LATAM Airlines' market value is the price at which a share of LATAM Airlines trades on a public exchange. It measures the collective expectations of LATAM Airlines Group investors about its performance. LATAM Airlines is trading at 47.40 as of the 11th of January 2026. This is a 3.04% up since the beginning of the trading day. The stock's lowest day price was 47.4. With this module, you can estimate the performance of a buy and hold strategy of LATAM Airlines Group and determine expected loss or profit from investing in LATAM Airlines over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in employment.
Symbol
LATAM
LATAM Airlines '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 LATAM Airlines' 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 LATAM Airlines.
0.00
01/22/2024
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/11/2026
0.00
If you would invest 0.00 in LATAM Airlines on January 22, 2024 and sell it all today you would earn a total of 0.00 from holding LATAM Airlines Group or generate 0.0% return on investment in LATAM Airlines over 720 days.
LATAM Airlines 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 LATAM Airlines' 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 LATAM Airlines Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for LATAM Airlines' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LATAM Airlines' standard deviation. In reality, there are many statistical measures that can use LATAM Airlines historical prices to predict the future LATAM Airlines' volatility.
LATAM Airlines appears to be very steady, given 3 months investment horizon. LATAM Airlines Group has Sharpe Ratio of 0.17, which conveys that the company had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for LATAM Airlines, which you can use to evaluate the volatility of the entity. Please exercise LATAM Airlines' downside deviation of 2.66, and Mean Deviation of 2.05 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LATAM Airlines holds a performance score of 13. The firm secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LATAM Airlines' returns are expected to increase less than the market. However, during the bear market, the loss of holding LATAM Airlines is expected to be smaller as well. Please check LATAM Airlines' maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether LATAM Airlines' current price movements will revert.
Auto-correlation
-0.89
Excellent reverse predictability
LATAM Airlines Group has excellent reverse predictability. Overlapping area represents the amount of predictability between LATAM Airlines time series from 22nd of January 2024 to 16th of January 2025 and 16th of January 2025 to 11th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LATAM Airlines Group price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current LATAM Airlines price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.89
Spearman Rank Test
-0.83
Residual Average
0.0
Price Variance
25.38
LATAM Airlines Group lagged returns against current returns
Autocorrelation, which is LATAM Airlines 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 LATAM Airlines' stock expected returns. We can calculate the autocorrelation of LATAM Airlines returns to help us make a trade decision. For example, suppose you find that LATAM Airlines 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
LATAM Airlines 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 LATAM Airlines stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LATAM Airlines stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LATAM Airlines stock over time.
Current vs Lagged Prices
Timeline
LATAM Airlines Lagged Returns
When evaluating LATAM Airlines' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LATAM Airlines stock have on its future price. LATAM Airlines 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, LATAM Airlines autocorrelation shows the relationship between LATAM Airlines stock current value and its past values and can show if there is a momentum factor associated with investing in LATAM Airlines Group.