LFM Properties (Philippines) Market Value
| LPC Stock | 0.06 0 6.67% |
| Symbol | LFM |
Please note, there is a significant difference between LFM Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if LFM Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, LFM Properties' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
LFM Properties '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 LFM Properties' 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 LFM Properties.
| 12/04/2022 |
| 11/23/2024 |
If you would invest 0.00 in LFM Properties on December 4, 2022 and sell it all today you would earn a total of 0.00 from holding LFM Properties Corp or generate 0.0% return on investment in LFM Properties over 720 days. LFM Properties is related to or competes with Concepcion Industrial, Converge Information, Transpacific Broadband, Pacificonline Systems, Allhome Corp, Premiere Entertainment, and Apex Mining. More
LFM Properties 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 LFM Properties' 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 LFM Properties Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.65 | |||
| Information Ratio | 0.0224 | |||
| Maximum Drawdown | 70.76 | |||
| Value At Risk | (19.70) | |||
| Potential Upside | 20.0 |
LFM Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LFM Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LFM Properties' standard deviation. In reality, there are many statistical measures that can use LFM Properties historical prices to predict the future LFM Properties' volatility.| Risk Adjusted Performance | 0.0349 | |||
| Jensen Alpha | 0.0594 | |||
| Total Risk Alpha | (1.50) | |||
| Sortino Ratio | 0.023 | |||
| Treynor Ratio | 0.1425 |
LFM Properties Corp Backtested Returns
LFM Properties appears to be out of control, given 3 months investment horizon. LFM Properties Corp has Sharpe Ratio of 0.0497, which conveys that the firm had a 0.0497% return per unit of volatility over the last 3 months. We have found thirty technical indicators for LFM Properties, which you can use to evaluate the volatility of the firm. Please exercise LFM Properties' risk adjusted performance of 0.0349, and Mean Deviation of 8.11 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LFM Properties holds a performance score of 3. The company secures a Beta (Market Risk) of 2.73, 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, LFM Properties will likely underperform. Please check LFM Properties' total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether LFM Properties' current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
LFM Properties Corp has no correlation between past and present. Overlapping area represents the amount of predictability between LFM Properties time series from 4th of December 2022 to 29th of November 2023 and 29th of November 2023 to 23rd 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 LFM Properties Corp price movement. The serial correlation of 0.0 indicates that just 0.0% of current LFM Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
LFM Properties Corp lagged returns against current returns
Autocorrelation, which is LFM Properties 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 LFM Properties' stock expected returns. We can calculate the autocorrelation of LFM Properties returns to help us make a trade decision. For example, suppose you find that LFM Properties 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 |
LFM Properties 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 LFM Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LFM Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LFM Properties stock over time.
Current vs Lagged Prices |
| Timeline |
LFM Properties Lagged Returns
When evaluating LFM Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LFM Properties stock have on its future price. LFM Properties 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, LFM Properties autocorrelation shows the relationship between LFM Properties stock current value and its past values and can show if there is a momentum factor associated with investing in LFM Properties Corp.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in LFM Stock
LFM Properties financial ratios help investors to determine whether LFM 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 LFM with respect to the benefits of owning LFM Properties security.