LH Shopping (Thailand) Market Value
| LHSC Stock | THB 11.30 0.10 0.89% |
| Symbol | LHSC |
LH Shopping '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 LH Shopping'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 LH Shopping.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in LH Shopping on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding LH Shopping Centers or generate 0.0% return on investment in LH Shopping over 30 days. LH Shopping is related to or competes with LH Hotel, Impact Growth, Quality Houses, CPN Retail, and Major Cineplex. LH Shopping Centers Leasehold Real Estate Investment Trust is a real estate investment trust externally managed by Land ... More
LH Shopping 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 LH Shopping'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 LH Shopping Centers upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | 0.0598 | |||
| Maximum Drawdown | 12.54 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.8 |
LH Shopping Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LH Shopping's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LH Shopping's standard deviation. In reality, there are many statistical measures that can use LH Shopping historical prices to predict the future LH Shopping's volatility.| Risk Adjusted Performance | 0.1116 | |||
| Jensen Alpha | 0.1838 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.063 | |||
| Treynor Ratio | 0.9158 |
LH Shopping Centers Backtested Returns
LH Shopping appears to be not too volatile, given 3 months investment horizon. LH Shopping Centers retains Efficiency (Sharpe Ratio) of 0.14, which conveys that the firm had a 0.14% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for LH Shopping, which you can use to evaluate the volatility of the firm. Please exercise LH Shopping's Standard Deviation of 1.59, market risk adjusted performance of 0.9258, and Mean Deviation of 0.9248 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LH Shopping holds a performance score of 11. The company owns a Beta (Systematic Risk) of 0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LH Shopping's returns are expected to increase less than the market. However, during the bear market, the loss of holding LH Shopping is expected to be smaller as well. Please check LH Shopping's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether LH Shopping's current price history will revert.
Auto-correlation | 0.15 |
Insignificant predictability
LH Shopping Centers has insignificant predictability. Overlapping area represents the amount of predictability between LH Shopping time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 LH Shopping Centers price movement. The serial correlation of 0.15 indicates that less than 15.0% of current LH Shopping price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
LH Shopping Centers lagged returns against current returns
Autocorrelation, which is LH Shopping 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 LH Shopping's stock expected returns. We can calculate the autocorrelation of LH Shopping returns to help us make a trade decision. For example, suppose you find that LH Shopping 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 |
LH Shopping 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 LH Shopping stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LH Shopping stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LH Shopping stock over time.
Current vs Lagged Prices |
| Timeline |
LH Shopping Lagged Returns
When evaluating LH Shopping's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LH Shopping stock have on its future price. LH Shopping 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, LH Shopping autocorrelation shows the relationship between LH Shopping stock current value and its past values and can show if there is a momentum factor associated with investing in LH Shopping Centers.
Regressed Prices |
| Timeline |
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LH Shopping financial ratios help investors to determine whether LHSC Stock 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 LHSC with respect to the benefits of owning LH Shopping security.