Lagardere Sa Stock Market Value
| LGDDF Stock | USD 20.76 1.24 5.64% |
| Symbol | Lagardere |
Lagardere '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 Lagardere's 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 Lagardere.
| 02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in Lagardere on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Lagardere SA or generate 0.0% return on investment in Lagardere over 720 days. Lagardere is related to or competes with International Consolidated, Alaska Air, LATAM Airlines, Allegiant Travel, Mesa Air, Ryanair Holdings, and Pentair PLC. Lagardere SA engages in content publishing, production, broadcasting, and distribution businesses worldwide More
Lagardere 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 Lagardere's 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 Lagardere SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 5.64 |
Lagardere Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lagardere's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lagardere's standard deviation. In reality, there are many statistical measures that can use Lagardere historical prices to predict the future Lagardere's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (2.41) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lagardere's 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.
Lagardere SA Backtested Returns
Lagardere SA has Sharpe Ratio of -0.18, which conveys that the firm had a -0.18 % return per unit of risk over the last 3 months. Lagardere exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lagardere's Risk Adjusted Performance of (0.15), mean deviation of 0.3417, and Standard Deviation of 0.9617 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0774, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lagardere's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lagardere is expected to be smaller as well. At this point, Lagardere SA has a negative expected return of -0.18%. Please make sure to verify Lagardere's skewness, and the relationship between the information ratio and rate of daily change , to decide if Lagardere SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
Lagardere SA has average predictability. Overlapping area represents the amount of predictability between Lagardere time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st 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 Lagardere SA price movement. The serial correlation of 0.49 indicates that about 49.0% of current Lagardere price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
Lagardere SA lagged returns against current returns
Autocorrelation, which is Lagardere 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 Lagardere's pink sheet expected returns. We can calculate the autocorrelation of Lagardere returns to help us make a trade decision. For example, suppose you find that Lagardere 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 |
Lagardere 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 Lagardere pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lagardere pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lagardere pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lagardere Lagged Returns
When evaluating Lagardere's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lagardere pink sheet have on its future price. Lagardere 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, Lagardere autocorrelation shows the relationship between Lagardere pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lagardere SA.
Regressed Prices |
| Timeline |
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Other Information on Investing in Lagardere Pink Sheet
Lagardere financial ratios help investors to determine whether Lagardere Pink Sheet 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 Lagardere with respect to the benefits of owning Lagardere security.