Lords Grp (UK) Market Value
| LORD Stock | 36.20 0.30 0.82% |
| Symbol | Lords |
Lords Grp '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 Lords Grp'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 Lords Grp.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Lords Grp on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Lords Grp Trading or generate 0.0% return on investment in Lords Grp over 690 days. Lords Grp is related to or competes with Naked Wines, Lundin Mining, Taiwan Semiconductor, GreenX Metals, Bisichi Mining, Ryanair Holdings, and Wheaton Precious. Lords Grp is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Lords Grp 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 Lords Grp'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 Lords Grp Trading upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 18.08 | |||
| Value At Risk | (4.87) | |||
| Potential Upside | 2.7 |
Lords Grp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lords Grp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lords Grp's standard deviation. In reality, there are many statistical measures that can use Lords Grp historical prices to predict the future Lords Grp's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (0.77) | |||
| Treynor Ratio | (1.72) |
Lords Grp Trading Backtested Returns
Lords Grp Trading has Sharpe Ratio of -0.11, which conveys that the firm had a -0.11% return per unit of risk over the last 3 months. Lords Grp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lords Grp's Risk Adjusted Performance of (0.10), mean deviation of 1.58, and Standard Deviation of 2.61 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lords Grp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lords Grp is expected to be smaller as well. At this point, Lords Grp Trading has a negative expected return of -0.3%. Please make sure to verify Lords Grp's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Lords Grp Trading performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.75 |
Good predictability
Lords Grp Trading has good predictability. Overlapping area represents the amount of predictability between Lords Grp time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 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 Lords Grp Trading price movement. The serial correlation of 0.75 indicates that around 75.0% of current Lords Grp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 24.56 |
Lords Grp Trading lagged returns against current returns
Autocorrelation, which is Lords Grp 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 Lords Grp's stock expected returns. We can calculate the autocorrelation of Lords Grp returns to help us make a trade decision. For example, suppose you find that Lords Grp 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 |
Lords Grp 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 Lords Grp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lords Grp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lords Grp stock over time.
Current vs Lagged Prices |
| Timeline |
Lords Grp Lagged Returns
When evaluating Lords Grp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lords Grp stock have on its future price. Lords Grp 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, Lords Grp autocorrelation shows the relationship between Lords Grp stock current value and its past values and can show if there is a momentum factor associated with investing in Lords Grp Trading.
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 Lords Stock Analysis
When running Lords Grp's price analysis, check to measure Lords Grp'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 Lords Grp is operating at the current time. Most of Lords Grp's value examination focuses on studying past and present price action to predict the probability of Lords Grp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lords Grp's price. Additionally, you may evaluate how the addition of Lords Grp to your portfolios can decrease your overall portfolio volatility.