Leidos Holdings Stock Market Value
| LDOS Stock | USD 165.51 0.82 0.50% |
| Symbol | Leidos |
Leidos Holdings Price To Book Ratio
Is IT Consulting & Other Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Leidos Holdings. If investors know Leidos will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Leidos Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.58 | Dividend Share 1.52 | Earnings Share 8.79 | Revenue Per Share 120.125 | Quarterly Revenue Growth 0.069 |
The market value of Leidos Holdings is measured differently than its book value, which is the value of Leidos that is recorded on the company's balance sheet. Investors also form their own opinion of Leidos Holdings' value that differs from its market value or its book value, called intrinsic value, which is Leidos Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Leidos Holdings' market value can be influenced by many factors that don't directly affect Leidos Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Leidos Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Leidos Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Leidos Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Leidos Holdings '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 Leidos Holdings' 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 Leidos Holdings.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Leidos Holdings on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Leidos Holdings or generate 0.0% return on investment in Leidos Holdings over 30 days. Leidos Holdings is related to or competes with CACI International, Parsons Corp, ASGN, ExlService Holdings, Science Applications, CLARIVATE PLC, and Gartner. Leidos Holdings, Inc., together with its subsidiaries, provides services and solutions in the defense, intelligence, civ... More
Leidos Holdings 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 Leidos Holdings' 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 Leidos Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.06 | |||
| Information Ratio | 0.0079 | |||
| Maximum Drawdown | 23.1 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 2.17 |
Leidos Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leidos Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Leidos Holdings' standard deviation. In reality, there are many statistical measures that can use Leidos Holdings historical prices to predict the future Leidos Holdings' volatility.| Risk Adjusted Performance | 0.0545 | |||
| Jensen Alpha | 0.0314 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0062 | |||
| Treynor Ratio | 0.1558 |
Leidos Holdings Backtested Returns
Currently, Leidos Holdings is very steady. Leidos Holdings has Sharpe Ratio of 0.0516, which conveys that the firm had a 0.0516% return per unit of risk over the last 3 months. We have found thirty technical indicators for Leidos Holdings, which you can use to evaluate the volatility of the firm. Please verify Leidos Holdings' Mean Deviation of 1.22, risk adjusted performance of 0.0545, and Downside Deviation of 3.06 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. Leidos Holdings has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.9, which conveys possible diversification benefits within a given portfolio. Leidos Holdings returns are very sensitive to returns on the market. As the market goes up or down, Leidos Holdings is expected to follow. Leidos Holdings right now secures a risk of 2.44%. Please verify Leidos Holdings downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Leidos Holdings will be following its current price movements.
Auto-correlation | -0.56 |
Good reverse predictability
Leidos Holdings has good reverse predictability. Overlapping area represents the amount of predictability between Leidos Holdings time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Leidos Holdings price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Leidos Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 268.77 |
Leidos Holdings lagged returns against current returns
Autocorrelation, which is Leidos Holdings 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 Leidos Holdings' stock expected returns. We can calculate the autocorrelation of Leidos Holdings returns to help us make a trade decision. For example, suppose you find that Leidos Holdings 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 |
Leidos Holdings 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 Leidos Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Leidos Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Leidos Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Leidos Holdings Lagged Returns
When evaluating Leidos Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Leidos Holdings stock have on its future price. Leidos Holdings 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, Leidos Holdings autocorrelation shows the relationship between Leidos Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Leidos Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Leidos Stock Analysis
When running Leidos Holdings' price analysis, check to measure Leidos Holdings' 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 Leidos Holdings is operating at the current time. Most of Leidos Holdings' value examination focuses on studying past and present price action to predict the probability of Leidos Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Leidos Holdings' price. Additionally, you may evaluate how the addition of Leidos Holdings to your portfolios can decrease your overall portfolio volatility.