Luxfer Holdings Plc Stock Market Value
| LXFR Stock | USD 13.73 0.35 2.62% |
| Symbol | Luxfer |
Luxfer Holdings PLC Price To Book Ratio
Is Industrial Machinery & Supplies & Components 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 Luxfer Holdings. If investors know Luxfer 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 Luxfer Holdings 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 4.184 | Dividend Share 0.52 | Earnings Share 0.33 | Revenue Per Share | Quarterly Revenue Growth 0.021 |
The market value of Luxfer Holdings PLC is measured differently than its book value, which is the value of Luxfer that is recorded on the company's balance sheet. Investors also form their own opinion of Luxfer Holdings' value that differs from its market value or its book value, called intrinsic value, which is Luxfer Holdings' 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 Luxfer Holdings' market value can be influenced by many factors that don't directly affect Luxfer Holdings' 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 Luxfer Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Luxfer Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Luxfer Holdings' 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.
Luxfer Holdings '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 Luxfer Holdings' 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 Luxfer Holdings.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Luxfer Holdings on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Luxfer Holdings PLC or generate 0.0% return on investment in Luxfer Holdings over 30 days. Luxfer Holdings is related to or competes with Graham, Enerpac Tool, Kadant, Omega Flex, Helios Technologies, Enpro Industries, and Hurco Companies. Luxfer Holdings PLC, together with its subsidiaries, designs, manufactures, and supplies high-performance materials, com... More
Luxfer Holdings 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 Luxfer Holdings' 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 Luxfer Holdings PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.0389 | |||
| Maximum Drawdown | 18.8 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 3.52 |
Luxfer Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Luxfer Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Luxfer Holdings' standard deviation. In reality, there are many statistical measures that can use Luxfer Holdings historical prices to predict the future Luxfer Holdings' volatility.| Risk Adjusted Performance | 0.0487 | |||
| Jensen Alpha | 0.1188 | |||
| Total Risk Alpha | 0.06 | |||
| Sortino Ratio | 0.0522 | |||
| Treynor Ratio | 0.712 |
Luxfer Holdings PLC Backtested Returns
Currently, Luxfer Holdings PLC is not too volatile. Luxfer Holdings PLC has Sharpe Ratio of 0.0528, which conveys that the firm had a 0.0528% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Luxfer Holdings, which you can use to evaluate the volatility of the firm. Please verify Luxfer Holdings' Risk Adjusted Performance of 0.0487, downside deviation of 1.96, and Mean Deviation of 1.78 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. Luxfer Holdings has a performance score of 4 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, Luxfer Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Luxfer Holdings is expected to be smaller as well. Luxfer Holdings PLC right now secures a risk of 2.71%. Please verify Luxfer Holdings PLC semi variance, as well as the relationship between the daily balance of power and price action indicator , to decide if Luxfer Holdings PLC will be following its current price movements.
Auto-correlation | -0.62 |
Very good reverse predictability
Luxfer Holdings PLC has very good reverse predictability. Overlapping area represents the amount of predictability between Luxfer Holdings time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 Luxfer Holdings PLC price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Luxfer Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Luxfer Holdings PLC lagged returns against current returns
Autocorrelation, which is Luxfer Holdings 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 Luxfer Holdings' stock expected returns. We can calculate the autocorrelation of Luxfer Holdings returns to help us make a trade decision. For example, suppose you find that Luxfer Holdings 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 |
Luxfer Holdings 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 Luxfer Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Luxfer Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Luxfer Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Luxfer Holdings Lagged Returns
When evaluating Luxfer Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Luxfer Holdings stock have on its future price. Luxfer Holdings 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, Luxfer Holdings autocorrelation shows the relationship between Luxfer Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Luxfer Holdings PLC.
Regressed Prices |
| Timeline |
Pair Trading with Luxfer Holdings
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 Luxfer Holdings 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 Luxfer Holdings will appreciate offsetting losses from the drop in the long position's value.Moving together with Luxfer Stock
Moving against Luxfer Stock
| 0.47 | RR | Richtech Robotics Class Downward Rally | PairCorr |
| 0.31 | B | Barnes Group Earnings Call This Week | PairCorr |
The ability to find closely correlated positions to Luxfer Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Luxfer Holdings 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 Luxfer Holdings - 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 Luxfer Holdings PLC to buy it.
The correlation of Luxfer Holdings 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 Luxfer Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Luxfer Holdings PLC 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 Luxfer Holdings 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.Additional Tools for Luxfer Stock Analysis
When running Luxfer Holdings' price analysis, check to measure Luxfer Holdings' 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 Luxfer Holdings is operating at the current time. Most of Luxfer Holdings' value examination focuses on studying past and present price action to predict the probability of Luxfer Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Luxfer Holdings' price. Additionally, you may evaluate how the addition of Luxfer Holdings to your portfolios can decrease your overall portfolio volatility.