LANSON-BCC INH (Germany) Market Value
| GQ6 Stock | EUR 34.50 0.40 1.17% |
| Symbol | LANSON-BCC |
LANSON-BCC INH '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 INH'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 INH.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in LANSON-BCC INH on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding LANSON BCC INH EO or generate 0.0% return on investment in LANSON-BCC INH over 30 days. LANSON-BCC INH is related to or competes with VIRGIN WINES, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, and Talanx AG. Lanson-BCC produces and sells wines in France and internationally More
LANSON-BCC INH 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 INH'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 INH EO upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.44) | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 1.25 |
LANSON-BCC INH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LANSON-BCC INH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LANSON-BCC INH's standard deviation. In reality, there are many statistical measures that can use LANSON-BCC INH historical prices to predict the future LANSON-BCC INH's volatility.| Risk Adjusted Performance | (0.25) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | (4.00) |
LANSON BCC INH Backtested Returns
LANSON BCC INH has Sharpe Ratio of -0.32, which conveys that the company had a -0.32% return per unit of volatility over the last 3 months. LANSON-BCC INH exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LANSON-BCC INH's Market Risk Adjusted Performance of (3.99), standard deviation of 1.18, and Mean Deviation of 0.923 to check out the risk estimate we provide. The firm secures a Beta (Market Risk) of 0.1, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LANSON-BCC INH's returns are expected to increase less than the market. However, during the bear market, the loss of holding LANSON-BCC INH is expected to be smaller as well. At this point, LANSON BCC INH has a negative expected return of -0.39%. Please make sure to verify LANSON-BCC INH's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if LANSON BCC INH performance from the past will be repeated in the future.
Auto-correlation | 0.39 |
Below average predictability
LANSON BCC INH EO has below average predictability. Overlapping area represents the amount of predictability between LANSON-BCC INH time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 INH price movement. The serial correlation of 0.39 indicates that just about 39.0% of current LANSON-BCC INH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 1.31 |
LANSON BCC INH lagged returns against current returns
Autocorrelation, which is LANSON-BCC INH 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 INH's stock expected returns. We can calculate the autocorrelation of LANSON-BCC INH returns to help us make a trade decision. For example, suppose you find that LANSON-BCC INH 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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LANSON-BCC INH 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 INH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LANSON-BCC INH 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 INH stock over time.
Current vs Lagged Prices |
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LANSON-BCC INH Lagged Returns
When evaluating LANSON-BCC INH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LANSON-BCC INH stock have on its future price. LANSON-BCC INH 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 INH autocorrelation shows the relationship between LANSON-BCC INH stock current value and its past values and can show if there is a momentum factor associated with investing in LANSON BCC INH EO.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in LANSON-BCC Stock
LANSON-BCC INH financial ratios help investors to determine whether LANSON-BCC 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 LANSON-BCC with respect to the benefits of owning LANSON-BCC INH security.