Larsen Toubro Limited Stock Market Value
| LTOUF Stock | USD 45.00 0.00 0.00% |
| Symbol | Larsen |
Larsen Toubro '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 Larsen Toubro's pink sheet 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 Larsen Toubro.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Larsen Toubro on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Larsen Toubro Limited or generate 0.0% return on investment in Larsen Toubro over 30 days. Larsen Toubro is related to or competes with Mitsubishi Electric, Thales SA, Thales SA, Vinci SA, VINCI SA, Daimler Truck, and Leonardo SpA. Larsen Toubro Limited engages in engineering, construction, and manufacturing operations worldwide More
Larsen Toubro 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 Larsen Toubro's pink sheet 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 Larsen Toubro Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0364 | |||
| Maximum Drawdown | 2.82 |
Larsen Toubro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Larsen Toubro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Larsen Toubro's standard deviation. In reality, there are many statistical measures that can use Larsen Toubro historical prices to predict the future Larsen Toubro's volatility.| Risk Adjusted Performance | 0.1452 | |||
| Jensen Alpha | 0.0871 | |||
| Total Risk Alpha | 0.0412 | |||
| Treynor Ratio | 1.23 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Larsen Toubro'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.
Larsen Toubro Limited Backtested Returns
At this point, Larsen Toubro is very steady. Larsen Toubro Limited has Sharpe Ratio of 0.21, which conveys that the firm had a 0.21 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Larsen Toubro, which you can use to evaluate the volatility of the firm. Please verify Larsen Toubro's Risk Adjusted Performance of 0.1452, standard deviation of 0.4812, and Mean Deviation of 0.1957 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. Larsen Toubro has a performance score of 16 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0757, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Larsen Toubro's returns are expected to increase less than the market. However, during the bear market, the loss of holding Larsen Toubro is expected to be smaller as well. Larsen Toubro Limited right now secures a risk of 0.48%. Please verify Larsen Toubro Limited treynor ratio and day median price , to decide if Larsen Toubro Limited will be following its current price movements.
Auto-correlation | 0.00 |
No correlation between past and present
Larsen Toubro Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Larsen Toubro time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Larsen Toubro Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current Larsen Toubro price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Larsen Toubro Limited lagged returns against current returns
Autocorrelation, which is Larsen Toubro pink sheet'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 Larsen Toubro's pink sheet expected returns. We can calculate the autocorrelation of Larsen Toubro returns to help us make a trade decision. For example, suppose you find that Larsen Toubro has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Larsen Toubro 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 Larsen Toubro pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Larsen Toubro pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Larsen Toubro pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Larsen Toubro Lagged Returns
When evaluating Larsen Toubro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Larsen Toubro pink sheet have on its future price. Larsen Toubro 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, Larsen Toubro autocorrelation shows the relationship between Larsen Toubro pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Larsen Toubro Limited.
Regressed Prices |
| Timeline |
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Other Information on Investing in Larsen Pink Sheet
Larsen Toubro financial ratios help investors to determine whether Larsen Pink Sheet 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 Larsen with respect to the benefits of owning Larsen Toubro security.