Olivers Real (Australia) Market Value
| OLI Stock | 0.01 0 14.29% |
| Symbol | Olivers |
Olivers Real '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 Olivers Real'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 Olivers Real.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Olivers Real on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Olivers Real Food or generate 0.0% return on investment in Olivers Real over 90 days. Olivers Real is related to or competes with Bisalloy Steel, Regal Funds, EMvision Medical, and Cleanaway Waste. More
Olivers Real 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 Olivers Real'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 Olivers Real Food upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 30.95 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 12.5 |
Olivers Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Olivers Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Olivers Real's standard deviation. In reality, there are many statistical measures that can use Olivers Real historical prices to predict the future Olivers Real's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | 0.3116 | |||
| Treynor Ratio | (0.36) |
Olivers Real Food Backtested Returns
Olivers Real Food maintains Sharpe Ratio (i.e., Efficiency) of -0.0741, which implies the firm had a -0.0741 % return per unit of risk over the last 3 months. Olivers Real Food exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Olivers Real's Variance of 39.59, coefficient of variation of (1,349), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The company holds a Beta of 1.32, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Olivers Real will likely underperform. At this point, Olivers Real Food has a negative expected return of -0.47%. Please make sure to check Olivers Real's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Olivers Real Food performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.20 |
Weak predictability
Olivers Real Food has weak predictability. Overlapping area represents the amount of predictability between Olivers Real time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Olivers Real Food price movement. The serial correlation of 0.2 indicates that over 20.0% of current Olivers Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Olivers Real Food lagged returns against current returns
Autocorrelation, which is Olivers Real 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 Olivers Real's stock expected returns. We can calculate the autocorrelation of Olivers Real returns to help us make a trade decision. For example, suppose you find that Olivers Real 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 |
Olivers Real 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 Olivers Real stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Olivers Real stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Olivers Real stock over time.
Current vs Lagged Prices |
| Timeline |
Olivers Real Lagged Returns
When evaluating Olivers Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Olivers Real stock have on its future price. Olivers Real 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, Olivers Real autocorrelation shows the relationship between Olivers Real stock current value and its past values and can show if there is a momentum factor associated with investing in Olivers Real Food.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Olivers Stock Analysis
When running Olivers Real's price analysis, check to measure Olivers Real'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 Olivers Real is operating at the current time. Most of Olivers Real's value examination focuses on studying past and present price action to predict the probability of Olivers Real's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Olivers Real's price. Additionally, you may evaluate how the addition of Olivers Real to your portfolios can decrease your overall portfolio volatility.