Lavipharm (Greece) Market Value
| LAVI Stock | EUR 0.80 0.01 1.27% |
| Symbol | Lavipharm |
Lavipharm '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 Lavipharm'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 Lavipharm.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Lavipharm on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Lavipharm SA or generate 0.0% return on investment in Lavipharm over 90 days. Lavipharm is related to or competes with Elton International, Intracom Constructions, Interlife General, National Bank, General Commercial, Piraeus Financial, and Foodlink. Lavipharm S.A. develops, manufactures, markets, and distributes pharmaceutical, cosmetic, and consumer health products i... More
Lavipharm 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 Lavipharm'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 Lavipharm SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.39 | |||
| Information Ratio | 0.0835 | |||
| Maximum Drawdown | 11.9 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.6 |
Lavipharm Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lavipharm's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lavipharm's standard deviation. In reality, there are many statistical measures that can use Lavipharm historical prices to predict the future Lavipharm's volatility.| Risk Adjusted Performance | 0.0316 | |||
| Jensen Alpha | 0.0667 | |||
| Total Risk Alpha | 0.2785 | |||
| Sortino Ratio | 0.0648 | |||
| Treynor Ratio | 0.2421 |
Lavipharm SA Backtested Returns
Currently, Lavipharm SA is dangerous. Lavipharm SA has Sharpe Ratio of 0.0546, which conveys that the firm had a 0.0546 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lavipharm, which you can use to evaluate the volatility of the firm. Please verify Lavipharm's Downside Deviation of 2.39, mean deviation of 1.37, and Risk Adjusted Performance of 0.0316 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. Lavipharm has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lavipharm's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lavipharm is expected to be smaller as well. Lavipharm SA right now secures a risk of 1.93%. Please verify Lavipharm SA value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Lavipharm SA will be following its current price movements.
Auto-correlation | -0.38 |
Poor reverse predictability
Lavipharm SA has poor reverse predictability. Overlapping area represents the amount of predictability between Lavipharm time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lavipharm SA price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Lavipharm price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lavipharm SA lagged returns against current returns
Autocorrelation, which is Lavipharm 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 Lavipharm's stock expected returns. We can calculate the autocorrelation of Lavipharm returns to help us make a trade decision. For example, suppose you find that Lavipharm 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 |
Lavipharm 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 Lavipharm stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lavipharm stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lavipharm stock over time.
Current vs Lagged Prices |
| Timeline |
Lavipharm Lagged Returns
When evaluating Lavipharm's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lavipharm stock have on its future price. Lavipharm 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, Lavipharm autocorrelation shows the relationship between Lavipharm stock current value and its past values and can show if there is a momentum factor associated with investing in Lavipharm SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Lavipharm Stock Analysis
When running Lavipharm's price analysis, check to measure Lavipharm'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 Lavipharm is operating at the current time. Most of Lavipharm's value examination focuses on studying past and present price action to predict the probability of Lavipharm's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lavipharm's price. Additionally, you may evaluate how the addition of Lavipharm to your portfolios can decrease your overall portfolio volatility.