Cloetta AB's market value is the price at which a share of Cloetta AB trades on a public exchange. It measures the collective expectations of Cloetta AB investors about its performance. Cloetta AB is trading at 2.72 as of the 23rd of July 2025. This is a 4.9% down since the beginning of the trading day. The stock's lowest day price was 2.72. With this module, you can estimate the performance of a buy and hold strategy of Cloetta AB and determine expected loss or profit from investing in Cloetta AB over a given investment horizon. Check out Cloetta AB Correlation, Cloetta AB Volatility and Cloetta AB Alpha and Beta module to complement your research on Cloetta AB.
Please note, there is a significant difference between Cloetta AB's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cloetta AB is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cloetta AB's 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.
Cloetta AB '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 Cloetta AB'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 Cloetta AB.
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04/24/2025
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In 3 months and 1 day
07/23/2025
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If you would invest 0.00 in Cloetta AB on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Cloetta AB or generate 0.0% return on investment in Cloetta AB over 90 days. Cloetta AB is related to or competes with TRAVEL +, COLUMBIA SPORTSWEAR, Japan Tobacco, G III, Columbia Sportswear, Mitsui Chemicals, and Scandinavian Tobacco. It manufactures and markets chocolate confectionery products, including pralines, chocolate wafers, dragees, plates, and... More
Cloetta AB 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 Cloetta AB'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 Cloetta AB upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cloetta AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cloetta AB's standard deviation. In reality, there are many statistical measures that can use Cloetta AB historical prices to predict the future Cloetta AB's volatility.
Cloetta AB appears to be out of control, given 3 months investment horizon. Cloetta AB secures Sharpe Ratio (or Efficiency) of 0.0494, which signifies that the company had a 0.0494 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Cloetta AB, which you can use to evaluate the volatility of the firm. Please makes use of Cloetta AB's Mean Deviation of 2.99, risk adjusted performance of 0.0517, and Downside Deviation of 3.43 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cloetta AB holds a performance score of 3. The firm shows a Beta (market volatility) of 1.25, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Cloetta AB will likely underperform. Please check Cloetta AB's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Cloetta AB's price patterns will revert.
Auto-correlation
-0.46
Modest reverse predictability
Cloetta AB has modest reverse predictability. Overlapping area represents the amount of predictability between Cloetta AB time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cloetta AB price movement. The serial correlation of -0.46 indicates that about 46.0% of current Cloetta AB price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.46
Spearman Rank Test
-0.42
Residual Average
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Price Variance
0.01
Cloetta AB lagged returns against current returns
Autocorrelation, which is Cloetta AB 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 Cloetta AB's stock expected returns. We can calculate the autocorrelation of Cloetta AB returns to help us make a trade decision. For example, suppose you find that Cloetta AB 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
Cloetta AB 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 Cloetta AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cloetta AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cloetta AB stock over time.
Current vs Lagged Prices
Timeline
Cloetta AB Lagged Returns
When evaluating Cloetta AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cloetta AB stock have on its future price. Cloetta AB 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, Cloetta AB autocorrelation shows the relationship between Cloetta AB stock current value and its past values and can show if there is a momentum factor associated with investing in Cloetta AB.
Cloetta AB financial ratios help investors to determine whether Cloetta 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 Cloetta with respect to the benefits of owning Cloetta AB security.