Lowland Investment (UK) Market Value
| LWI Stock | 131.00 1.00 0.77% |
| Symbol | Lowland |
Lowland Investment '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 Lowland Investment'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 Lowland Investment.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Lowland Investment on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Lowland Investment Co or generate 0.0% return on investment in Lowland Investment over 30 days. Lowland Investment is related to or competes with IShares Physical, JD Sports, Coeur Mining, GlobalData PLC, Datalogic, Public Storage, and Atalaya Mining. Lowland Investment is entity of United Kingdom More
Lowland Investment 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 Lowland Investment'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 Lowland Investment Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.46 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.61 |
Lowland Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lowland Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lowland Investment's standard deviation. In reality, there are many statistical measures that can use Lowland Investment historical prices to predict the future Lowland Investment's volatility.| Risk Adjusted Performance | 0.0511 | |||
| Jensen Alpha | 0.0414 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.6913 |
Lowland Investment Backtested Returns
At this point, Lowland Investment is very steady. Lowland Investment has Sharpe Ratio of 0.0828, which conveys that the firm had a 0.0828 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lowland Investment, which you can use to evaluate the volatility of the firm. Please verify Lowland Investment's Mean Deviation of 0.7495, downside deviation of 1.02, and Risk Adjusted Performance of 0.0511 to check out if the risk estimate we provide is consistent with the expected return of 0.0817%. Lowland Investment has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0688, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lowland Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lowland Investment is expected to be smaller as well. Lowland Investment right now secures a risk of 0.99%. Please verify Lowland Investment Co semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to decide if Lowland Investment Co will be following its current price movements.
Auto-correlation | 0.41 |
Average predictability
Lowland Investment Co has average predictability. Overlapping area represents the amount of predictability between Lowland Investment time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lowland Investment price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Lowland Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 1.33 |
Lowland Investment lagged returns against current returns
Autocorrelation, which is Lowland Investment 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 Lowland Investment's stock expected returns. We can calculate the autocorrelation of Lowland Investment returns to help us make a trade decision. For example, suppose you find that Lowland Investment 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 |
Lowland Investment 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 Lowland Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lowland Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lowland Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Lowland Investment Lagged Returns
When evaluating Lowland Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lowland Investment stock have on its future price. Lowland Investment 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, Lowland Investment autocorrelation shows the relationship between Lowland Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Lowland Investment Co.
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 Lowland Stock
Lowland Investment financial ratios help investors to determine whether Lowland 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 Lowland with respect to the benefits of owning Lowland Investment security.