Ladder Capital (Germany) Market Value
| LD1A Stock | EUR 11.20 0.20 1.75% |
| Symbol | Ladder |
Ladder Capital '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 Ladder Capital'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 Ladder Capital.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Ladder Capital on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Ladder Capital Corp or generate 0.0% return on investment in Ladder Capital over 30 days. Ladder Capital is related to or competes with HK Electric, Entravision Communications, Cogent Communications, T MOBILE, Postal Savings, New Residential, and Bank of America. Ladder Capital Corp operates as a real estate investment trust in the United States More
Ladder Capital 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 Ladder Capital'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 Ladder Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | 0.0204 | |||
| Maximum Drawdown | 8.49 | |||
| Value At Risk | (2.83) | |||
| Potential Upside | 2.86 |
Ladder Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ladder Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ladder Capital's standard deviation. In reality, there are many statistical measures that can use Ladder Capital historical prices to predict the future Ladder Capital's volatility.| Risk Adjusted Performance | 0.051 | |||
| Jensen Alpha | 0.0446 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0161 | |||
| Treynor Ratio | 0.1142 |
Ladder Capital Corp Backtested Returns
At this point, Ladder Capital is not too volatile. Ladder Capital Corp has Sharpe Ratio of 0.0552, which conveys that the firm had a 0.0552% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ladder Capital, which you can use to evaluate the volatility of the firm. Please verify Ladder Capital's Mean Deviation of 1.1, risk adjusted performance of 0.051, and Downside Deviation of 2.02 to check out if the risk estimate we provide is consistent with the expected return of 0.0887%. Ladder Capital has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.79, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Ladder Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ladder Capital is expected to be smaller as well. Ladder Capital Corp right now secures a risk of 1.61%. Please verify Ladder Capital Corp coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Ladder Capital Corp will be following its current price movements.
Auto-correlation | 0.03 |
Virtually no predictability
Ladder Capital Corp has virtually no predictability. Overlapping area represents the amount of predictability between Ladder Capital time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th of December 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 Ladder Capital Corp price movement. The serial correlation of 0.03 indicates that only 3.0% of current Ladder Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ladder Capital Corp lagged returns against current returns
Autocorrelation, which is Ladder Capital 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 Ladder Capital's stock expected returns. We can calculate the autocorrelation of Ladder Capital returns to help us make a trade decision. For example, suppose you find that Ladder Capital 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 |
Ladder Capital 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 Ladder Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ladder Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ladder Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Ladder Capital Lagged Returns
When evaluating Ladder Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ladder Capital stock have on its future price. Ladder Capital 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, Ladder Capital autocorrelation shows the relationship between Ladder Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Ladder Capital Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Ladder Stock
When determining whether Ladder Capital Corp is a strong investment it is important to analyze Ladder Capital'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 Ladder Capital's future performance. For an informed investment choice regarding Ladder Stock, refer to the following important reports:Check out Ladder Capital Correlation, Ladder Capital Volatility and Ladder Capital Alpha and Beta module to complement your research on Ladder Capital. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Ladder Capital 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.