Food Life's price patterns will revert.
Auto-correlation | 0.33 |
Below average predictability
Food Life Companies has below average predictability. Overlapping area represents the amount of predictability between Food Life time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st of December 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 Food Life Companies price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Food Life price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 2.12 |
Food Life Companies lagged returns against current returns
Autocorrelation, which is Food Life 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 Food Life's stock expected returns. We can calculate the autocorrelation of Food Life returns to help us make a trade decision. For example, suppose you find that Food Life 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 |
Food Life 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 Food Life stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Food Life stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Food Life stock over time.
Current vs Lagged Prices |
| Timeline |
Food Life Lagged Returns
When evaluating Food Life's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Food Life stock have on its future price. Food Life 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, Food Life autocorrelation shows the relationship between Food Life stock current value and its past values and can show if there is a momentum factor associated with investing in Food Life Companies.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Food Stock
Food Life financial ratios help investors to determine whether Food 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 Food with respect to the benefits of owning Food Life security.