Carlsberg's market value is the price at which a share of Carlsberg trades on a public exchange. It measures the collective expectations of Carlsberg AS investors about its performance. Carlsberg is trading at 129.50 as of the 23rd of April 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 129.5. With this module, you can estimate the performance of a buy and hold strategy of Carlsberg AS and determine expected loss or profit from investing in Carlsberg over a given investment horizon. Check out Carlsberg Correlation, Carlsberg Volatility and Carlsberg Alpha and Beta module to complement your research on Carlsberg.
Please note, there is a significant difference between Carlsberg's value and its price as these two are different measures arrived at by different means. Investors typically determine if Carlsberg is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Carlsberg'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.
Carlsberg '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 Carlsberg'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 Carlsberg.
0.00
01/23/2025
No Change 0.00
0.0
In 3 months and 1 day
04/23/2025
0.00
If you would invest 0.00 in Carlsberg on January 23, 2025 and sell it all today you would earn a total of 0.00 from holding Carlsberg AS or generate 0.0% return on investment in Carlsberg over 90 days. Carlsberg is related to or competes with LAir Liquide, MYFAIR GOLD, Shenandoah Telecommunicatio, SOGECLAIR, Norwegian Air, WIZZ AIR, and SK TELECOM. Carlsberg AS produces and sells beer and other beverage products in Western Europe, Eastern Europe, and Asia More
Carlsberg 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 Carlsberg'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 Carlsberg AS 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 Carlsberg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carlsberg's standard deviation. In reality, there are many statistical measures that can use Carlsberg historical prices to predict the future Carlsberg's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Carlsberg. Your research has to be compared to or analyzed against Carlsberg's peers to derive any actionable benefits. When done correctly, Carlsberg's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Carlsberg AS.
Carlsberg AS Backtested Returns
Carlsberg appears to be very steady, given 3 months investment horizon. Carlsberg AS secures Sharpe Ratio (or Efficiency) of 0.0829, which signifies that the company had a 0.0829 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Carlsberg AS, which you can use to evaluate the volatility of the firm. Please makes use of Carlsberg's Downside Deviation of 4.34, mean deviation of 2.4, and Risk Adjusted Performance of 0.1452 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Carlsberg holds a performance score of 6. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Carlsberg are expected to decrease at a much lower rate. During the bear market, Carlsberg is likely to outperform the market. Please check Carlsberg'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 Carlsberg's price patterns will revert.
Auto-correlation
0.08
Virtually no predictability
Carlsberg AS has virtually no predictability. Overlapping area represents the amount of predictability between Carlsberg time series from 23rd of January 2025 to 9th of March 2025 and 9th of March 2025 to 23rd of April 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 Carlsberg AS price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Carlsberg price fluctuation can be explain by its past prices.
Correlation Coefficient
0.08
Spearman Rank Test
0.12
Residual Average
0.0
Price Variance
29.44
Carlsberg AS lagged returns against current returns
Autocorrelation, which is Carlsberg 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 Carlsberg's stock expected returns. We can calculate the autocorrelation of Carlsberg returns to help us make a trade decision. For example, suppose you find that Carlsberg 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
Carlsberg 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 Carlsberg stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carlsberg stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carlsberg stock over time.
Current vs Lagged Prices
Timeline
Carlsberg Lagged Returns
When evaluating Carlsberg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carlsberg stock have on its future price. Carlsberg 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, Carlsberg autocorrelation shows the relationship between Carlsberg stock current value and its past values and can show if there is a momentum factor associated with investing in Carlsberg AS.
Carlsberg financial ratios help investors to determine whether Carlsberg 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 Carlsberg with respect to the benefits of owning Carlsberg security.