Laurentian Bank (Germany) Market Value
| LT7 Stock | EUR 24.60 0.60 2.50% |
| Symbol | Laurentian |
Laurentian Bank '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 Laurentian Bank'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 Laurentian Bank.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Laurentian Bank on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Laurentian Bank of or generate 0.0% return on investment in Laurentian Bank over 30 days. Laurentian Bank is related to or competes with Materialise, SANOK RUBBER, Rayonier Advanced, Ultra Clean, Data#3, TERADATA, and INFORMATION SVC. Laurentian Bank of Canada, together with its subsidiaries, provides banking services to individuals, small and medium-si... More
Laurentian Bank 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 Laurentian Bank'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 Laurentian Bank of upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.49 | |||
| Information Ratio | 0.1179 | |||
| Maximum Drawdown | 25.71 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 3.28 |
Laurentian Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Laurentian Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Laurentian Bank's standard deviation. In reality, there are many statistical measures that can use Laurentian Bank historical prices to predict the future Laurentian Bank's volatility.| Risk Adjusted Performance | 0.1181 | |||
| Jensen Alpha | 0.4444 | |||
| Total Risk Alpha | 0.0902 | |||
| Sortino Ratio | 0.15 | |||
| Treynor Ratio | 2.43 |
Laurentian Bank Backtested Returns
Laurentian Bank appears to be not too volatile, given 3 months investment horizon. Laurentian Bank has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Laurentian Bank, which you can use to evaluate the volatility of the firm. Please exercise Laurentian Bank's Downside Deviation of 2.49, mean deviation of 1.62, and Risk Adjusted Performance of 0.1181 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Laurentian Bank holds a performance score of 11. The company secures a Beta (Market Risk) of 0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Laurentian Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Laurentian Bank is expected to be smaller as well. Please check Laurentian Bank's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Laurentian Bank's current price movements will revert.
Auto-correlation | -0.62 |
Very good reverse predictability
Laurentian Bank of has very good reverse predictability. Overlapping area represents the amount of predictability between Laurentian Bank time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 Laurentian Bank price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Laurentian Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Laurentian Bank lagged returns against current returns
Autocorrelation, which is Laurentian Bank 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 Laurentian Bank's stock expected returns. We can calculate the autocorrelation of Laurentian Bank returns to help us make a trade decision. For example, suppose you find that Laurentian Bank 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 |
Laurentian Bank 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 Laurentian Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Laurentian Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Laurentian Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Laurentian Bank Lagged Returns
When evaluating Laurentian Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Laurentian Bank stock have on its future price. Laurentian Bank 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, Laurentian Bank autocorrelation shows the relationship between Laurentian Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Laurentian Bank of.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Laurentian Stock
Laurentian Bank financial ratios help investors to determine whether Laurentian 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 Laurentian with respect to the benefits of owning Laurentian Bank security.