Lavide Holding (Netherlands) Market Value
| LVIDE Stock | EUR 0.36 0.01 2.70% |
| Symbol | Lavide |
Lavide Holding '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 Lavide Holding'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 Lavide Holding.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Lavide Holding on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Lavide Holding NV or generate 0.0% return on investment in Lavide Holding over 270 days. Lavide Holding is related to or competes with AMG Advanced, SBM Offshore, Vastned Retail, BE Semiconductor, Reinet Investments, Flow Traders, and Tetragon Financial. Previously, it was engaged in the provision of integrated information technology solutions for medium to large-sized com... More
Lavide Holding 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 Lavide Holding'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 Lavide Holding NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.79 | |||
| Information Ratio | 0.0973 | |||
| Maximum Drawdown | 48.01 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 8.57 |
Lavide Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lavide Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lavide Holding's standard deviation. In reality, there are many statistical measures that can use Lavide Holding historical prices to predict the future Lavide Holding's volatility.| Risk Adjusted Performance | 0.097 | |||
| Jensen Alpha | 0.5708 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | 0.1256 | |||
| Treynor Ratio | 0.3692 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lavide Holding'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.
Lavide Holding NV Backtested Returns
Lavide Holding appears to be out of control, given 3 months investment horizon. Lavide Holding NV has Sharpe Ratio of 0.0994, which conveys that the firm had a 0.0994% return per unit of risk over the last 3 months. By analyzing Lavide Holding's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please exercise Lavide Holding's Downside Deviation of 5.79, mean deviation of 4.16, and Risk Adjusted Performance of 0.097 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lavide Holding holds a performance score of 7. The company secures a Beta (Market Risk) of 2.3, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Lavide Holding will likely underperform. Please check Lavide Holding's value at risk, kurtosis, market facilitation index, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Lavide Holding's current price movements will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Lavide Holding NV has weak reverse predictability. Overlapping area represents the amount of predictability between Lavide Holding time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th 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 Lavide Holding NV price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Lavide Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lavide Holding NV lagged returns against current returns
Autocorrelation, which is Lavide Holding 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 Lavide Holding's stock expected returns. We can calculate the autocorrelation of Lavide Holding returns to help us make a trade decision. For example, suppose you find that Lavide Holding 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 |
Lavide Holding 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 Lavide Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lavide Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lavide Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Lavide Holding Lagged Returns
When evaluating Lavide Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lavide Holding stock have on its future price. Lavide Holding 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, Lavide Holding autocorrelation shows the relationship between Lavide Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Lavide Holding NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Lavide Stock
Lavide Holding financial ratios help investors to determine whether Lavide 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 Lavide with respect to the benefits of owning Lavide Holding security.