Lifeway Foods Stock Market Value
| LWAY Stock | USD 19.90 0.50 2.58% |
| Symbol | Lifeway |
Lifeway Foods Price To Book Ratio
Is Lifeway Foods' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Lifeway Foods. If investors know Lifeway will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Lifeway Foods listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 4.521 | Earnings Share 0.75 | Revenue Per Share 10.917 | Quarterly Revenue Growth 0.175 | Return On Assets 0.141 |
The market value of Lifeway Foods is measured differently than its book value, which is the value of Lifeway that is recorded on the company's balance sheet. Investors also form their own opinion of Lifeway Foods' value that differs from its market value or its book value, called intrinsic value, which is Lifeway Foods' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Lifeway Foods' market value can be influenced by many factors that don't directly affect Lifeway Foods' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Lifeway Foods' value and its price as these two are different measures arrived at by different means. Investors typically determine if Lifeway Foods is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lifeway Foods' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Lifeway Foods '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 Lifeway Foods' 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 Lifeway Foods.
| 05/04/2022 |
| 04/23/2024 |
If you would invest 0.00 in Lifeway Foods on May 4, 2022 and sell it all today you would earn a total of 0.00 from holding Lifeway Foods or generate 0.0% return on investment in Lifeway Foods over 720 days. Lifeway Foods is related to or competes with Bunge, Archer Daniels, Fresh Del, Limoneira, Alico, and Brasilagro Adr. Lifeway Foods, Inc. produces and markets probiotic-based products in the United States and internationally More
Lifeway Foods 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 Lifeway Foods' 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 Lifeway Foods upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.58 | |||
| Information Ratio | 0.1042 | |||
| Maximum Drawdown | 35.62 | |||
| Value At Risk | (4.83) | |||
| Potential Upside | 10.47 |
Lifeway Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lifeway Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lifeway Foods' standard deviation. In reality, there are many statistical measures that can use Lifeway Foods historical prices to predict the future Lifeway Foods' volatility.| Risk Adjusted Performance | 0.0829 | |||
| Jensen Alpha | 0.5865 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.1621 | |||
| Treynor Ratio | 0.7187 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lifeway Foods' 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.
Lifeway Foods Backtested Returns
Lifeway Foods appears to be somewhat reliable, given 3 months investment horizon. Lifeway Foods has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14% return per unit of risk over the last 3 months. By analyzing Lifeway Foods' technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please exercise Lifeway Foods' Risk Adjusted Performance of 0.0829, downside deviation of 3.58, and Mean Deviation of 3.72 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lifeway Foods holds a performance score of 11. The company secures a Beta (Market Risk) of 0.92, which conveys possible diversification benefits within a given portfolio. Lifeway Foods returns are very sensitive to returns on the market. As the market goes up or down, Lifeway Foods is expected to follow. Please check Lifeway Foods' sortino ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Lifeway Foods' current price movements will revert.
Auto-correlation | 0.50 |
Modest predictability
Lifeway Foods has modest predictability. Overlapping area represents the amount of predictability between Lifeway Foods time series from 4th of May 2022 to 29th of April 2023 and 29th of April 2023 to 23rd 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 Lifeway Foods price movement. The serial correlation of 0.5 indicates that about 50.0% of current Lifeway Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 15.11 |
Lifeway Foods lagged returns against current returns
Autocorrelation, which is Lifeway Foods 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 Lifeway Foods' stock expected returns. We can calculate the autocorrelation of Lifeway Foods returns to help us make a trade decision. For example, suppose you find that Lifeway Foods 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 |
Lifeway Foods 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 Lifeway Foods stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lifeway Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lifeway Foods stock over time.
Current vs Lagged Prices |
| Timeline |
Lifeway Foods Lagged Returns
When evaluating Lifeway Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lifeway Foods stock have on its future price. Lifeway Foods 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, Lifeway Foods autocorrelation shows the relationship between Lifeway Foods stock current value and its past values and can show if there is a momentum factor associated with investing in Lifeway Foods.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Lifeway Foods Correlation, Lifeway Foods Volatility and Lifeway Foods Alpha and Beta module to complement your research on Lifeway Foods. For more information on how to buy Lifeway Stock please use our How to Invest in Lifeway Foods guide.Note that the Lifeway Foods information on this page should be used as a complementary analysis to other Lifeway Foods' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Complementary Tools for Lifeway Stock analysis
When running Lifeway Foods' price analysis, check to measure Lifeway Foods' 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 Lifeway Foods is operating at the current time. Most of Lifeway Foods' value examination focuses on studying past and present price action to predict the probability of Lifeway Foods' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lifeway Foods' price. Additionally, you may evaluate how the addition of Lifeway Foods to your portfolios can decrease your overall portfolio volatility.
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Lifeway Foods 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.