LANDSEA HOMES (Germany) Market Value
| 8HJ Stock | 10.80 0.10 0.93% |
| Symbol | LANDSEA |
LANDSEA HOMES '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 LANDSEA HOMES'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 LANDSEA HOMES.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in LANDSEA HOMES on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding LANDSEA HOMES P or generate 0.0% return on investment in LANDSEA HOMES over 180 days. More
LANDSEA HOMES 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 LANDSEA HOMES'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 LANDSEA HOMES P upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.09 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 15.18 | |||
| Value At Risk | (5.34) | |||
| Potential Upside | 5.77 |
LANDSEA HOMES Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LANDSEA HOMES's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LANDSEA HOMES's standard deviation. In reality, there are many statistical measures that can use LANDSEA HOMES historical prices to predict the future LANDSEA HOMES's volatility.| Risk Adjusted Performance | 0.0224 | |||
| Jensen Alpha | 0.0486 | |||
| Total Risk Alpha | (0.46) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 4.28 |
LANDSEA HOMES P Backtested Returns
At this point, LANDSEA HOMES is somewhat reliable. LANDSEA HOMES P has Sharpe Ratio of 0.0288, which conveys that the company had a 0.0288% return per unit of volatility over the last 3 months. We have found thirty technical indicators for LANDSEA HOMES, which you can use to evaluate the volatility of the entity. Please verify LANDSEA HOMES's Market Risk Adjusted Performance of 4.29, downside deviation of 3.09, and Mean Deviation of 2.17 to check out if the risk estimate we provide is consistent with the expected return of 0.0884%. LANDSEA HOMES has a performance score of 2 on a scale of 0 to 100. The firm secures a Beta (Market Risk) of 0.0117, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LANDSEA HOMES's returns are expected to increase less than the market. However, during the bear market, the loss of holding LANDSEA HOMES is expected to be smaller as well. LANDSEA HOMES P now secures a risk of 3.06%. Please verify LANDSEA HOMES P standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if LANDSEA HOMES P will be following its current price movements.
Auto-correlation | -0.34 |
Poor reverse predictability
LANDSEA HOMES P has poor reverse predictability. Overlapping area represents the amount of predictability between LANDSEA HOMES time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LANDSEA HOMES P price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current LANDSEA HOMES price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
LANDSEA HOMES P lagged returns against current returns
Autocorrelation, which is LANDSEA HOMES 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 LANDSEA HOMES's stock expected returns. We can calculate the autocorrelation of LANDSEA HOMES returns to help us make a trade decision. For example, suppose you find that LANDSEA HOMES 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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LANDSEA HOMES 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 LANDSEA HOMES stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LANDSEA HOMES stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LANDSEA HOMES stock over time.
Current vs Lagged Prices |
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LANDSEA HOMES Lagged Returns
When evaluating LANDSEA HOMES's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LANDSEA HOMES stock have on its future price. LANDSEA HOMES 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, LANDSEA HOMES autocorrelation shows the relationship between LANDSEA HOMES stock current value and its past values and can show if there is a momentum factor associated with investing in LANDSEA HOMES P.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in LANDSEA Stock
LANDSEA HOMES financial ratios help investors to determine whether LANDSEA 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 LANDSEA with respect to the benefits of owning LANDSEA HOMES security.