Land Securities Group Stock Market Value
| LDSCY Stock | USD 8.27 0.56 7.26% |
| 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' pink sheet 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.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in Land Securities on May 31, 2024 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 180 days. Land Securities is related to or competes with Global Net, VICI Properties, W P, Essential Properties, and Gladstone Commercial. At Landsec, we build and invest in buildings, spaces and partnerships to create sustainable places, connect communities ... 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' pink sheet 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 | (0.05) | |||
| Maximum Drawdown | 15.28 | |||
| Value At Risk | (6.53) | |||
| Potential Upside | 5.55 |
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 | (0.01) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | 0.1226 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Land Securities' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Land Securities Group Backtested Returns
At this stage we consider Land Pink Sheet to be slightly risky. Land Securities Group has Sharpe Ratio of 0.0147, which conveys that the firm had a 0.0147% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Land Securities, which you can use to evaluate the volatility of the firm. Please verify Land Securities' Mean Deviation of 2.78, standard deviation of 3.61, and Risk Adjusted Performance of (0.01) to check out if the risk estimate we provide is consistent with the expected return of 0.0559%. Land Securities has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.59, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Land Securities are expected to decrease at a much lower rate. During the bear market, Land Securities is likely to outperform the market. Land Securities Group right now secures a risk of 3.8%. Please verify Land Securities Group total risk alpha, kurtosis, as well as the relationship between the Kurtosis and market facilitation index , to decide if Land Securities Group will be following its current price movements.
Auto-correlation | -0.32 |
Poor reverse predictability
Land Securities Group has poor reverse predictability. Overlapping area represents the amount of predictability between Land Securities time series from 31st of May 2024 to 29th of August 2024 and 29th of August 2024 to 27th 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 Land Securities Group price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Land Securities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Land Securities Group lagged returns against current returns
Autocorrelation, which is Land Securities pink sheet'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' pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Land Securities pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Land Securities pink sheet 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 pink sheet 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 pink sheet 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 |
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.Additional Tools for Land Pink Sheet 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.