Lamb Weston Holdings Stock Market Value
| LW Stock | USD 76.92 0.17 0.22% |
| Symbol | Lamb |
Lamb Weston Holdings Price To Book Ratio
Is Packaged Foods & Meats 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 Lamb Weston. If investors know Lamb 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 Lamb Weston listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.45) | Dividend Share 1.36 | Earnings Share 4.26 | Revenue Per Share 44.72 | Quarterly Revenue Growth (0.01) |
The market value of Lamb Weston Holdings is measured differently than its book value, which is the value of Lamb that is recorded on the company's balance sheet. Investors also form their own opinion of Lamb Weston's value that differs from its market value or its book value, called intrinsic value, which is Lamb Weston'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 Lamb Weston's market value can be influenced by many factors that don't directly affect Lamb Weston'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 Lamb Weston's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lamb Weston is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lamb Weston'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.
Lamb Weston '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 Lamb Weston'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 Lamb Weston.
| 09/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Lamb Weston on September 25, 2024 and sell it all today you would earn a total of 0.00 from holding Lamb Weston Holdings or generate 0.0% return on investment in Lamb Weston over 60 days. Lamb Weston is related to or competes with Allegion PLC, Evergy,, Fortive Corp, IQVIA Holdings, and Globe Life. Lamb Weston Holdings, Inc. produces, distributes, and markets value-added frozen potato products worldwide More
Lamb Weston 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 Lamb Weston'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 Lamb Weston Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | 0.1135 | |||
| Maximum Drawdown | 16.32 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 2.57 |
Lamb Weston Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lamb Weston's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lamb Weston's standard deviation. In reality, there are many statistical measures that can use Lamb Weston historical prices to predict the future Lamb Weston's volatility.| Risk Adjusted Performance | 0.1472 | |||
| Jensen Alpha | 0.278 | |||
| Total Risk Alpha | 0.0395 | |||
| Sortino Ratio | 0.1281 | |||
| Treynor Ratio | 0.7572 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lamb Weston'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.
Lamb Weston Holdings Backtested Returns
Lamb Weston appears to be very steady, given 3 months investment horizon. Lamb Weston Holdings has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19% return per unit of risk over the last 3 months. We have found thirty technical indicators for Lamb Weston, which you can use to evaluate the volatility of the firm. Please exercise Lamb Weston's Mean Deviation of 1.07, risk adjusted performance of 0.1472, and Downside Deviation of 1.64 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lamb Weston holds a performance score of 14. The company secures a Beta (Market Risk) of 0.44, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lamb Weston's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lamb Weston is expected to be smaller as well. Please check Lamb Weston's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Lamb Weston's current price movements will revert.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Lamb Weston Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lamb Weston time series from 25th of September 2024 to 25th of October 2024 and 25th of October 2024 to 24th 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 Lamb Weston Holdings price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Lamb Weston price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 3.44 |
Lamb Weston Holdings lagged returns against current returns
Autocorrelation, which is Lamb Weston 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 Lamb Weston's stock expected returns. We can calculate the autocorrelation of Lamb Weston returns to help us make a trade decision. For example, suppose you find that Lamb Weston 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 |
Lamb Weston 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 Lamb Weston stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lamb Weston stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lamb Weston stock over time.
Current vs Lagged Prices |
| Timeline |
Lamb Weston Lagged Returns
When evaluating Lamb Weston's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lamb Weston stock have on its future price. Lamb Weston 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, Lamb Weston autocorrelation shows the relationship between Lamb Weston stock current value and its past values and can show if there is a momentum factor associated with investing in Lamb Weston Holdings.
Regressed Prices |
| Timeline |
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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.Additional Tools for Lamb Stock Analysis
When running Lamb Weston's price analysis, check to measure Lamb Weston's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Lamb Weston is operating at the current time. Most of Lamb Weston's value examination focuses on studying past and present price action to predict the probability of Lamb Weston's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lamb Weston's price. Additionally, you may evaluate how the addition of Lamb Weston to your portfolios can decrease your overall portfolio volatility.