Lend Lease Group Stock Market Value
| LLESY Stock | USD 4.39 0.29 6.20% |
| Symbol | Lend |
Lend Lease '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 Lend Lease'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 Lend Lease.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Lend Lease on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Lend Lease Group or generate 0.0% return on investment in Lend Lease over 30 days. Lend Lease is related to or competes with Sun Hung, Hang Lung, Swire Pacific, and Sino Land. Lendlease Group operates as an integrated real estate and investment company in Australia, Asia, Europe, and the America... More
Lend Lease 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 Lend Lease'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 Lend Lease Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.23 | |||
| Information Ratio | 0.0396 | |||
| Maximum Drawdown | 17.58 | |||
| Value At Risk | (3.44) | |||
| Potential Upside | 4.79 |
Lend Lease Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lend Lease's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lend Lease's standard deviation. In reality, there are many statistical measures that can use Lend Lease historical prices to predict the future Lend Lease's volatility.| Risk Adjusted Performance | 0.0797 | |||
| Jensen Alpha | 0.142 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.022 | |||
| Treynor Ratio | 0.3597 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lend Lease'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.
Lend Lease Group Backtested Returns
Lend Lease Group has Sharpe Ratio of -0.0077, which conveys that the firm had a -0.0077% return per unit of risk over the last 3 months. Lend Lease exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lend Lease's Mean Deviation of 1.22, risk adjusted performance of 0.0797, and Downside Deviation of 4.23 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.59, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lend Lease's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lend Lease is expected to be smaller as well. At this point, Lend Lease Group has a negative expected return of -0.0182%. Please make sure to verify Lend Lease's value at risk, as well as the relationship between the kurtosis and price action indicator , to decide if Lend Lease Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.54 |
Good reverse predictability
Lend Lease Group has good reverse predictability. Overlapping area represents the amount of predictability between Lend Lease 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 Lend Lease Group price movement. The serial correlation of -0.54 indicates that about 54.0% of current Lend Lease price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lend Lease Group lagged returns against current returns
Autocorrelation, which is Lend Lease 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 Lend Lease's pink sheet expected returns. We can calculate the autocorrelation of Lend Lease returns to help us make a trade decision. For example, suppose you find that Lend Lease 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 |
Lend Lease 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 Lend Lease pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lend Lease pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lend Lease pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lend Lease Lagged Returns
When evaluating Lend Lease's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lend Lease pink sheet have on its future price. Lend Lease 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, Lend Lease autocorrelation shows the relationship between Lend Lease pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lend Lease Group.
Regressed Prices |
| Timeline |
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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.Additional Tools for Lend Pink Sheet Analysis
When running Lend Lease's price analysis, check to measure Lend Lease'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 Lend Lease is operating at the current time. Most of Lend Lease's value examination focuses on studying past and present price action to predict the probability of Lend Lease's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lend Lease's price. Additionally, you may evaluate how the addition of Lend Lease to your portfolios can decrease your overall portfolio volatility.