Lendlease (Australia) Market Value
| LLC Stock | 6.84 0.08 1.18% |
| Symbol | Lendlease |
Lendlease '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 Lendlease'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 Lendlease.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Lendlease on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Lendlease Group or generate 0.0% return on investment in Lendlease over 30 days. Lendlease is related to or competes with Auctus Alternative, Alternative Investment, Pinnacle Investment, REGAL ASIAN, Sandon Capital, and Regal Investment. Lendlease is entity of Australia. It is traded as Stock on AU exchange. More
Lendlease 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 Lendlease'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 Lendlease Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 5.94 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 1.9 |
Lendlease Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lendlease's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lendlease's standard deviation. In reality, there are many statistical measures that can use Lendlease historical prices to predict the future Lendlease's volatility.| Risk Adjusted Performance | 0.0142 | |||
| Jensen Alpha | 0.0357 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.03) |
Lendlease Group Backtested Returns
Currently, Lendlease Group is not too volatile. Lendlease Group has Sharpe Ratio of 0.0382, which conveys that the firm had a 0.0382% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lendlease, which you can use to evaluate the volatility of the firm. Please verify Lendlease's Mean Deviation of 0.9755, downside deviation of 1.45, and Risk Adjusted Performance of 0.0142 to check out if the risk estimate we provide is consistent with the expected return of 0.0492%. Lendlease has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lendlease are expected to decrease at a much lower rate. During the bear market, Lendlease is likely to outperform the market. Lendlease Group right now secures a risk of 1.29%. Please verify Lendlease Group jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Lendlease Group will be following its current price movements.
Auto-correlation | 0.19 |
Very weak predictability
Lendlease Group has very weak predictability. Overlapping area represents the amount of predictability between Lendlease time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Lendlease Group price movement. The serial correlation of 0.19 indicates that over 19.0% of current Lendlease price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Lendlease Group lagged returns against current returns
Autocorrelation, which is Lendlease 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 Lendlease's stock expected returns. We can calculate the autocorrelation of Lendlease returns to help us make a trade decision. For example, suppose you find that Lendlease 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 |
Lendlease 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 Lendlease stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lendlease stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lendlease stock over time.
Current vs Lagged Prices |
| Timeline |
Lendlease Lagged Returns
When evaluating Lendlease's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lendlease stock have on its future price. Lendlease 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, Lendlease autocorrelation shows the relationship between Lendlease stock current value and its past values and can show if there is a momentum factor associated with investing in Lendlease Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Lendlease Stock Analysis
When running Lendlease's price analysis, check to measure Lendlease'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 Lendlease is operating at the current time. Most of Lendlease's value examination focuses on studying past and present price action to predict the probability of Lendlease's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lendlease's price. Additionally, you may evaluate how the addition of Lendlease to your portfolios can decrease your overall portfolio volatility.