Lowell Farms Stock Market Value
| LOWLF Stock | USD 0.02 0 15.79% |
| Symbol | Lowell |
Lowell Farms '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 Lowell Farms' otc 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 Lowell Farms.
| 08/19/2023 |
| 12/11/2024 |
If you would invest 0.00 in Lowell Farms on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding Lowell Farms or generate 0.0% return on investment in Lowell Farms over 480 days. Lowell Farms Inc. engages in the cultivation, extraction, manufacturing, sale, marketing, and distribution of cannabis p... More
Lowell Farms 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 Lowell Farms' otc 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 Lowell Farms upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 22.33 | |||
| Information Ratio | 0.0899 | |||
| Maximum Drawdown | 115.62 | |||
| Value At Risk | (30.43) | |||
| Potential Upside | 50.0 |
Lowell Farms Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lowell Farms' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lowell Farms' standard deviation. In reality, there are many statistical measures that can use Lowell Farms historical prices to predict the future Lowell Farms' volatility.| Risk Adjusted Performance | 0.0782 | |||
| Jensen Alpha | 2.68 | |||
| Total Risk Alpha | (1.62) | |||
| Sortino Ratio | 0.1018 | |||
| Treynor Ratio | (0.95) |
Lowell Farms Backtested Returns
Lowell Farms is out of control given 3 months investment horizon. Lowell Farms has Sharpe Ratio of 0.0976, which conveys that the firm had a 0.0976% return per unit of risk over the last 3 months. We were able to break down and interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 2.26% are justified by taking the suggested risk. Use Lowell Farms Mean Deviation of 18.33, risk adjusted performance of 0.0782, and Downside Deviation of 22.33 to evaluate company specific risk that cannot be diversified away. Lowell Farms holds a performance score of 7 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -2.5, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Lowell Farms are expected to decrease by larger amounts. On the other hand, during market turmoil, Lowell Farms is expected to outperform it. Use Lowell Farms potential upside and the relationship between the skewness and price action indicator , to analyze future returns on Lowell Farms.
Auto-correlation | 0.86 |
Very good predictability
Lowell Farms has very good predictability. Overlapping area represents the amount of predictability between Lowell Farms time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th of December 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 Lowell Farms price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Lowell Farms price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lowell Farms lagged returns against current returns
Autocorrelation, which is Lowell Farms otc 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 Lowell Farms' otc stock expected returns. We can calculate the autocorrelation of Lowell Farms returns to help us make a trade decision. For example, suppose you find that Lowell Farms has exhibited high autocorrelation historically, and you observe that the otc 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 |
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Lowell Farms 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 Lowell Farms otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lowell Farms otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lowell Farms otc stock over time.
Current vs Lagged Prices |
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Lowell Farms Lagged Returns
When evaluating Lowell Farms' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lowell Farms otc stock have on its future price. Lowell Farms 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, Lowell Farms autocorrelation shows the relationship between Lowell Farms otc stock current value and its past values and can show if there is a momentum factor associated with investing in Lowell Farms.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lowell OTC Stock
Lowell Farms financial ratios help investors to determine whether Lowell OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lowell with respect to the benefits of owning Lowell Farms security.