Lexington Realty (Germany) Market Value
| LXN Stock | EUR 8.65 0.05 0.58% |
| Symbol | Lexington |
Lexington Realty '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 Lexington Realty'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 Lexington Realty.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Lexington Realty on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Lexington Realty Trust or generate 0.0% return on investment in Lexington Realty over 30 days. Lexington Realty is related to or competes with JAPAN AIRLINES, BW OFFSHORE, Diamyd Medical, International Consolidated, American Airlines, Southwest Airlines, and Clearside Biomedical. Lexington Realty Trust is a publicly traded real estate investment trust that owns a diversified portfolio of real estat... More
Lexington Realty 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 Lexington Realty'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 Lexington Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 13.18 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 2.33 |
Lexington Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lexington Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lexington Realty's standard deviation. In reality, there are many statistical measures that can use Lexington Realty historical prices to predict the future Lexington Realty's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.34) |
Lexington Realty Trust Backtested Returns
Lexington Realty Trust has Sharpe Ratio of -0.0346, which conveys that the firm had a -0.0346% return per unit of risk over the last 3 months. Lexington Realty exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lexington Realty's Risk Adjusted Performance of (0.01), mean deviation of 1.24, and Standard Deviation of 1.84 to check out the risk estimate we provide. 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, Lexington Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lexington Realty is expected to be smaller as well. At this point, Lexington Realty Trust has a negative expected return of -0.0636%. Please make sure to verify Lexington Realty's rate of daily change, and the relationship between the kurtosis and day typical price , to decide if Lexington Realty Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Lexington Realty Trust has very weak reverse predictability. Overlapping area represents the amount of predictability between Lexington Realty time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 Lexington Realty Trust price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Lexington Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Lexington Realty Trust lagged returns against current returns
Autocorrelation, which is Lexington Realty 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 Lexington Realty's stock expected returns. We can calculate the autocorrelation of Lexington Realty returns to help us make a trade decision. For example, suppose you find that Lexington Realty 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 |
Lexington Realty 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 Lexington Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lexington Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lexington Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Lexington Realty Lagged Returns
When evaluating Lexington Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lexington Realty stock have on its future price. Lexington Realty 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, Lexington Realty autocorrelation shows the relationship between Lexington Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Lexington Realty Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lexington Stock
Lexington Realty financial ratios help investors to determine whether Lexington 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 Lexington with respect to the benefits of owning Lexington Realty security.