Lument Finance Trust Stock Market Value
| LFT Stock | USD 2.57 0.02 0.78% |
| Symbol | Lument |
Lument Finance Trust Price To Book Ratio
Is Asset Management & Custody Banks 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 Lument Finance. If investors know Lument 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 Lument Finance 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 1.455 | Earnings Share 0.35 | Revenue Per Share 0.689 | Quarterly Revenue Growth 0.163 | Return On Assets 0.019 |
The market value of Lument Finance Trust is measured differently than its book value, which is the value of Lument that is recorded on the company's balance sheet. Investors also form their own opinion of Lument Finance's value that differs from its market value or its book value, called intrinsic value, which is Lument Finance's 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 Lument Finance's market value can be influenced by many factors that don't directly affect Lument Finance's 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 Lument Finance's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lument Finance is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lument Finance's 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.
Lument Finance '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 Lument Finance'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 Lument Finance.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Lument Finance on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Lument Finance Trust or generate 0.0% return on investment in Lument Finance over 30 days. Lument Finance is related to or competes with Acres Commercial, AG Mortgage, Rithm Capital, Ares Commercial, Ready Capital, Ellington Financial, and Cherry Hill. Lument Finance Trust, Inc., a real estate investment trust, focuses on investing in, financing, and managing a portfolio... More
Lument Finance 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 Lument Finance'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 Lument Finance Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.34 | |||
| Information Ratio | 0.0126 | |||
| Maximum Drawdown | 12.43 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 3.36 |
Lument Finance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lument Finance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lument Finance's standard deviation. In reality, there are many statistical measures that can use Lument Finance historical prices to predict the future Lument Finance's volatility.| Risk Adjusted Performance | 0.064 | |||
| Jensen Alpha | 0.1025 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0113 | |||
| Treynor Ratio | 0.3977 |
Lument Finance Trust Backtested Returns
Currently, Lument Finance Trust is relatively risky. Lument Finance Trust has Sharpe Ratio of 0.0583, which conveys that the firm had a 0.0583% return per unit of risk over the last 3 months. We have found thirty technical indicators for Lument Finance, which you can use to evaluate the volatility of the firm. Please verify Lument Finance's Risk Adjusted Performance of 0.064, downside deviation of 2.34, and Mean Deviation of 1.42 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. Lument Finance has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lument Finance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lument Finance is expected to be smaller as well. Lument Finance Trust right now secures a risk of 2.09%. Please verify Lument Finance Trust semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Lument Finance Trust will be following its current price movements.
Auto-correlation | 0.13 |
Insignificant predictability
Lument Finance Trust has insignificant predictability. Overlapping area represents the amount of predictability between Lument Finance 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 Lument Finance Trust price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Lument Finance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lument Finance Trust lagged returns against current returns
Autocorrelation, which is Lument Finance 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 Lument Finance's stock expected returns. We can calculate the autocorrelation of Lument Finance returns to help us make a trade decision. For example, suppose you find that Lument Finance 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 |
Lument Finance 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 Lument Finance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lument Finance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lument Finance stock over time.
Current vs Lagged Prices |
| Timeline |
Lument Finance Lagged Returns
When evaluating Lument Finance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lument Finance stock have on its future price. Lument Finance 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, Lument Finance autocorrelation shows the relationship between Lument Finance stock current value and its past values and can show if there is a momentum factor associated with investing in Lument Finance Trust.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Lument Stock Analysis
When running Lument Finance's price analysis, check to measure Lument Finance's 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 Lument Finance is operating at the current time. Most of Lument Finance's value examination focuses on studying past and present price action to predict the probability of Lument Finance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lument Finance's price. Additionally, you may evaluate how the addition of Lument Finance to your portfolios can decrease your overall portfolio volatility.