Lohilo Foods (Sweden) Market Value
| LOHILO Stock | SEK 1.38 0.04 2.82% |
| Symbol | Lohilo |
Lohilo Foods '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 Lohilo Foods' 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 Lohilo Foods.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Lohilo Foods on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Lohilo Foods AB or generate 0.0% return on investment in Lohilo Foods over 720 days. Lohilo Foods is related to or competes with Smart Eye, Kamux Suomi, Zignsec AB, Harvia Oyj, and Kambi Group. Lohilo Foods Ab operates as a food company in Sweden More
Lohilo Foods 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 Lohilo Foods' 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 Lohilo Foods AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 26.51 | |||
| Value At Risk | (7.29) | |||
| Potential Upside | 5.59 |
Lohilo Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lohilo Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lohilo Foods' standard deviation. In reality, there are many statistical measures that can use Lohilo Foods historical prices to predict the future Lohilo Foods' volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.46) | |||
| Total Risk Alpha | (1.24) | |||
| Treynor Ratio | 0.4779 |
Lohilo Foods AB Backtested Returns
Lohilo Foods AB has Sharpe Ratio of -0.13, which conveys that the firm had a -0.13% return per unit of risk over the last 3 months. Lohilo Foods exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lohilo Foods' Standard Deviation of 4.19, risk adjusted performance of (0.10), and Mean Deviation of 2.91 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -1.28, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Lohilo Foods are expected to decrease by larger amounts. On the other hand, during market turmoil, Lohilo Foods is expected to outperform it. At this point, Lohilo Foods AB has a negative expected return of -0.53%. Please make sure to verify Lohilo Foods' day median price, period momentum indicator, as well as the relationship between the kurtosis and maximum drawdown , to decide if Lohilo Foods AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Lohilo Foods AB has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lohilo Foods time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 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 Lohilo Foods AB price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Lohilo Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Lohilo Foods AB lagged returns against current returns
Autocorrelation, which is Lohilo Foods 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 Lohilo Foods' stock expected returns. We can calculate the autocorrelation of Lohilo Foods returns to help us make a trade decision. For example, suppose you find that Lohilo Foods 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 |
Lohilo Foods 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 Lohilo Foods stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lohilo Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lohilo Foods stock over time.
Current vs Lagged Prices |
| Timeline |
Lohilo Foods Lagged Returns
When evaluating Lohilo Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lohilo Foods stock have on its future price. Lohilo Foods 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, Lohilo Foods autocorrelation shows the relationship between Lohilo Foods stock current value and its past values and can show if there is a momentum factor associated with investing in Lohilo Foods AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Lohilo Stock
Lohilo Foods financial ratios help investors to determine whether Lohilo 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 Lohilo with respect to the benefits of owning Lohilo Foods security.