Linc AB (Sweden) Market Value
| LINC Stock | 74.50 0.70 0.95% |
| Symbol | Linc |
Linc 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 Linc 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 Linc AB.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Linc AB on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Linc AB or generate 0.0% return on investment in Linc AB over 90 days. Linc AB is related to or competes with EQT AB, Truecaller, SBB-B, and Creades AB. More
Linc 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 Linc 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 Linc AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.77 | |||
| Information Ratio | 0.0239 | |||
| Maximum Drawdown | 8.78 | |||
| Value At Risk | (2.74) | |||
| Potential Upside | 3.39 |
Linc AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Linc AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Linc AB's standard deviation. In reality, there are many statistical measures that can use Linc AB historical prices to predict the future Linc AB's volatility.| Risk Adjusted Performance | 0.1156 | |||
| Jensen Alpha | 0.2497 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0244 | |||
| Treynor Ratio | (0.93) |
Linc AB Backtested Returns
Linc AB appears to be very steady, given 3 months investment horizon. Linc AB has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Linc AB, which you can use to evaluate the volatility of the firm. Please exercise Linc AB's Mean Deviation of 1.4, risk adjusted performance of 0.1156, and Downside Deviation of 1.77 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Linc AB holds a performance score of 11. The company secures a Beta (Market Risk) of -0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Linc AB are expected to decrease at a much lower rate. During the bear market, Linc AB is likely to outperform the market. Please check Linc AB's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Linc AB's current price movements will revert.
Auto-correlation | 0.11 |
Insignificant predictability
Linc AB has insignificant predictability. Overlapping area represents the amount of predictability between Linc 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 Linc AB price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Linc AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 13.37 |
Linc AB lagged returns against current returns
Autocorrelation, which is Linc 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 Linc AB's stock expected returns. We can calculate the autocorrelation of Linc AB returns to help us make a trade decision. For example, suppose you find that Linc 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 |
Linc 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 Linc AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Linc AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Linc AB stock over time.
Current vs Lagged Prices |
| Timeline |
Linc AB Lagged Returns
When evaluating Linc AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Linc AB stock have on its future price. Linc 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, Linc AB autocorrelation shows the relationship between Linc AB stock current value and its past values and can show if there is a momentum factor associated with investing in Linc AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Linc Stock Analysis
When running Linc AB's price analysis, check to measure Linc AB'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 Linc AB is operating at the current time. Most of Linc AB's value examination focuses on studying past and present price action to predict the probability of Linc AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Linc AB's price. Additionally, you may evaluate how the addition of Linc AB to your portfolios can decrease your overall portfolio volatility.