Laureate Education (Germany) Market Value
| LA3A Stock | EUR 18.60 0.30 1.64% |
| Symbol | Laureate |
Laureate Education '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 Laureate Education'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 Laureate Education.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Laureate Education on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Laureate Education or generate 0.0% return on investment in Laureate Education over 300 days. Laureate Education is related to or competes with Tower Semiconductor, Nordic Semiconductor, ON SEMICONDUCTOR, British American, Mobilezone Holding, and ELMOS SEMICONDUCTOR. Laureate Education, Inc., together with its subsidiaries, provides higher education programs and services to students th... More
Laureate Education 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 Laureate Education'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 Laureate Education upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.1528 | |||
| Maximum Drawdown | 15.03 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 3.03 |
Laureate Education Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Laureate Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Laureate Education's standard deviation. In reality, there are many statistical measures that can use Laureate Education historical prices to predict the future Laureate Education's volatility.| Risk Adjusted Performance | 0.1624 | |||
| Jensen Alpha | 0.3422 | |||
| Total Risk Alpha | 0.1125 | |||
| Sortino Ratio | 0.233 | |||
| Treynor Ratio | 0.3647 |
Laureate Education Backtested Returns
Laureate Education appears to be not too volatile, given 3 months investment horizon. Laureate Education has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19% return per unit of risk over the last 3 months. By analyzing Laureate Education's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please exercise Laureate Education's Downside Deviation of 1.67, risk adjusted performance of 0.1624, and Mean Deviation of 1.53 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Laureate Education holds a performance score of 15. The company secures a Beta (Market Risk) of 1.39, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Laureate Education will likely underperform. Please check Laureate Education's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Laureate Education's current price movements will revert.
Auto-correlation | 0.20 |
Weak predictability
Laureate Education has weak predictability. Overlapping area represents the amount of predictability between Laureate Education time series from 31st of January 2024 to 29th of June 2024 and 29th of June 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 Laureate Education price movement. The serial correlation of 0.2 indicates that over 20.0% of current Laureate Education price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 1.92 |
Laureate Education lagged returns against current returns
Autocorrelation, which is Laureate Education 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 Laureate Education's stock expected returns. We can calculate the autocorrelation of Laureate Education returns to help us make a trade decision. For example, suppose you find that Laureate Education 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 |
Laureate Education 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 Laureate Education stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Laureate Education stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Laureate Education stock over time.
Current vs Lagged Prices |
| Timeline |
Laureate Education Lagged Returns
When evaluating Laureate Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Laureate Education stock have on its future price. Laureate Education 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, Laureate Education autocorrelation shows the relationship between Laureate Education stock current value and its past values and can show if there is a momentum factor associated with investing in Laureate Education.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Laureate Stock
When determining whether Laureate Education is a strong investment it is important to analyze Laureate Education's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Laureate Education's future performance. For an informed investment choice regarding Laureate Stock, refer to the following important reports:Check out Laureate Education Correlation, Laureate Education Volatility and Laureate Education Alpha and Beta module to complement your research on Laureate Education. For more detail on how to invest in Laureate Stock please use our How to Invest in Laureate Education guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Laureate Education technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.