SPORT LISBOA (Germany) Market Value
| M0W Stock | 3.35 0.11 3.18% |
| Symbol | SPORT |
SPORT LISBOA '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 SPORT LISBOA'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 SPORT LISBOA.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in SPORT LISBOA on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding SPORT LISBOA E or generate 0.0% return on investment in SPORT LISBOA over 30 days. SPORT LISBOA is related to or competes with Performance Food, BOSTON BEER, AUSNUTRIA DAIRY, Beyond Meat, HF FOODS, Monster Beverage, and National Beverage. More
SPORT LISBOA 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 SPORT LISBOA'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 SPORT LISBOA E upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 10.97 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 2.93 |
SPORT LISBOA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPORT LISBOA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPORT LISBOA's standard deviation. In reality, there are many statistical measures that can use SPORT LISBOA historical prices to predict the future SPORT LISBOA's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.15) |
SPORT LISBOA E Backtested Returns
SPORT LISBOA E owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0011, which indicates the firm had a -0.0011% return per unit of standard deviation over the last 3 months. SPORT LISBOA E exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SPORT LISBOA's risk adjusted performance of (0.03), and Variance of 4.69 to confirm the risk estimate we provide. The entity has a beta of 0.74, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SPORT LISBOA's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPORT LISBOA is expected to be smaller as well. At this point, SPORT LISBOA E has a negative expected return of -0.0023%. Please make sure to validate SPORT LISBOA's kurtosis, day typical price, and the relationship between the potential upside and rate of daily change , to decide if SPORT LISBOA E performance from the past will be repeated at some future point.
Auto-correlation | -0.21 |
Weak reverse predictability
SPORT LISBOA E has weak reverse predictability. Overlapping area represents the amount of predictability between SPORT LISBOA time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 SPORT LISBOA E price movement. The serial correlation of -0.21 indicates that over 21.0% of current SPORT LISBOA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
SPORT LISBOA E lagged returns against current returns
Autocorrelation, which is SPORT LISBOA 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 SPORT LISBOA's stock expected returns. We can calculate the autocorrelation of SPORT LISBOA returns to help us make a trade decision. For example, suppose you find that SPORT LISBOA 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 |
SPORT LISBOA 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 SPORT LISBOA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SPORT LISBOA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SPORT LISBOA stock over time.
Current vs Lagged Prices |
| Timeline |
SPORT LISBOA Lagged Returns
When evaluating SPORT LISBOA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SPORT LISBOA stock have on its future price. SPORT LISBOA 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, SPORT LISBOA autocorrelation shows the relationship between SPORT LISBOA stock current value and its past values and can show if there is a momentum factor associated with investing in SPORT LISBOA E.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SPORT Stock
SPORT LISBOA financial ratios help investors to determine whether SPORT 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 SPORT with respect to the benefits of owning SPORT LISBOA security.