Chocoladefabriken (Switzerland) Market Value
| LISN Stock | CHF 100,400 400.00 0.40% |
| Symbol | Chocoladefabriken |
Chocoladefabriken '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 Chocoladefabriken'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 Chocoladefabriken.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Chocoladefabriken on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Chocoladefabriken Lindt Spruengli or generate 0.0% return on investment in Chocoladefabriken over 30 days. Chocoladefabriken is related to or competes with Chocoladefabriken, Barry Callebaut, Baloise Holding, IShares Global, UBSFund Solutions, and IShares Corp. Chocoladefabriken Lindt Sprngli AG, together with its subsidiaries, manufactures and sells chocolate products worldwide More
Chocoladefabriken 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 Chocoladefabriken'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 Chocoladefabriken Lindt Spruengli upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 4.2 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 1.21 |
Chocoladefabriken Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chocoladefabriken's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chocoladefabriken's standard deviation. In reality, there are many statistical measures that can use Chocoladefabriken historical prices to predict the future Chocoladefabriken's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | 6.84 |
Chocoladefabriken Lindt Backtested Returns
Chocoladefabriken Lindt secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had a -0.14% return per unit of risk over the last 3 months. Chocoladefabriken Lindt Spruengli exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Chocoladefabriken's Standard Deviation of 0.9653, risk adjusted performance of (0.12), and Mean Deviation of 0.8028 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0238, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Chocoladefabriken are expected to decrease at a much lower rate. During the bear market, Chocoladefabriken is likely to outperform the market. At this point, Chocoladefabriken Lindt has a negative expected return of -0.13%. Please make sure to confirm Chocoladefabriken's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Chocoladefabriken Lindt performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.45 |
Modest reverse predictability
Chocoladefabriken Lindt Spruengli has modest reverse predictability. Overlapping area represents the amount of predictability between Chocoladefabriken time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd 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 Chocoladefabriken Lindt price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Chocoladefabriken price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 416.5 K |
Chocoladefabriken Lindt lagged returns against current returns
Autocorrelation, which is Chocoladefabriken 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 Chocoladefabriken's stock expected returns. We can calculate the autocorrelation of Chocoladefabriken returns to help us make a trade decision. For example, suppose you find that Chocoladefabriken 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 |
Chocoladefabriken 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 Chocoladefabriken stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chocoladefabriken stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chocoladefabriken stock over time.
Current vs Lagged Prices |
| Timeline |
Chocoladefabriken Lagged Returns
When evaluating Chocoladefabriken's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chocoladefabriken stock have on its future price. Chocoladefabriken 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, Chocoladefabriken autocorrelation shows the relationship between Chocoladefabriken stock current value and its past values and can show if there is a momentum factor associated with investing in Chocoladefabriken Lindt Spruengli.
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 Chocoladefabriken Stock Analysis
When running Chocoladefabriken's price analysis, check to measure Chocoladefabriken'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 Chocoladefabriken is operating at the current time. Most of Chocoladefabriken's value examination focuses on studying past and present price action to predict the probability of Chocoladefabriken's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chocoladefabriken's price. Additionally, you may evaluate how the addition of Chocoladefabriken to your portfolios can decrease your overall portfolio volatility.