LAMDA Development (Greece) Market Value
| LAMDA Stock | EUR 7.15 0.02 0.28% |
| Symbol | LAMDA |
LAMDA Development '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 LAMDA Development'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 LAMDA Development.
| 02/01/2024 |
| 11/27/2024 |
If you would invest 0.00 in LAMDA Development on February 1, 2024 and sell it all today you would earn a total of 0.00 from holding LAMDA Development SA or generate 0.0% return on investment in LAMDA Development over 300 days. LAMDA Development is related to or competes with Karelia Tobacco, Hellenic Telecommunicatio, Profile Systems, Optronics Technologies, General Commercial, Daios Plastics, and Foodlink. LAMDA Development S.A., together with its subsidiaries, engages in the investment, development, leasing, and maintenance... More
LAMDA Development 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 LAMDA Development'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 LAMDA Development SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 6.91 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.82 |
LAMDA Development Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LAMDA Development's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LAMDA Development's standard deviation. In reality, there are many statistical measures that can use LAMDA Development historical prices to predict the future LAMDA Development's volatility.| Risk Adjusted Performance | 0.0391 | |||
| Jensen Alpha | 0.0475 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 1.2 |
LAMDA Development Backtested Returns
At this point, LAMDA Development is not too volatile. LAMDA Development has Sharpe Ratio of 0.0453, which conveys that the company had a 0.0453% return per unit of volatility over the last 3 months. We have found thirty technical indicators for LAMDA Development, which you can use to evaluate the volatility of the entity. Please verify LAMDA Development's Market Risk Adjusted Performance of 1.21, mean deviation of 1.02, and Downside Deviation of 1.27 to check out if the risk estimate we provide is consistent with the expected return of 0.0628%. LAMDA Development has a performance score of 3 on a scale of 0 to 100. The firm secures a Beta (Market Risk) of 0.0438, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LAMDA Development's returns are expected to increase less than the market. However, during the bear market, the loss of holding LAMDA Development is expected to be smaller as well. LAMDA Development now secures a risk of 1.38%. Please verify LAMDA Development SA jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to decide if LAMDA Development SA will be following its current price movements.
Auto-correlation | 0.07 |
Virtually no predictability
LAMDA Development SA has virtually no predictability. Overlapping area represents the amount of predictability between LAMDA Development time series from 1st of February 2024 to 30th of June 2024 and 30th of June 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 LAMDA Development price movement. The serial correlation of 0.07 indicates that barely 7.0% of current LAMDA Development price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
LAMDA Development lagged returns against current returns
Autocorrelation, which is LAMDA Development 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 LAMDA Development's stock expected returns. We can calculate the autocorrelation of LAMDA Development returns to help us make a trade decision. For example, suppose you find that LAMDA Development 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 |
LAMDA Development 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 LAMDA Development stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LAMDA Development stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LAMDA Development stock over time.
Current vs Lagged Prices |
| Timeline |
LAMDA Development Lagged Returns
When evaluating LAMDA Development's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LAMDA Development stock have on its future price. LAMDA Development 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, LAMDA Development autocorrelation shows the relationship between LAMDA Development stock current value and its past values and can show if there is a momentum factor associated with investing in LAMDA Development SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in LAMDA Stock
LAMDA Development financial ratios help investors to determine whether LAMDA 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 LAMDA with respect to the benefits of owning LAMDA Development security.