Luckin Coffee (Germany) Market Value
| LC0A Stock | 27.20 1.00 3.82% |
| Symbol | Luckin |
Luckin Coffee '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 Luckin Coffee'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 Luckin Coffee.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Luckin Coffee on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Luckin Coffee or generate 0.0% return on investment in Luckin Coffee over 150 days. Luckin Coffee is related to or competes with Kingdee International, Calibre Mining, BioNTech, HELIOS TECHS, Agilent Technologies, and Coeur Mining. More
Luckin Coffee 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 Luckin Coffee'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 Luckin Coffee upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.02 | |||
| Information Ratio | 0.0781 | |||
| Maximum Drawdown | 19.74 | |||
| Value At Risk | (6.14) | |||
| Potential Upside | 7.48 |
Luckin Coffee Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Luckin Coffee's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Luckin Coffee's standard deviation. In reality, there are many statistical measures that can use Luckin Coffee historical prices to predict the future Luckin Coffee's volatility.| Risk Adjusted Performance | 0.0939 | |||
| Jensen Alpha | 0.4407 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0783 | |||
| Treynor Ratio | (1.00) |
Luckin Coffee Backtested Returns
Luckin Coffee appears to be not too volatile, given 3 months investment horizon. Luckin Coffee has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Luckin Coffee, which you can use to evaluate the volatility of the firm. Please exercise Luckin Coffee's Mean Deviation of 2.91, risk adjusted performance of 0.0939, and Downside Deviation of 4.02 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Luckin Coffee holds a performance score of 8. The company secures a Beta (Market Risk) of -0.4, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Luckin Coffee are expected to decrease at a much lower rate. During the bear market, Luckin Coffee is likely to outperform the market. Please check Luckin Coffee's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether Luckin Coffee's current price movements will revert.
Auto-correlation | 0.58 |
Modest predictability
Luckin Coffee has modest predictability. Overlapping area represents the amount of predictability between Luckin Coffee time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 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 Luckin Coffee price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Luckin Coffee price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 3.6 |
Luckin Coffee lagged returns against current returns
Autocorrelation, which is Luckin Coffee 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 Luckin Coffee's stock expected returns. We can calculate the autocorrelation of Luckin Coffee returns to help us make a trade decision. For example, suppose you find that Luckin Coffee 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 |
Luckin Coffee 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 Luckin Coffee stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Luckin Coffee stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Luckin Coffee stock over time.
Current vs Lagged Prices |
| Timeline |
Luckin Coffee Lagged Returns
When evaluating Luckin Coffee's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Luckin Coffee stock have on its future price. Luckin Coffee 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, Luckin Coffee autocorrelation shows the relationship between Luckin Coffee stock current value and its past values and can show if there is a momentum factor associated with investing in Luckin Coffee.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Luckin Stock Analysis
When running Luckin Coffee's price analysis, check to measure Luckin Coffee's 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 Luckin Coffee is operating at the current time. Most of Luckin Coffee's value examination focuses on studying past and present price action to predict the probability of Luckin Coffee's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Luckin Coffee's price. Additionally, you may evaluate how the addition of Luckin Coffee to your portfolios can decrease your overall portfolio volatility.