Lollands Bank (Denmark) Market Value
| LOLB Stock | DKK 580.00 10.00 1.75% |
| Symbol | Lollands |
Lollands Bank '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 Lollands Bank'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 Lollands Bank.
| 02/17/2024 |
| 04/17/2024 |
If you would invest 0.00 in Lollands Bank on February 17, 2024 and sell it all today you would earn a total of 0.00 from holding Lollands Bank or generate 0.0% return on investment in Lollands Bank over 60 days. Lollands Bank is related to or competes with Skjern Bank, Kreditbanken, Djurslands Bank, Groenlandsbanken, and Nordfyns Bank. Lollands Bank AS provides various banking products and services to private and corporate customers More
Lollands Bank 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 Lollands Bank'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 Lollands Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | 0.0225 | |||
| Maximum Drawdown | 6.87 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.52 |
Lollands Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lollands Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lollands Bank's standard deviation. In reality, there are many statistical measures that can use Lollands Bank historical prices to predict the future Lollands Bank's volatility.| Risk Adjusted Performance | 0.0447 | |||
| Jensen Alpha | 0.0671 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0193 | |||
| Treynor Ratio | 0.2772 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lollands Bank's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Lollands Bank Backtested Returns
We consider Lollands Bank very steady. Lollands Bank has Sharpe Ratio of 0.0365, which conveys that the firm had a 0.0365% return per unit of risk over the last 3 months. We have found thirty technical indicators for Lollands Bank, which you can use to evaluate the volatility of the firm. Please verify Lollands Bank's Mean Deviation of 1.17, risk adjusted performance of 0.0447, and Downside Deviation of 1.72 to check out if the risk estimate we provide is consistent with the expected return of 0.0536%. Lollands Bank has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lollands Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lollands Bank is expected to be smaller as well. Lollands Bank right now secures a risk of 1.47%. Please verify Lollands Bank total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Lollands Bank will be following its current price movements.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Lollands Bank has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lollands Bank time series from 17th of February 2024 to 18th of March 2024 and 18th of March 2024 to 17th of April 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 Lollands Bank price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Lollands Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 35.73 |
Lollands Bank lagged returns against current returns
Autocorrelation, which is Lollands Bank 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 Lollands Bank's stock expected returns. We can calculate the autocorrelation of Lollands Bank returns to help us make a trade decision. For example, suppose you find that Lollands Bank 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 |
Lollands Bank 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 Lollands Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lollands Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lollands Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Lollands Bank Lagged Returns
When evaluating Lollands Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lollands Bank stock have on its future price. Lollands Bank 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, Lollands Bank autocorrelation shows the relationship between Lollands Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Lollands Bank.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Lollands Bank in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Lollands Bank's short interest history, or implied volatility extrapolated from Lollands Bank options trading.
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Complementary Tools for Lollands Stock analysis
When running Lollands Bank's price analysis, check to measure Lollands Bank'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 Lollands Bank is operating at the current time. Most of Lollands Bank's value examination focuses on studying past and present price action to predict the probability of Lollands Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lollands Bank's price. Additionally, you may evaluate how the addition of Lollands Bank to your portfolios can decrease your overall portfolio volatility.
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Lollands Bank technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.