Luna Innovations Incorporated Stock Market Value
| LUNA Stock | USD 1.15 0.05 4.17% |
| Symbol | Luna |
Luna Innovations '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 Luna Innovations' 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 Luna Innovations.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Luna Innovations on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Luna Innovations Incorporated or generate 0.0% return on investment in Luna Innovations over 30 days. Luna Innovations is related to or competes with Acorn Energy, Westell Technologies, Sarine Technologies, NTG Clarity, Victory Square, ILearningEngines, and Minehub Technologies. Luna Innovations Incorporated develops, manufactures, and markets fiber optic test, measurement, and control products wo... More
Luna Innovations 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 Luna Innovations' 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 Luna Innovations Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.63 | |||
| Information Ratio | 0.0363 | |||
| Maximum Drawdown | 47.62 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 18.18 |
Luna Innovations Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Luna Innovations' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Luna Innovations' standard deviation. In reality, there are many statistical measures that can use Luna Innovations historical prices to predict the future Luna Innovations' volatility.| Risk Adjusted Performance | 0.0429 | |||
| Jensen Alpha | 0.3516 | |||
| Total Risk Alpha | (0.86) | |||
| Sortino Ratio | 0.0306 | |||
| Treynor Ratio | 0.5764 |
Luna Innovations Backtested Returns
Luna Innovations appears to be abnormally volatile, given 3 months investment horizon. Luna Innovations has Sharpe Ratio of 0.0222, which conveys that the firm had a 0.0222 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Luna Innovations, which you can use to evaluate the volatility of the firm. Please exercise Luna Innovations' Downside Deviation of 10.63, mean deviation of 5.23, and Risk Adjusted Performance of 0.0429 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Luna Innovations holds a performance score of 1. The company secures a Beta (Market Risk) of 0.74, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Luna Innovations' returns are expected to increase less than the market. However, during the bear market, the loss of holding Luna Innovations is expected to be smaller as well. Please check Luna Innovations' kurtosis, day median price, as well as the relationship between the downside variance and treynor ratio , to make a quick decision on whether Luna Innovations' current price movements will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Luna Innovations Incorporated has very weak reverse predictability. Overlapping area represents the amount of predictability between Luna Innovations time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Luna Innovations price movement. The serial correlation of -0.01 indicates that just 1.0% of current Luna Innovations price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Luna Innovations lagged returns against current returns
Autocorrelation, which is Luna Innovations 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 Luna Innovations' pink sheet expected returns. We can calculate the autocorrelation of Luna Innovations returns to help us make a trade decision. For example, suppose you find that Luna Innovations 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 |
Luna Innovations 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 Luna Innovations pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Luna Innovations pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Luna Innovations pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Luna Innovations Lagged Returns
When evaluating Luna Innovations' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Luna Innovations pink sheet have on its future price. Luna Innovations 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, Luna Innovations autocorrelation shows the relationship between Luna Innovations pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Luna Innovations Incorporated.
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 Luna Pink Sheet
Luna Innovations financial ratios help investors to determine whether Luna 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 Luna with respect to the benefits of owning Luna Innovations security.