Logistics Development (UK) Market Value
| LDG Stock | 15.00 0.25 1.69% |
| Symbol | Logistics |
Logistics 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 Logistics 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 Logistics Development.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Logistics Development on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Logistics Development Group or generate 0.0% return on investment in Logistics Development over 30 days. Logistics Development is related to or competes with Walmart, BYD, Volkswagen, Volkswagen, Deutsche Post, Compass Group, and United Parcel. Logistics Development is entity of United Kingdom More
Logistics 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 Logistics 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 Logistics Development Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.23 | |||
| Information Ratio | 0.0856 | |||
| Maximum Drawdown | 48.97 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 2.38 |
Logistics Development Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Logistics Development's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Logistics Development's standard deviation. In reality, there are many statistical measures that can use Logistics Development historical prices to predict the future Logistics Development's volatility.| Risk Adjusted Performance | 0.0931 | |||
| Jensen Alpha | 0.5468 | |||
| Total Risk Alpha | 0.0543 | |||
| Sortino Ratio | 0.1477 | |||
| Treynor Ratio | 7.36 |
Logistics Development Backtested Returns
Logistics Development appears to be somewhat reliable, given 3 months investment horizon. Logistics Development has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1 % return per unit of risk over the last 3 months. By analyzing Logistics Development's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please exercise Logistics Development's Mean Deviation of 2.03, downside deviation of 3.23, and Risk Adjusted Performance of 0.0931 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Logistics Development holds a performance score of 8. The company secures a Beta (Market Risk) of 0.0751, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Logistics Development's returns are expected to increase less than the market. However, during the bear market, the loss of holding Logistics Development is expected to be smaller as well. Please check Logistics Development's coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether Logistics Development's current price movements will revert.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Logistics Development Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between Logistics Development time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th 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 Logistics Development price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Logistics Development price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Logistics Development lagged returns against current returns
Autocorrelation, which is Logistics 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 Logistics Development's stock expected returns. We can calculate the autocorrelation of Logistics Development returns to help us make a trade decision. For example, suppose you find that Logistics 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 |
Logistics 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 Logistics Development stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Logistics Development stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Logistics Development stock over time.
Current vs Lagged Prices |
| Timeline |
Logistics Development Lagged Returns
When evaluating Logistics Development's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Logistics Development stock have on its future price. Logistics 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, Logistics Development autocorrelation shows the relationship between Logistics Development stock current value and its past values and can show if there is a momentum factor associated with investing in Logistics Development Group.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Logistics Stock
Logistics Development financial ratios help investors to determine whether Logistics 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 Logistics with respect to the benefits of owning Logistics Development security.