Veg Of (Sweden) Market Value
| VOLAB Stock | SEK 0.78 0.10 14.71% |
| Symbol | Veg |
Veg Of '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 Veg Of'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 Veg Of.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Veg Of on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Veg of Lund or generate 0.0% return on investment in Veg Of over 90 days. Veg Of is related to or competes with Garo AB, Surgical Science, AB Sagax, and Ratos AB. Veg of Lund AB operates as a food development company More
Veg Of 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 Veg Of'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 Veg of Lund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.36 | |||
| Information Ratio | 0.308 | |||
| Maximum Drawdown | 27.33 | |||
| Value At Risk | (7.41) | |||
| Potential Upside | 16.67 |
Veg Of Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Veg Of's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Veg Of's standard deviation. In reality, there are many statistical measures that can use Veg Of historical prices to predict the future Veg Of's volatility.| Risk Adjusted Performance | 0.2648 | |||
| Jensen Alpha | 1.94 | |||
| Total Risk Alpha | 2.99 | |||
| Sortino Ratio | 0.3462 | |||
| Treynor Ratio | (1.48) |
Veg of Lund Backtested Returns
Veg Of is out of control given 3 months investment horizon. Veg of Lund owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.27, which indicates the firm had a 0.27 % return per unit of risk over the last 3 months. We are able to interpolate and collect thirty different technical indicators, which can help you to evaluate if expected returns of 1.99% are justified by taking the suggested risk. Use Veg of Lund Coefficient Of Variation of 340.0, risk adjusted performance of 0.2648, and Semi Deviation of 3.77 to evaluate company specific risk that cannot be diversified away. Veg Of holds a performance score of 21 on a scale of zero to a hundred. The entity has a beta of -1.42, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Veg Of are expected to decrease by larger amounts. On the other hand, during market turmoil, Veg Of is expected to outperform it. Use Veg of Lund jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to analyze future returns on Veg of Lund.
Auto-correlation | 0.04 |
Virtually no predictability
Veg of Lund has virtually no predictability. Overlapping area represents the amount of predictability between Veg Of 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 Veg of Lund price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Veg Of price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Veg of Lund lagged returns against current returns
Autocorrelation, which is Veg Of 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 Veg Of's stock expected returns. We can calculate the autocorrelation of Veg Of returns to help us make a trade decision. For example, suppose you find that Veg Of 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 |
Veg Of 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 Veg Of stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Veg Of stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Veg Of stock over time.
Current vs Lagged Prices |
| Timeline |
Veg Of Lagged Returns
When evaluating Veg Of's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Veg Of stock have on its future price. Veg Of 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, Veg Of autocorrelation shows the relationship between Veg Of stock current value and its past values and can show if there is a momentum factor associated with investing in Veg of Lund.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Veg Stock Analysis
When running Veg Of's price analysis, check to measure Veg Of'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 Veg Of is operating at the current time. Most of Veg Of's value examination focuses on studying past and present price action to predict the probability of Veg Of's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Veg Of's price. Additionally, you may evaluate how the addition of Veg Of to your portfolios can decrease your overall portfolio volatility.