Lumentum Holdings Stock Market Value
| LITE Stock | USD 594.26 6.16 1.03% |
| Symbol | Lumentum |
Will Communications Equipment sector continue expanding? Could Lumentum diversify its offerings? Factors like these will boost the valuation of Lumentum Holdings. Expected growth trajectory for Lumentum significantly influences the price investors are willing to assign. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Lumentum Holdings data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth 0.711 | Earnings Share 3.43 | Revenue Per Share | Quarterly Revenue Growth 0.655 | Return On Assets |
The market value of Lumentum Holdings is measured differently than its book value, which is the value of Lumentum that is recorded on the company's balance sheet. Investors also form their own opinion of Lumentum Holdings' value that differs from its market value or its book value, called intrinsic value, which is Lumentum Holdings' true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because Lumentum Holdings' market value can be influenced by many factors that don't directly affect Lumentum Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that Lumentum Holdings' value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Lumentum Holdings represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, Lumentum Holdings' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Lumentum Holdings '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 Lumentum Holdings' 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 Lumentum Holdings.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Lumentum Holdings on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Lumentum Holdings or generate 0.0% return on investment in Lumentum Holdings over 90 days. Lumentum Holdings is related to or competes with Zebra Technologies, Fabrinet, Entegris, Joint Stock, F5 Networks, Klarna Group, and DocuSign. Lumentum Holdings Inc. manufactures and sells optical and photonic products in the Americas, the Asia-Pacific, Europe, t... More
Lumentum Holdings 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 Lumentum Holdings' 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 Lumentum Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.21 | |||
| Information Ratio | 0.2389 | |||
| Maximum Drawdown | 29.96 | |||
| Value At Risk | (10.62) | |||
| Potential Upside | 10.17 |
Lumentum Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lumentum Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lumentum Holdings' standard deviation. In reality, there are many statistical measures that can use Lumentum Holdings historical prices to predict the future Lumentum Holdings' volatility.| Risk Adjusted Performance | 0.2056 | |||
| Jensen Alpha | 1.44 | |||
| Total Risk Alpha | 1.16 | |||
| Sortino Ratio | 0.2333 | |||
| Treynor Ratio | 1.19 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lumentum Holdings' 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.
Lumentum Holdings February 18, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.2056 | |||
| Market Risk Adjusted Performance | 1.2 | |||
| Mean Deviation | 4.66 | |||
| Semi Deviation | 5.4 | |||
| Downside Deviation | 6.21 | |||
| Coefficient Of Variation | 403.78 | |||
| Standard Deviation | 6.07 | |||
| Variance | 36.8 | |||
| Information Ratio | 0.2389 | |||
| Jensen Alpha | 1.44 | |||
| Total Risk Alpha | 1.16 | |||
| Sortino Ratio | 0.2333 | |||
| Treynor Ratio | 1.19 | |||
| Maximum Drawdown | 29.96 | |||
| Value At Risk | (10.62) | |||
| Potential Upside | 10.17 | |||
| Downside Variance | 38.6 | |||
| Semi Variance | 29.2 | |||
| Expected Short fall | (5.16) | |||
| Skewness | (0.25) | |||
| Kurtosis | 0.2976 |
Lumentum Holdings Backtested Returns
Lumentum Holdings is very steady given 3 months investment horizon. Lumentum Holdings has Sharpe Ratio of 0.3, which conveys that the firm had a 0.3 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.73% are justified by taking the suggested risk. Use Lumentum Holdings Risk Adjusted Performance of 0.2056, downside deviation of 6.21, and Mean Deviation of 4.66 to evaluate company specific risk that cannot be diversified away. Lumentum Holdings holds a performance score of 23 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 1.25, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Lumentum Holdings will likely underperform. Use Lumentum Holdings sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to analyze future returns on Lumentum Holdings.
Auto-correlation | 0.62 |
Good predictability
Lumentum Holdings has good predictability. Overlapping area represents the amount of predictability between Lumentum Holdings time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 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 Lumentum Holdings price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Lumentum Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 8475.43 |
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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.When determining whether Lumentum Holdings is a strong investment it is important to analyze Lumentum Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Lumentum Holdings' future performance. For an informed investment choice regarding Lumentum Stock, refer to the following important reports:Check out Lumentum Holdings Correlation, Lumentum Holdings Volatility and Lumentum Holdings Performance module to complement your research on Lumentum Holdings. For information on how to trade Lumentum Stock refer to our How to Trade Lumentum Stock guide.You can also try the AI Portfolio Prophet module to use AI to generate optimal portfolios and find profitable investment opportunities.
Lumentum Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.