Lpl Financial Holdings Stock Market Value
| LPLA Stock | USD 325.12 1.73 0.53% |
| Symbol | LPL |
LPL Financial Holdings Price To Book Ratio
Is Investment Banking & Brokerage space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of LPL Financial. If investors know LPL will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about LPL Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.165 | Dividend Share 1.2 | Earnings Share 13.34 | Revenue Per Share 153.926 | Quarterly Revenue Growth 0.232 |
The market value of LPL Financial Holdings is measured differently than its book value, which is the value of LPL that is recorded on the company's balance sheet. Investors also form their own opinion of LPL Financial's value that differs from its market value or its book value, called intrinsic value, which is LPL Financial's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because LPL Financial's market value can be influenced by many factors that don't directly affect LPL Financial's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between LPL Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if LPL Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, LPL Financial's 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.
LPL Financial '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 LPL Financial'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 LPL Financial.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in LPL Financial on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding LPL Financial Holdings or generate 0.0% return on investment in LPL Financial over 30 days. LPL Financial is related to or competes with Tradeweb Markets, Raymond James, PJT Partners, Moelis, Stifel Financial, MarketAxess Holdings, and Piper Sandler. LPL Financial Holdings Inc., together with its subsidiaries, provides an integrated platform of brokerage and investment... More
LPL Financial 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 LPL Financial'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 LPL Financial Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.2295 | |||
| Maximum Drawdown | 12.79 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 3.76 |
LPL Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LPL Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LPL Financial's standard deviation. In reality, there are many statistical measures that can use LPL Financial historical prices to predict the future LPL Financial's volatility.| Risk Adjusted Performance | 0.2286 | |||
| Jensen Alpha | 0.4284 | |||
| Total Risk Alpha | 0.2775 | |||
| Sortino Ratio | 0.395 | |||
| Treynor Ratio | 0.3904 |
LPL Financial Holdings Backtested Returns
LPL Financial appears to be very steady, given 3 months investment horizon. LPL Financial Holdings has Sharpe Ratio of 0.29, which conveys that the firm had a 0.29% return per unit of volatility over the last 3 months. By inspecting LPL Financial's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please exercise LPL Financial's mean deviation of 1.41, and Risk Adjusted Performance of 0.2286 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LPL Financial holds a performance score of 23. The company secures a Beta (Market Risk) of 1.59, 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, LPL Financial will likely underperform. Please check LPL Financial's 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 LPL Financial's current price movements will revert.
Auto-correlation | 0.78 |
Good predictability
LPL Financial Holdings has good predictability. Overlapping area represents the amount of predictability between LPL Financial 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 LPL Financial Holdings price movement. The serial correlation of 0.78 indicates that around 78.0% of current LPL Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 20.17 |
LPL Financial Holdings lagged returns against current returns
Autocorrelation, which is LPL Financial 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 LPL Financial's stock expected returns. We can calculate the autocorrelation of LPL Financial returns to help us make a trade decision. For example, suppose you find that LPL Financial 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 |
LPL Financial 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 LPL Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LPL Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LPL Financial stock over time.
Current vs Lagged Prices |
| Timeline |
LPL Financial Lagged Returns
When evaluating LPL Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LPL Financial stock have on its future price. LPL Financial 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, LPL Financial autocorrelation shows the relationship between LPL Financial stock current value and its past values and can show if there is a momentum factor associated with investing in LPL Financial Holdings.
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.When determining whether LPL Financial Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of LPL Financial's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Lpl Financial Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Lpl Financial Holdings Stock:Check out LPL Financial Correlation, LPL Financial Volatility and LPL Financial Alpha and Beta module to complement your research on LPL Financial. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
LPL Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.