LAR ESPREESTSOCIMI's market value is the price at which a share of LAR ESPREESTSOCIMI trades on a public exchange. It measures the collective expectations of LAR ESPREESTSOCIMI EO2 investors about its performance. LAR ESPREESTSOCIMI is trading at 8.10 as of the 18th of January 2025. This is a 0.25% up since the beginning of the trading day. The stock's lowest day price was 8.07. With this module, you can estimate the performance of a buy and hold strategy of LAR ESPREESTSOCIMI EO2 and determine expected loss or profit from investing in LAR ESPREESTSOCIMI over a given investment horizon. Check out LAR ESPREESTSOCIMI Correlation, LAR ESPREESTSOCIMI Volatility and LAR ESPREESTSOCIMI Alpha and Beta module to complement your research on LAR ESPREESTSOCIMI.
Please note, there is a significant difference between LAR ESPREESTSOCIMI's value and its price as these two are different measures arrived at by different means. Investors typically determine if LAR ESPREESTSOCIMI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, LAR ESPREESTSOCIMI'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.
LAR ESPREESTSOCIMI '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 LAR ESPREESTSOCIMI'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 LAR ESPREESTSOCIMI.
0.00
12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in LAR ESPREESTSOCIMI on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding LAR ESPREESTSOCIMI EO2 or generate 0.0% return on investment in LAR ESPREESTSOCIMI over 30 days. LAR ESPREESTSOCIMI is related to or competes with MTY Food, UNIQA INSURANCE, Synchrony Financial, Synovus Financial, GWILLI FOOD, LIFEWAY FOODS, and BANK OF CHINA. LAR ESPAA REAL ESTATE SOCIMI, SA is a company listed on the Spanish Stock Exchanges, constituted SOCIMI Sociedad Annima ... More
LAR ESPREESTSOCIMI 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 LAR ESPREESTSOCIMI'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 LAR ESPREESTSOCIMI EO2 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 LAR ESPREESTSOCIMI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LAR ESPREESTSOCIMI's standard deviation. In reality, there are many statistical measures that can use LAR ESPREESTSOCIMI historical prices to predict the future LAR ESPREESTSOCIMI's volatility.
At this point, LAR ESPREESTSOCIMI is not too volatile. LAR ESPREESTSOCIMI EO2 has Sharpe Ratio of 0.0025, which conveys that the company had a 0.0025% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for LAR ESPREESTSOCIMI, which you can use to evaluate the volatility of the entity. Please verify LAR ESPREESTSOCIMI's Downside Deviation of 1.45, market risk adjusted performance of 0.1079, and Mean Deviation of 0.3151 to check out if the risk estimate we provide is consistent with the expected return of 0.0024%. The firm secures a Beta (Market Risk) of -0.0611, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LAR ESPREESTSOCIMI are expected to decrease at a much lower rate. During the bear market, LAR ESPREESTSOCIMI is likely to outperform the market. LAR ESPREESTSOCIMI EO2 now secures a risk of 0.94%. Please verify LAR ESPREESTSOCIMI EO2 total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if LAR ESPREESTSOCIMI EO2 will be following its current price movements.
Auto-correlation
0.06
Virtually no predictability
LAR ESPREESTSOCIMI EO2 has virtually no predictability. Overlapping area represents the amount of predictability between LAR ESPREESTSOCIMI time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 LAR ESPREESTSOCIMI EO2 price movement. The serial correlation of 0.06 indicates that barely 6.0% of current LAR ESPREESTSOCIMI price fluctuation can be explain by its past prices.
Correlation Coefficient
0.06
Spearman Rank Test
0.5
Residual Average
0.0
Price Variance
0.0
LAR ESPREESTSOCIMI EO2 lagged returns against current returns
Autocorrelation, which is LAR ESPREESTSOCIMI 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 LAR ESPREESTSOCIMI's stock expected returns. We can calculate the autocorrelation of LAR ESPREESTSOCIMI returns to help us make a trade decision. For example, suppose you find that LAR ESPREESTSOCIMI 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
LAR ESPREESTSOCIMI 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 LAR ESPREESTSOCIMI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LAR ESPREESTSOCIMI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LAR ESPREESTSOCIMI stock over time.
Current vs Lagged Prices
Timeline
LAR ESPREESTSOCIMI Lagged Returns
When evaluating LAR ESPREESTSOCIMI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LAR ESPREESTSOCIMI stock have on its future price. LAR ESPREESTSOCIMI 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, LAR ESPREESTSOCIMI autocorrelation shows the relationship between LAR ESPREESTSOCIMI stock current value and its past values and can show if there is a momentum factor associated with investing in LAR ESPREESTSOCIMI EO2.
LAR ESPREESTSOCIMI financial ratios help investors to determine whether LAR 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 LAR with respect to the benefits of owning LAR ESPREESTSOCIMI security.