Laurent Perrier (France) Market Value
| LPE Stock | EUR 100.00 0.40 0.40% |
| Symbol | Laurent |
Laurent Perrier '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 Laurent Perrier'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 Laurent Perrier.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Laurent Perrier on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Laurent Perrier or generate 0.0% return on investment in Laurent Perrier over 30 days. Laurent Perrier is related to or competes with Remy Cointreau, Vranken Pommery, Interparfums, Guerbet S, and Societe LDC. Laurent-Perrier S.A. produces and sells champagnes and wines in France More
Laurent Perrier 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 Laurent Perrier'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 Laurent Perrier upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.31) | |||
| Maximum Drawdown | 7.55 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.5 |
Laurent Perrier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Laurent Perrier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Laurent Perrier's standard deviation. In reality, there are many statistical measures that can use Laurent Perrier historical prices to predict the future Laurent Perrier's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (2.74) |
Laurent Perrier Backtested Returns
Laurent Perrier has Sharpe Ratio of -0.17, which conveys that the firm had a -0.17% return per unit of risk over the last 3 months. Laurent Perrier exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Laurent Perrier's Standard Deviation of 1.11, risk adjusted performance of (0.15), and Mean Deviation of 0.7505 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0831, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Laurent Perrier's returns are expected to increase less than the market. However, during the bear market, the loss of holding Laurent Perrier is expected to be smaller as well. At this point, Laurent Perrier has a negative expected return of -0.19%. Please make sure to verify Laurent Perrier's daily balance of power, and the relationship between the skewness and day typical price , to decide if Laurent Perrier performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.56 |
Good reverse predictability
Laurent Perrier has good reverse predictability. Overlapping area represents the amount of predictability between Laurent Perrier time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 Laurent Perrier price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Laurent Perrier price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
Laurent Perrier lagged returns against current returns
Autocorrelation, which is Laurent Perrier 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 Laurent Perrier's stock expected returns. We can calculate the autocorrelation of Laurent Perrier returns to help us make a trade decision. For example, suppose you find that Laurent Perrier 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 |
Laurent Perrier 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 Laurent Perrier stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Laurent Perrier stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Laurent Perrier stock over time.
Current vs Lagged Prices |
| Timeline |
Laurent Perrier Lagged Returns
When evaluating Laurent Perrier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Laurent Perrier stock have on its future price. Laurent Perrier 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, Laurent Perrier autocorrelation shows the relationship between Laurent Perrier stock current value and its past values and can show if there is a momentum factor associated with investing in Laurent Perrier.
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.Other Information on Investing in Laurent Stock
Laurent Perrier financial ratios help investors to determine whether Laurent 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 Laurent with respect to the benefits of owning Laurent Perrier security.