Lifeway Foods (Germany) Market Value
| LWF Stock | EUR 23.40 0.40 1.74% |
| Symbol | Lifeway |
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.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Lifeway Foods on October 30, 2024 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 30 days. Lifeway Foods is related to or competes with Danone SA, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, NorAm Drilling, and Identiv. 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 | 4.03 | |||
| Information Ratio | 0.1023 | |||
| Maximum Drawdown | 28.03 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 6.6 |
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 | 0.1084 | |||
| Jensen Alpha | 0.5683 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.1124 | |||
| Treynor Ratio | 568.38 |
Lifeway Foods Backtested Returns
Lifeway Foods appears to be somewhat reliable, given 3 months investment horizon. Lifeway Foods has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12% return per unit of risk over the last 3 months. By analyzing Lifeway Foods' technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please exercise Lifeway Foods' Mean Deviation of 2.9, risk adjusted performance of 0.1084, and Downside Deviation of 4.03 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 9. The company secures a Beta (Market Risk) of 0.001, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lifeway Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding Lifeway Foods is expected to be smaller as well. Please check Lifeway Foods' sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether Lifeway Foods' current price movements will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Lifeway Foods has weak reverse predictability. Overlapping area represents the amount of predictability between Lifeway Foods time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 -0.27 indicates that nearly 27.0% of current Lifeway Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |
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 |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Lifeway Stock
When determining whether Lifeway Foods offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Lifeway Foods' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Lifeway Foods Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Lifeway Foods Stock:Check out Lifeway Foods Correlation, Lifeway Foods Volatility and Lifeway Foods Alpha and Beta module to complement your research on Lifeway Foods. For more detail on how to invest in Lifeway Stock please use our How to Invest in Lifeway Foods guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
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.