Zotefoams PLC (UK) Market Value
| ZTF Stock | 320.00 2.00 0.63% |
| Symbol | Zotefoams |
Zotefoams PLC '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 Zotefoams PLC'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 Zotefoams PLC.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Zotefoams PLC on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Zotefoams PLC or generate 0.0% return on investment in Zotefoams PLC over 90 days. Zotefoams PLC is related to or competes with FC Investment, Virgin Wines, Mobius Investment, Edinburgh Investment, Naked Wines, CVS Health, and Optima Health. Zotefoams PLC is entity of United Kingdom More
Zotefoams PLC 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 Zotefoams PLC'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 Zotefoams PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.26 | |||
| Information Ratio | 0.104 | |||
| Maximum Drawdown | 13.23 | |||
| Value At Risk | (3.88) | |||
| Potential Upside | 6.69 |
Zotefoams PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zotefoams PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zotefoams PLC's standard deviation. In reality, there are many statistical measures that can use Zotefoams PLC historical prices to predict the future Zotefoams PLC's volatility.| Risk Adjusted Performance | 0.1507 | |||
| Jensen Alpha | 0.4911 | |||
| Total Risk Alpha | 0.0297 | |||
| Sortino Ratio | 0.1292 | |||
| Treynor Ratio | (0.81) |
Zotefoams PLC Backtested Returns
Zotefoams PLC appears to be very steady, given 3 months investment horizon. Zotefoams PLC shows Sharpe Ratio of 0.15, which attests that the company had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Zotefoams PLC, which you can use to evaluate the volatility of the company. Please utilize Zotefoams PLC's Mean Deviation of 2.07, downside deviation of 2.26, and Market Risk Adjusted Performance of (0.80) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Zotefoams PLC holds a performance score of 11. The firm maintains a market beta of -0.52, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Zotefoams PLC are expected to decrease at a much lower rate. During the bear market, Zotefoams PLC is likely to outperform the market. Please check Zotefoams PLC's potential upside, accumulation distribution, price action indicator, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether Zotefoams PLC's historical returns will revert.
Auto-correlation | 0.01 |
Virtually no predictability
Zotefoams PLC has virtually no predictability. Overlapping area represents the amount of predictability between Zotefoams PLC time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Zotefoams PLC price movement. The serial correlation of 0.01 indicates that just 1.0% of current Zotefoams PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 104.68 |
Zotefoams PLC lagged returns against current returns
Autocorrelation, which is Zotefoams PLC 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 Zotefoams PLC's stock expected returns. We can calculate the autocorrelation of Zotefoams PLC returns to help us make a trade decision. For example, suppose you find that Zotefoams PLC 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 |
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Zotefoams PLC 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 Zotefoams PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zotefoams PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zotefoams PLC stock over time.
Current vs Lagged Prices |
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Zotefoams PLC Lagged Returns
When evaluating Zotefoams PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zotefoams PLC stock have on its future price. Zotefoams PLC 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, Zotefoams PLC autocorrelation shows the relationship between Zotefoams PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Zotefoams PLC.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Zotefoams Stock
Zotefoams PLC financial ratios help investors to determine whether Zotefoams 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 Zotefoams with respect to the benefits of owning Zotefoams PLC security.