Learning Technologies (UK) Market Value
LTG Stock | 97.10 0.20 0.21% |
Symbol | Learning |
Learning Technologies '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 Learning Technologies' 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 Learning Technologies.
12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in Learning Technologies on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding Learning Technologies Group or generate 0.0% return on investment in Learning Technologies over 30 days. Learning Technologies is related to or competes with Canadian General, Smithson Investment, Fidelity National, Seraphim Space, EJF Investments, Capital Drilling, and Ecofin Global. Learning Technologies is entity of United Kingdom More
Learning Technologies 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 Learning Technologies' 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 Learning Technologies Group upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.06 | |||
Information Ratio | 0.0318 | |||
Maximum Drawdown | 9.1 | |||
Value At Risk | (1.96) | |||
Potential Upside | 1.87 |
Learning Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Learning Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Learning Technologies' standard deviation. In reality, there are many statistical measures that can use Learning Technologies historical prices to predict the future Learning Technologies' volatility.Risk Adjusted Performance | 0.0532 | |||
Jensen Alpha | 0.0691 | |||
Total Risk Alpha | 0.0277 | |||
Sortino Ratio | 0.0393 | |||
Treynor Ratio | (0.78) |
Learning Technologies Backtested Returns
At this point, Learning Technologies is very steady. Learning Technologies has Sharpe Ratio of 0.0734, which conveys that the firm had a 0.0734 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Learning Technologies, which you can use to evaluate the volatility of the firm. Please verify Learning Technologies' Risk Adjusted Performance of 0.0532, mean deviation of 0.792, and Downside Deviation of 1.06 to check out if the risk estimate we provide is consistent with the expected return of 0.0947%. Learning Technologies has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0856, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Learning Technologies are expected to decrease at a much lower rate. During the bear market, Learning Technologies is likely to outperform the market. Learning Technologies right now secures a risk of 1.29%. Please verify Learning Technologies Group jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to decide if Learning Technologies Group will be following its current price movements.
Auto-correlation | 0.21 |
Weak predictability
Learning Technologies Group has weak predictability. Overlapping area represents the amount of predictability between Learning Technologies time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Learning Technologies price movement. The serial correlation of 0.21 indicates that over 21.0% of current Learning Technologies price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.21 | |
Spearman Rank Test | -0.23 | |
Residual Average | 0.0 | |
Price Variance | 0.47 |
Learning Technologies lagged returns against current returns
Autocorrelation, which is Learning Technologies 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 Learning Technologies' stock expected returns. We can calculate the autocorrelation of Learning Technologies returns to help us make a trade decision. For example, suppose you find that Learning Technologies 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 |
Learning Technologies 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 Learning Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Learning Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Learning Technologies stock over time.
Current vs Lagged Prices |
Timeline |
Learning Technologies Lagged Returns
When evaluating Learning Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Learning Technologies stock have on its future price. Learning Technologies 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, Learning Technologies autocorrelation shows the relationship between Learning Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Learning Technologies Group.
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.Other Information on Investing in Learning Stock
Learning Technologies financial ratios help investors to determine whether Learning 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 Learning with respect to the benefits of owning Learning Technologies security.