Ladenburg Thalmann Financial Stock Market Value
| LTSF Stock | USD 24.75 1.20 5.10% |
| Symbol | Ladenburg |
Ladenburg Thalmann '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 Ladenburg Thalmann'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 Ladenburg Thalmann.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Ladenburg Thalmann on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Ladenburg Thalmann Financial or generate 0.0% return on investment in Ladenburg Thalmann over 30 days. Ladenburg Thalmann is related to or competes with Jyske Bank, Bank Of, Tikehau Capital, EFG International, and Eurazeo SE. Ladenburg Thalmann Financial Services Inc More
Ladenburg Thalmann 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 Ladenburg Thalmann'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 Ladenburg Thalmann Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.55 | |||
| Information Ratio | 0.0467 | |||
| Maximum Drawdown | 14.99 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 2.71 |
Ladenburg Thalmann Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ladenburg Thalmann's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ladenburg Thalmann's standard deviation. In reality, there are many statistical measures that can use Ladenburg Thalmann historical prices to predict the future Ladenburg Thalmann's volatility.| Risk Adjusted Performance | 0.0701 | |||
| Jensen Alpha | 0.1514 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0326 | |||
| Treynor Ratio | 0.3479 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ladenburg Thalmann'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.
Ladenburg Thalmann Backtested Returns
Ladenburg Thalmann appears to be very steady, given 3 months investment horizon. Ladenburg Thalmann has Sharpe Ratio of 0.0848, which conveys that the firm had a 0.0848 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ladenburg Thalmann, which you can use to evaluate the volatility of the firm. Please exercise Ladenburg Thalmann's Mean Deviation of 0.9953, downside deviation of 3.55, and Risk Adjusted Performance of 0.0701 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ladenburg Thalmann holds a performance score of 6. The company secures a Beta (Market Risk) of 0.57, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Ladenburg Thalmann's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ladenburg Thalmann is expected to be smaller as well. Please check Ladenburg Thalmann's value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether Ladenburg Thalmann's current price movements will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
Ladenburg Thalmann Financial has weak reverse predictability. Overlapping area represents the amount of predictability between Ladenburg Thalmann time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Ladenburg Thalmann price movement. The serial correlation of -0.24 indicates that over 24.0% of current Ladenburg Thalmann price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
Ladenburg Thalmann lagged returns against current returns
Autocorrelation, which is Ladenburg Thalmann 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 Ladenburg Thalmann's pink sheet expected returns. We can calculate the autocorrelation of Ladenburg Thalmann returns to help us make a trade decision. For example, suppose you find that Ladenburg Thalmann 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 |
Ladenburg Thalmann 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 Ladenburg Thalmann pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ladenburg Thalmann pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ladenburg Thalmann pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ladenburg Thalmann Lagged Returns
When evaluating Ladenburg Thalmann's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ladenburg Thalmann pink sheet have on its future price. Ladenburg Thalmann 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, Ladenburg Thalmann autocorrelation shows the relationship between Ladenburg Thalmann pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ladenburg Thalmann Financial.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Ladenburg Pink Sheet
Ladenburg Thalmann financial ratios help investors to determine whether Ladenburg 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 Ladenburg with respect to the benefits of owning Ladenburg Thalmann security.