LONDON STEXUNSPADRS1/2 (Germany) Market Value
| LS4D Stock | EUR 25.40 0.20 0.78% |
| Symbol | LONDON |
LONDON STEXUNSPADRS1/2 '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 LONDON STEXUNSPADRS1/2'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 LONDON STEXUNSPADRS1/2.
| 07/23/2025 |
| 01/19/2026 |
If you would invest 0.00 in LONDON STEXUNSPADRS1/2 on July 23, 2025 and sell it all today you would earn a total of 0.00 from holding LONDON STEXUNSPADRS12 or generate 0.0% return on investment in LONDON STEXUNSPADRS1/2 over 180 days. LONDON STEXUNSPADRS1/2 is related to or competes with Deutsche Börse, Cboe Global, ASX, JAPAN EX, and SINGAPORE EXUNSPADR/15. London Stock Exchange Group plc engages in market infrastructure business primarily in the United Kingdom, the United St... More
LONDON STEXUNSPADRS1/2 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 LONDON STEXUNSPADRS1/2'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 LONDON STEXUNSPADRS12 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.86 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 4.54 |
LONDON STEXUNSPADRS1/2 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LONDON STEXUNSPADRS1/2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LONDON STEXUNSPADRS1/2's standard deviation. In reality, there are many statistical measures that can use LONDON STEXUNSPADRS1/2 historical prices to predict the future LONDON STEXUNSPADRS1/2's volatility.| Risk Adjusted Performance | 0.0336 | |||
| Jensen Alpha | 0.0549 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.3556 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LONDON STEXUNSPADRS1/2'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.
LONDON STEXUNSPADRS1/2 Backtested Returns
At this point, LONDON STEXUNSPADRS1/2 is very steady. LONDON STEXUNSPADRS1/2 has Sharpe Ratio of 0.0415, which conveys that the firm had a 0.0415 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for LONDON STEXUNSPADRS1/2, which you can use to evaluate the volatility of the firm. Please verify LONDON STEXUNSPADRS1/2's mean deviation of 1.6, and Risk Adjusted Performance of 0.0336 to check out if the risk estimate we provide is consistent with the expected return of 0.0894%. LONDON STEXUNSPADRS1/2 has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LONDON STEXUNSPADRS1/2's returns are expected to increase less than the market. However, during the bear market, the loss of holding LONDON STEXUNSPADRS1/2 is expected to be smaller as well. LONDON STEXUNSPADRS1/2 currently secures a risk of 2.15%. Please verify LONDON STEXUNSPADRS12 jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if LONDON STEXUNSPADRS12 will be following its current price movements.
Auto-correlation | 0.35 |
Below average predictability
LONDON STEXUNSPADRS12 has below average predictability. Overlapping area represents the amount of predictability between LONDON STEXUNSPADRS1/2 time series from 23rd of July 2025 to 21st of October 2025 and 21st of October 2025 to 19th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LONDON STEXUNSPADRS1/2 price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current LONDON STEXUNSPADRS1/2 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 1.19 |
LONDON STEXUNSPADRS1/2 lagged returns against current returns
Autocorrelation, which is LONDON STEXUNSPADRS1/2 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 LONDON STEXUNSPADRS1/2's stock expected returns. We can calculate the autocorrelation of LONDON STEXUNSPADRS1/2 returns to help us make a trade decision. For example, suppose you find that LONDON STEXUNSPADRS1/2 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 |
LONDON STEXUNSPADRS1/2 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 LONDON STEXUNSPADRS1/2 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LONDON STEXUNSPADRS1/2 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LONDON STEXUNSPADRS1/2 stock over time.
Current vs Lagged Prices |
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LONDON STEXUNSPADRS1/2 Lagged Returns
When evaluating LONDON STEXUNSPADRS1/2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LONDON STEXUNSPADRS1/2 stock have on its future price. LONDON STEXUNSPADRS1/2 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, LONDON STEXUNSPADRS1/2 autocorrelation shows the relationship between LONDON STEXUNSPADRS1/2 stock current value and its past values and can show if there is a momentum factor associated with investing in LONDON STEXUNSPADRS12.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in LONDON Stock
LONDON STEXUNSPADRS1/2 financial ratios help investors to determine whether LONDON 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 LONDON with respect to the benefits of owning LONDON STEXUNSPADRS1/2 security.