Lifco AB's market value is the price at which a share of Lifco AB trades on a public exchange. It measures the collective expectations of Lifco AB investors about its performance. Lifco AB is trading at 16.59 as of the 10th of January 2025; that is 18.42% up since the beginning of the trading day. The stock's open price was 14.01. With this module, you can estimate the performance of a buy and hold strategy of Lifco AB and determine expected loss or profit from investing in Lifco AB over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics.
Symbol
Lifco
Lifco AB '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 Lifco AB'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 Lifco AB.
0.00
12/11/2024
No Change 0.00
0.0
In 30 days
01/10/2025
0.00
If you would invest 0.00 in Lifco AB on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding Lifco AB or generate 0.0% return on investment in Lifco AB over 30 days.
Lifco AB 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 Lifco AB'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 Lifco AB upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lifco AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lifco AB's standard deviation. In reality, there are many statistical measures that can use Lifco AB historical prices to predict the future Lifco AB's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Lifco AB. Your research has to be compared to or analyzed against Lifco AB's peers to derive any actionable benefits. When done correctly, Lifco AB's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Lifco AB.
Lifco AB Backtested Returns
At this stage we consider Lifco Pink Sheet to be somewhat reliable. Lifco AB has Sharpe Ratio of 0.0463, which conveys that the firm had a 0.0463% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lifco AB, which you can use to evaluate the volatility of the firm. Please verify Lifco AB's Downside Deviation of 4.61, risk adjusted performance of 0.0194, and Mean Deviation of 2.02 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. Lifco AB has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lifco AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lifco AB is expected to be smaller as well. Lifco AB right now secures a risk of 3.68%. Please verify Lifco AB potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Lifco AB will be following its current price movements.
Auto-correlation
-0.15
Insignificant reverse predictability
Lifco AB has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lifco AB time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th of January 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 Lifco AB price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Lifco AB price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.15
Spearman Rank Test
-0.18
Residual Average
0.0
Price Variance
0.74
Lifco AB lagged returns against current returns
Autocorrelation, which is Lifco AB 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 Lifco AB's pink sheet expected returns. We can calculate the autocorrelation of Lifco AB returns to help us make a trade decision. For example, suppose you find that Lifco AB 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
Lifco AB 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 Lifco AB pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lifco AB pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lifco AB pink sheet over time.
Current vs Lagged Prices
Timeline
Lifco AB Lagged Returns
When evaluating Lifco AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lifco AB pink sheet have on its future price. Lifco AB 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, Lifco AB autocorrelation shows the relationship between Lifco AB pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lifco AB.
Regressed Prices
Timeline
Also Currently Popular
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.
When running Lifco AB's price analysis, check to measure Lifco AB'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 Lifco AB is operating at the current time. Most of Lifco AB's value examination focuses on studying past and present price action to predict the probability of Lifco AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lifco AB's price. Additionally, you may evaluate how the addition of Lifco AB to your portfolios can decrease your overall portfolio volatility.