Lea Bank (Sweden) Market Value
| LEA Stock | 12.25 0.30 2.39% |
| Symbol | Lea |
Lea Bank '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 Lea Bank'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 Lea Bank.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Lea Bank on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Lea Bank AB or generate 0.0% return on investment in Lea Bank over 90 days.
Lea Bank 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 Lea Bank'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 Lea Bank AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.94 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 11.67 | |||
| Value At Risk | (5.19) | |||
| Potential Upside | 4.01 |
Lea Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lea Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lea Bank's standard deviation. In reality, there are many statistical measures that can use Lea Bank historical prices to predict the future Lea Bank's volatility.| Risk Adjusted Performance | 0.0138 | |||
| Jensen Alpha | 0.0342 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.06) |
Lea Bank AB Backtested Returns
Currently, Lea Bank AB is not too volatile. Lea Bank AB has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for Lea Bank, which you can use to evaluate the volatility of the firm. Please verify Lea Bank's Risk Adjusted Performance of 0.0138, mean deviation of 1.79, and Downside Deviation of 2.94 to check out if the risk estimate we provide is consistent with the expected return of 0.0164%. The company secures a Beta (Market Risk) of -0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lea Bank are expected to decrease at a much lower rate. During the bear market, Lea Bank is likely to outperform the market. Lea Bank AB right now secures a risk of 2.61%. Please verify Lea Bank AB treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Lea Bank AB will be following its current price movements.
Auto-correlation | -0.43 |
Modest reverse predictability
Lea Bank AB has modest reverse predictability. Overlapping area represents the amount of predictability between Lea Bank time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Lea Bank AB price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Lea Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Lea Bank AB lagged returns against current returns
Autocorrelation, which is Lea Bank 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 Lea Bank's stock expected returns. We can calculate the autocorrelation of Lea Bank returns to help us make a trade decision. For example, suppose you find that Lea Bank 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 |
Lea Bank 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 Lea Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lea Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lea Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Lea Bank Lagged Returns
When evaluating Lea Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lea Bank stock have on its future price. Lea Bank 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, Lea Bank autocorrelation shows the relationship between Lea Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Lea Bank AB.
Regressed Prices |
| Timeline |
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Additional Tools for Lea Stock Analysis
When running Lea Bank's price analysis, check to measure Lea Bank'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 Lea Bank is operating at the current time. Most of Lea Bank's value examination focuses on studying past and present price action to predict the probability of Lea Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lea Bank's price. Additionally, you may evaluate how the addition of Lea Bank to your portfolios can decrease your overall portfolio volatility.