Luz Del (Peru) Market Value
| LUSURC1 Stock | 16.50 1.20 7.84% |
| Symbol | Luz |
Please note, there is a significant difference between Luz Del's value and its price as these two are different measures arrived at by different means. Investors typically determine if Luz Del is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Luz Del's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Luz Del '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 Luz Del'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 Luz Del.
| 06/02/2024 |
| 11/29/2024 |
If you would invest 0.00 in Luz Del on June 2, 2024 and sell it all today you would earn a total of 0.00 from holding Luz del Sur or generate 0.0% return on investment in Luz Del over 180 days. More
Luz Del 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 Luz Del'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 Luz del Sur upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 6.65 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.31 |
Luz Del Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Luz Del's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Luz Del's standard deviation. In reality, there are many statistical measures that can use Luz Del historical prices to predict the future Luz Del's volatility.| Risk Adjusted Performance | 0.0095 | |||
| Jensen Alpha | 0.0186 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0055 |
Luz del Sur Backtested Returns
At this point, Luz Del is very steady. Luz del Sur has Sharpe Ratio of 0.0778, which conveys that the firm had a 0.0778% return per unit of risk over the last 3 months. We have found thirty technical indicators for Luz Del, which you can use to evaluate the volatility of the firm. Please verify Luz Del's Downside Deviation of 2.35, risk adjusted performance of 0.0095, and Mean Deviation of 0.5288 to check out if the risk estimate we provide is consistent with the expected return of 0.0979%. Luz Del has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Luz Del are expected to decrease at a much lower rate. During the bear market, Luz Del is likely to outperform the market. Luz del Sur right now secures a risk of 1.26%. Please verify Luz del Sur treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day median price , to decide if Luz del Sur will be following its current price movements.
Auto-correlation | 0.34 |
Below average predictability
Luz del Sur has below average predictability. Overlapping area represents the amount of predictability between Luz Del time series from 2nd of June 2024 to 31st of August 2024 and 31st of August 2024 to 29th 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 Luz del Sur price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Luz Del price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Luz del Sur lagged returns against current returns
Autocorrelation, which is Luz Del 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 Luz Del's stock expected returns. We can calculate the autocorrelation of Luz Del returns to help us make a trade decision. For example, suppose you find that Luz Del 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 |
Luz Del 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 Luz Del stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Luz Del stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Luz Del stock over time.
Current vs Lagged Prices |
| Timeline |
Luz Del Lagged Returns
When evaluating Luz Del's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Luz Del stock have on its future price. Luz Del 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, Luz Del autocorrelation shows the relationship between Luz Del stock current value and its past values and can show if there is a momentum factor associated with investing in Luz del Sur.
Regressed Prices |
| Timeline |
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Luz Del financial ratios help investors to determine whether Luz 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 Luz with respect to the benefits of owning Luz Del security.