Lipidor Ab (Sweden) Market Value
| LIPI Stock | SEK 0.19 0.02 9.52% |
| Symbol | Lipidor |
Lipidor 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 Lipidor Ab'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 Lipidor Ab.
| 01/12/2023 |
| 01/01/2025 |
If you would invest 0.00 in Lipidor Ab on January 12, 2023 and sell it all today you would earn a total of 0.00 from holding Lipidor Ab or generate 0.0% return on investment in Lipidor Ab over 720 days. Lipidor Ab is related to or competes with AB Volvo, Telefonaktiebolaget, H M, and Investor. Lipidor AB , a pharmaceutical development company, engages in the development of drugs for the treatment of psoriasis, b... More
Lipidor 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 Lipidor Ab'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 Lipidor Ab upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.2 | |||
| Information Ratio | 0.1331 | |||
| Maximum Drawdown | 27.31 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 8.33 |
Lipidor Ab Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lipidor Ab's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lipidor Ab's standard deviation. In reality, there are many statistical measures that can use Lipidor Ab historical prices to predict the future Lipidor Ab's volatility.| Risk Adjusted Performance | 0.1174 | |||
| Jensen Alpha | 0.6985 | |||
| Total Risk Alpha | 0.6921 | |||
| Sortino Ratio | 0.0968 | |||
| Treynor Ratio | (0.58) |
Lipidor Ab Backtested Returns
Lipidor Ab appears to be out of control, given 3 months investment horizon. Lipidor Ab has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15% return per unit of risk over the last 3 months. By analyzing Lipidor Ab's technical indicators, you can evaluate if the expected return of 0.75% is justified by implied risk. Please exercise Lipidor Ab's Risk Adjusted Performance of 0.1174, mean deviation of 3.56, and Downside Deviation of 7.2 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lipidor Ab holds a performance score of 11. The company secures a Beta (Market Risk) of -1.2, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Lipidor Ab are expected to decrease by larger amounts. On the other hand, during market turmoil, Lipidor Ab is expected to outperform it. Please check Lipidor Ab's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Lipidor Ab's current price movements will revert.
Auto-correlation | -0.6 |
Good reverse predictability
Lipidor Ab has good reverse predictability. Overlapping area represents the amount of predictability between Lipidor Ab time series from 12th of January 2023 to 7th of January 2024 and 7th of January 2024 to 1st 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 Lipidor Ab price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Lipidor Ab price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Lipidor Ab lagged returns against current returns
Autocorrelation, which is Lipidor Ab 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 Lipidor Ab's stock expected returns. We can calculate the autocorrelation of Lipidor Ab returns to help us make a trade decision. For example, suppose you find that Lipidor Ab 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 |
Lipidor 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 Lipidor Ab stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lipidor Ab stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lipidor Ab stock over time.
Current vs Lagged Prices |
| Timeline |
Lipidor Ab Lagged Returns
When evaluating Lipidor Ab's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lipidor Ab stock have on its future price. Lipidor 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, Lipidor Ab autocorrelation shows the relationship between Lipidor Ab stock current value and its past values and can show if there is a momentum factor associated with investing in Lipidor Ab.
Regressed Prices |
| Timeline |
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Additional Tools for Lipidor Stock Analysis
When running Lipidor Ab's price analysis, check to measure Lipidor 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 Lipidor Ab is operating at the current time. Most of Lipidor Ab's value examination focuses on studying past and present price action to predict the probability of Lipidor 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 Lipidor Ab's price. Additionally, you may evaluate how the addition of Lipidor Ab to your portfolios can decrease your overall portfolio volatility.