LSL Property (UK) Market Value
| LSL Stock | 280.00 1.00 0.36% |
| Symbol | LSL |
LSL Property '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 LSL Property'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 LSL Property.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in LSL Property on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding LSL Property Services or generate 0.0% return on investment in LSL Property over 360 days. LSL Property is related to or competes with Spire Healthcare, Planet Fitness, Abingdon Health, Bisichi Mining, Target Healthcare, Naturhouse Health, and Worldwide Healthcare. LSL Property is entity of United Kingdom More
LSL Property 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 LSL Property'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 LSL Property Services upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 6.38 | |||
| Value At Risk | (2.76) | |||
| Potential Upside | 1.49 |
LSL Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LSL Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LSL Property's standard deviation. In reality, there are many statistical measures that can use LSL Property historical prices to predict the future LSL Property's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 0.7863 |
LSL Property Services Backtested Returns
LSL Property Services has Sharpe Ratio of -0.22, which conveys that the firm had a -0.22% return per unit of volatility over the last 3 months. LSL Property exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LSL Property's risk adjusted performance of (0.16), and Mean Deviation of 0.9416 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning LSL Property are expected to decrease at a much lower rate. During the bear market, LSL Property is likely to outperform the market. At this point, LSL Property Services has a negative expected return of -0.27%. Please make sure to verify LSL Property's skewness, rate of daily change, and the relationship between the value at risk and accumulation distribution , to decide if LSL Property Services performance from the past will be repeated at future time.
Auto-correlation | -0.53 |
Good reverse predictability
LSL Property Services has good reverse predictability. Overlapping area represents the amount of predictability between LSL Property time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th 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 LSL Property Services price movement. The serial correlation of -0.53 indicates that about 53.0% of current LSL Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 280.95 |
LSL Property Services lagged returns against current returns
Autocorrelation, which is LSL Property 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 LSL Property's stock expected returns. We can calculate the autocorrelation of LSL Property returns to help us make a trade decision. For example, suppose you find that LSL Property 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 |
LSL Property 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 LSL Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LSL Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LSL Property stock over time.
Current vs Lagged Prices |
| Timeline |
LSL Property Lagged Returns
When evaluating LSL Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LSL Property stock have on its future price. LSL Property 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, LSL Property autocorrelation shows the relationship between LSL Property stock current value and its past values and can show if there is a momentum factor associated with investing in LSL Property Services.
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 LSL Stock
LSL Property financial ratios help investors to determine whether LSL 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 LSL with respect to the benefits of owning LSL Property security.