Lavoro Limited Class Stock Market Value
| LVRO Stock | 5.01 0.08 1.57% |
| Symbol | Lavoro |
Lavoro Limited Class Price To Book Ratio
Is Diversified Metals & Mining space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Lavoro Limited. If investors know Lavoro will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Lavoro Limited listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.16) | Revenue Per Share 82.677 | Quarterly Revenue Growth 0.076 | Return On Assets 0.0005 | Return On Equity (0.45) |
The market value of Lavoro Limited Class is measured differently than its book value, which is the value of Lavoro that is recorded on the company's balance sheet. Investors also form their own opinion of Lavoro Limited's value that differs from its market value or its book value, called intrinsic value, which is Lavoro Limited's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Lavoro Limited's market value can be influenced by many factors that don't directly affect Lavoro Limited's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Lavoro Limited's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lavoro Limited is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lavoro Limited'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.
Lavoro Limited '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 Lavoro Limited'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 Lavoro Limited.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Lavoro Limited on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Lavoro Limited Class or generate 0.0% return on investment in Lavoro Limited over 30 days. Lavoro Limited is related to or competes with Intrepid Potash, Bioceres Crop, E I, FMC, American Vanguard, CF Industries, and Mosaic. Lavoro Limited is entity of United States More
Lavoro Limited 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 Lavoro Limited'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 Lavoro Limited Class upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.02 | |||
| Information Ratio | 0.0027 | |||
| Maximum Drawdown | 24.92 | |||
| Value At Risk | (5.90) | |||
| Potential Upside | 9.0 |
Lavoro Limited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lavoro Limited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lavoro Limited's standard deviation. In reality, there are many statistical measures that can use Lavoro Limited historical prices to predict the future Lavoro Limited's volatility.| Risk Adjusted Performance | 0.0315 | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.59) | |||
| Sortino Ratio | 0.0031 | |||
| Treynor Ratio | 0.0684 |
Lavoro Limited Class Backtested Returns
As of now, Lavoro Stock is moderately volatile. Lavoro Limited Class has Sharpe Ratio of 0.0334, which conveys that the firm had a 0.0334% return per unit of risk over the last 3 months. We have found thirty technical indicators for Lavoro Limited, which you can use to evaluate the volatility of the firm. Please verify Lavoro Limited's Mean Deviation of 3.44, downside deviation of 4.02, and Risk Adjusted Performance of 0.0315 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Lavoro Limited has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.92, 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, Lavoro Limited will likely underperform. Lavoro Limited Class right now secures a risk of 4.71%. Please verify Lavoro Limited Class sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to decide if Lavoro Limited Class will be following its current price movements.
Auto-correlation | 0.05 |
Virtually no predictability
Lavoro Limited Class has virtually no predictability. Overlapping area represents the amount of predictability between Lavoro Limited time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Lavoro Limited Class price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Lavoro Limited price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Lavoro Limited Class lagged returns against current returns
Autocorrelation, which is Lavoro Limited 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 Lavoro Limited's stock expected returns. We can calculate the autocorrelation of Lavoro Limited returns to help us make a trade decision. For example, suppose you find that Lavoro Limited 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 |
Lavoro Limited 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 Lavoro Limited stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lavoro Limited stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lavoro Limited stock over time.
Current vs Lagged Prices |
| Timeline |
Lavoro Limited Lagged Returns
When evaluating Lavoro Limited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lavoro Limited stock have on its future price. Lavoro Limited 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, Lavoro Limited autocorrelation shows the relationship between Lavoro Limited stock current value and its past values and can show if there is a momentum factor associated with investing in Lavoro Limited Class.
Regressed Prices |
| Timeline |
Pair Trading with Lavoro Limited
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Lavoro Limited position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Lavoro Limited will appreciate offsetting losses from the drop in the long position's value.Moving together with Lavoro Stock
Moving against Lavoro Stock
| 0.63 | SMG | Scotts Miracle Gro | PairCorr |
| 0.62 | SEED | Origin Agritech | PairCorr |
| 0.61 | BHIL | Benson Hill, Common | PairCorr |
| 0.46 | FMC | FMC Corporation | PairCorr |
| 0.44 | CGA | China Green Agriculture | PairCorr |
The ability to find closely correlated positions to Lavoro Limited could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Lavoro Limited when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Lavoro Limited - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Lavoro Limited Class to buy it.
The correlation of Lavoro Limited is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Lavoro Limited moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Lavoro Limited Class moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Lavoro Limited can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Lavoro Limited Correlation, Lavoro Limited Volatility and Lavoro Limited Alpha and Beta module to complement your research on Lavoro Limited. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Lavoro Limited 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.