Land Securities (UK) Market Value
| LAND Stock | 569.50 6.50 1.15% |
| Symbol | Land |
Land Securities '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 Land Securities' 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 Land Securities.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Land Securities on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Land Securities Group or generate 0.0% return on investment in Land Securities over 30 days. Land Securities is related to or competes with Discover Financial, Ally Financial, Cembra Money, Wizz Air, Sealed Air, Alaska Air, and Systemair. Land Securities is entity of United Kingdom More
Land Securities 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 Land Securities' 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 Land Securities Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 7.7 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 2.05 |
Land Securities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Land Securities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Land Securities' standard deviation. In reality, there are many statistical measures that can use Land Securities historical prices to predict the future Land Securities' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.28) |
Land Securities Group Backtested Returns
Land Securities Group has Sharpe Ratio of -0.0371, which conveys that the firm had a -0.0371 % return per unit of risk over the last 3 months. Land Securities exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Land Securities' Risk Adjusted Performance of (0.05), mean deviation of 1.18, and Standard Deviation of 1.54 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.39, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Land Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Land Securities is expected to be smaller as well. At this point, Land Securities Group has a negative expected return of -0.0573%. Please make sure to verify Land Securities' value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Land Securities Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.72 |
Good predictability
Land Securities Group has good predictability. Overlapping area represents the amount of predictability between Land Securities time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st 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 Land Securities Group price movement. The serial correlation of 0.72 indicates that around 72.0% of current Land Securities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 38.31 |
Land Securities Group lagged returns against current returns
Autocorrelation, which is Land Securities 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 Land Securities' stock expected returns. We can calculate the autocorrelation of Land Securities returns to help us make a trade decision. For example, suppose you find that Land Securities 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 |
Land Securities 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 Land Securities stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Land Securities stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Land Securities stock over time.
Current vs Lagged Prices |
| Timeline |
Land Securities Lagged Returns
When evaluating Land Securities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Land Securities stock have on its future price. Land Securities 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, Land Securities autocorrelation shows the relationship between Land Securities stock current value and its past values and can show if there is a momentum factor associated with investing in Land Securities Group.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Land Stock Analysis
When running Land Securities' price analysis, check to measure Land Securities' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Land Securities is operating at the current time. Most of Land Securities' value examination focuses on studying past and present price action to predict the probability of Land Securities' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Land Securities' price. Additionally, you may evaluate how the addition of Land Securities to your portfolios can decrease your overall portfolio volatility.