LendingClub (Germany) Market Value
| 8LCA Stock | EUR 12.18 0.24 2.01% |
| Symbol | LendingClub |
LendingClub '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 LendingClub'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 LendingClub.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in LendingClub on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding LendingClub or generate 0.0% return on investment in LendingClub over 60 days. LendingClub is related to or competes with Easy Software, Nucletron Electronic, Hastings Technology, Take-Two Interactive, Richardson Electronics, and STMicroelectronics. LendingClub Corporation, operates as a bank holding company for LendingClub Bank, National Association that provides ran... More
LendingClub 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 LendingClub'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 LendingClub upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 23.08 | |||
| Value At Risk | (6.56) | |||
| Potential Upside | 5.54 |
LendingClub Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LendingClub's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LendingClub's standard deviation. In reality, there are many statistical measures that can use LendingClub historical prices to predict the future LendingClub's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.96) |
LendingClub Backtested Returns
LendingClub has Sharpe Ratio of -0.0668, which conveys that the firm had a -0.0668 % return per unit of risk over the last 3 months. LendingClub exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LendingClub's Risk Adjusted Performance of (0.06), standard deviation of 3.71, and Mean Deviation of 2.59 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LendingClub's returns are expected to increase less than the market. However, during the bear market, the loss of holding LendingClub is expected to be smaller as well. At this point, LendingClub has a negative expected return of -0.25%. Please make sure to verify LendingClub's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if LendingClub performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.24 |
Weak predictability
LendingClub has weak predictability. Overlapping area represents the amount of predictability between LendingClub time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd of March 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 LendingClub price movement. The serial correlation of 0.24 indicates that over 24.0% of current LendingClub price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
LendingClub lagged returns against current returns
Autocorrelation, which is LendingClub 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 LendingClub's stock expected returns. We can calculate the autocorrelation of LendingClub returns to help us make a trade decision. For example, suppose you find that LendingClub 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 |
LendingClub 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 LendingClub stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LendingClub stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LendingClub stock over time.
Current vs Lagged Prices |
| Timeline |
LendingClub Lagged Returns
When evaluating LendingClub's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LendingClub stock have on its future price. LendingClub 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, LendingClub autocorrelation shows the relationship between LendingClub stock current value and its past values and can show if there is a momentum factor associated with investing in LendingClub.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in LendingClub Stock
LendingClub financial ratios help investors to determine whether LendingClub 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 LendingClub with respect to the benefits of owning LendingClub security.