Lauritz AS (Sweden) Market Value
| LAUR Stock | SEK 0.24 0.00 0.00% |
| Symbol | Lauritz |
Lauritz AS '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 Lauritz AS'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 Lauritz AS.
| 03/31/2024 |
| 04/30/2024 |
If you would invest 0.00 in Lauritz AS on March 31, 2024 and sell it all today you would earn a total of 0.00 from holding Lauritz AS or generate 0.0% return on investment in Lauritz AS over 30 days. Lauritz AS is related to or competes with Tele2 AB, Axfood AB, Telia Company, Byggmax Group, and AB Electrolux. The company offers art, design, antiquities, and home luxury products through its website More
Lauritz AS 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 Lauritz AS'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 Lauritz AS upside and downside potential and time the market with a certain degree of confidence.
Lauritz AS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lauritz AS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lauritz AS's standard deviation. In reality, there are many statistical measures that can use Lauritz AS historical prices to predict the future Lauritz AS's volatility.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lauritz AS'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.
Lauritz AS Backtested Returns
We have found three technical indicators for Lauritz AS, which you can use to evaluate the volatility of the firm. The company secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Lauritz AS are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Lauritz AS has no correlation between past and present. Overlapping area represents the amount of predictability between Lauritz AS time series from 31st of March 2024 to 15th of April 2024 and 15th of April 2024 to 30th 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 Lauritz AS price movement. The serial correlation of 0.0 indicates that just 0.0% of current Lauritz AS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lauritz AS lagged returns against current returns
Autocorrelation, which is Lauritz AS 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 Lauritz AS's stock expected returns. We can calculate the autocorrelation of Lauritz AS returns to help us make a trade decision. For example, suppose you find that Lauritz AS 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 |
Lauritz AS 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 Lauritz AS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lauritz AS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lauritz AS stock over time.
Current vs Lagged Prices |
| Timeline |
Lauritz AS Lagged Returns
When evaluating Lauritz AS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lauritz AS stock have on its future price. Lauritz AS 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, Lauritz AS autocorrelation shows the relationship between Lauritz AS stock current value and its past values and can show if there is a momentum factor associated with investing in Lauritz AS.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Lauritz AS Correlation, Lauritz AS Volatility and Lauritz AS Alpha and Beta module to complement your research on Lauritz AS. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Complementary Tools for Lauritz Stock analysis
When running Lauritz AS's price analysis, check to measure Lauritz AS'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 Lauritz AS is operating at the current time. Most of Lauritz AS's value examination focuses on studying past and present price action to predict the probability of Lauritz AS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lauritz AS's price. Additionally, you may evaluate how the addition of Lauritz AS to your portfolios can decrease your overall portfolio volatility.
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Lauritz AS 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.