LL Lucky (Sweden) Market Value
| LADYLU Stock | 0.43 0.01 2.27% |
| Symbol | LADYLU |
LL Lucky '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 LL Lucky'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 LL Lucky.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in LL Lucky on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding LL Lucky Games or generate 0.0% return on investment in LL Lucky over 30 days. LL Lucky is related to or competes with Flexion Mobile, IZafe Group, KABE Group, IAR Systems, Norva24 Group, Clinical Laserthermia, and EEducation Albert. More
LL Lucky 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 LL Lucky'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 LL Lucky Games upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.89 | |||
| Information Ratio | 0.0344 | |||
| Maximum Drawdown | 29.86 | |||
| Value At Risk | (10.53) | |||
| Potential Upside | 9.76 |
LL Lucky Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LL Lucky's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LL Lucky's standard deviation. In reality, there are many statistical measures that can use LL Lucky historical prices to predict the future LL Lucky's volatility.| Risk Adjusted Performance | 0.0505 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.69) | |||
| Sortino Ratio | 0.0288 | |||
| Treynor Ratio | 0.1061 |
LL Lucky Games Backtested Returns
LL Lucky appears to be out of control, given 3 months investment horizon. LL Lucky Games retains Efficiency (Sharpe Ratio) of 0.0547, which conveys that the firm had a 0.0547% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for LL Lucky, which you can use to evaluate the volatility of the firm. Please exercise LL Lucky's Standard Deviation of 6.59, market risk adjusted performance of 0.1161, and Mean Deviation of 4.53 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LL Lucky holds a performance score of 4. The company owns a Beta (Systematic Risk) of 3.28, 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, LL Lucky will likely underperform. Please check LL Lucky's standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether LL Lucky's current price history will revert.
Auto-correlation | 0.19 |
Very weak predictability
LL Lucky Games has very weak predictability. Overlapping area represents the amount of predictability between LL Lucky time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 LL Lucky Games price movement. The serial correlation of 0.19 indicates that over 19.0% of current LL Lucky price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
LL Lucky Games lagged returns against current returns
Autocorrelation, which is LL Lucky 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 LL Lucky's stock expected returns. We can calculate the autocorrelation of LL Lucky returns to help us make a trade decision. For example, suppose you find that LL Lucky 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 |
LL Lucky 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 LL Lucky stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LL Lucky stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LL Lucky stock over time.
Current vs Lagged Prices |
| Timeline |
LL Lucky Lagged Returns
When evaluating LL Lucky's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LL Lucky stock have on its future price. LL Lucky 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, LL Lucky autocorrelation shows the relationship between LL Lucky stock current value and its past values and can show if there is a momentum factor associated with investing in LL Lucky Games.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in LADYLU Stock
LL Lucky financial ratios help investors to determine whether LADYLU 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 LADYLU with respect to the benefits of owning LL Lucky security.