Loews Corp (Germany) Market Value
| LTR Stock | EUR 80.00 0.50 0.63% |
| Symbol | Loews |
Loews Corp '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 Loews Corp'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 Loews Corp.
| 05/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in Loews Corp on May 27, 2024 and sell it all today you would earn a total of 0.00 from holding Loews Corp or generate 0.0% return on investment in Loews Corp over 180 days. Loews Corp is related to or competes with W R, and Hanover Insurance. Loews Corporation provides commercial property and casualty insurance in the United States and internationally More
Loews Corp 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 Loews Corp'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 Loews Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | 0.049 | |||
| Maximum Drawdown | 7.05 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 2.13 |
Loews Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Loews Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Loews Corp's standard deviation. In reality, there are many statistical measures that can use Loews Corp historical prices to predict the future Loews Corp's volatility.| Risk Adjusted Performance | 0.1112 | |||
| Jensen Alpha | 0.254 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0472 | |||
| Treynor Ratio | (0.37) |
Loews Corp Backtested Returns
At this point, Loews Corp is very steady. Loews Corp has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Loews Corp, which you can use to evaluate the volatility of the firm. Please verify Loews Corp's Risk Adjusted Performance of 0.1112, downside deviation of 1.51, and Mean Deviation of 1.02 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. Loews Corp has a performance score of 9 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Loews Corp are expected to decrease at a much lower rate. During the bear market, Loews Corp is likely to outperform the market. Loews Corp right now secures a risk of 1.46%. Please verify Loews Corp downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to decide if Loews Corp will be following its current price movements.
Auto-correlation | 0.33 |
Below average predictability
Loews Corp has below average predictability. Overlapping area represents the amount of predictability between Loews Corp time series from 27th of May 2024 to 25th of August 2024 and 25th of August 2024 to 23rd 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 Loews Corp price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Loews Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 8.31 |
Loews Corp lagged returns against current returns
Autocorrelation, which is Loews Corp 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 Loews Corp's stock expected returns. We can calculate the autocorrelation of Loews Corp returns to help us make a trade decision. For example, suppose you find that Loews Corp 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 |
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Loews Corp 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 Loews Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Loews Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Loews Corp stock over time.
Current vs Lagged Prices |
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Loews Corp Lagged Returns
When evaluating Loews Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Loews Corp stock have on its future price. Loews Corp 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, Loews Corp autocorrelation shows the relationship between Loews Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Loews Corp.
Regressed Prices |
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Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Loews Stock
When determining whether Loews Corp is a strong investment it is important to analyze Loews Corp's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Loews Corp's future performance. For an informed investment choice regarding Loews Stock, refer to the following important reports:Check out Loews Corp Correlation, Loews Corp Volatility and Loews Corp Alpha and Beta module to complement your research on Loews Corp. For more detail on how to invest in Loews Stock please use our How to Invest in Loews Corp guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Loews Corp technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.