Lanson BCC (France) Market Value
| ALLAN Stock | 34.60 1.20 3.35% |
| Symbol | Lanson |
Lanson BCC '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 Lanson BCC'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 Lanson BCC.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in Lanson BCC on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding Lanson BCC SA or generate 0.0% return on investment in Lanson BCC over 180 days. Lanson BCC is related to or competes with CMG Cleantech, Compagnie, Manitou BF, Memscap Regpt, Poxel SA, and Eramet SA. More
Lanson BCC 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 Lanson BCC'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 Lanson BCC SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.42) | |||
| Maximum Drawdown | 5.04 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 1.21 |
Lanson BCC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lanson BCC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lanson BCC's standard deviation. In reality, there are many statistical measures that can use Lanson BCC historical prices to predict the future Lanson BCC's volatility.| Risk Adjusted Performance | (0.23) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | (1.31) |
Lanson BCC SA Backtested Returns
Lanson BCC SA has Sharpe Ratio of -0.33, which conveys that the firm had a -0.33% return per unit of risk over the last 3 months. Lanson BCC exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lanson BCC's Risk Adjusted Performance of (0.23), standard deviation of 1.14, and Mean Deviation of 0.8579 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lanson BCC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lanson BCC is expected to be smaller as well. At this point, Lanson BCC SA has a negative expected return of -0.41%. Please make sure to verify Lanson BCC's kurtosis, and the relationship between the maximum drawdown and day median price , to decide if Lanson BCC SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.64 |
Good predictability
Lanson BCC SA has good predictability. Overlapping area represents the amount of predictability between Lanson BCC time series from 30th of May 2024 to 28th of August 2024 and 28th of August 2024 to 26th 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 Lanson BCC SA price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Lanson BCC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 5.21 |
Lanson BCC SA lagged returns against current returns
Autocorrelation, which is Lanson BCC 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 Lanson BCC's stock expected returns. We can calculate the autocorrelation of Lanson BCC returns to help us make a trade decision. For example, suppose you find that Lanson BCC 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 |
Lanson BCC 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 Lanson BCC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lanson BCC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lanson BCC stock over time.
Current vs Lagged Prices |
| Timeline |
Lanson BCC Lagged Returns
When evaluating Lanson BCC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lanson BCC stock have on its future price. Lanson BCC 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, Lanson BCC autocorrelation shows the relationship between Lanson BCC stock current value and its past values and can show if there is a momentum factor associated with investing in Lanson BCC SA.
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.Additional Tools for Lanson Stock Analysis
When running Lanson BCC's price analysis, check to measure Lanson BCC'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 Lanson BCC is operating at the current time. Most of Lanson BCC's value examination focuses on studying past and present price action to predict the probability of Lanson BCC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lanson BCC's price. Additionally, you may evaluate how the addition of Lanson BCC to your portfolios can decrease your overall portfolio volatility.