A Luzon (Israel) Market Value
| LZNR Stock | 31.80 1.20 3.92% |
| Symbol | LZNR |
A Luzon '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 A Luzon'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 A Luzon.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in A Luzon on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding A Luzon Real or generate 0.0% return on investment in A Luzon over 360 days. A Luzon is related to or competes with Israel China, Sarine Technologies, Millennium Food, Bio Meat, Orbit Technologies, Clal Biotechnology, and Global Knafaim. More
A Luzon 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 A Luzon'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 A Luzon Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.54 | |||
| Information Ratio | 0.0044 | |||
| Maximum Drawdown | 22.43 | |||
| Value At Risk | (5.50) | |||
| Potential Upside | 6.55 |
A Luzon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for A Luzon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as A Luzon's standard deviation. In reality, there are many statistical measures that can use A Luzon historical prices to predict the future A Luzon's volatility.| Risk Adjusted Performance | 0.0368 | |||
| Jensen Alpha | 0.0767 | |||
| Total Risk Alpha | (0.49) | |||
| Sortino Ratio | 0.0049 | |||
| Treynor Ratio | 0.2712 |
A Luzon Real Backtested Returns
A Luzon appears to be not too volatile, given 3 months investment horizon. A Luzon Real secures Sharpe Ratio (or Efficiency) of 0.0591, which signifies that the company had a 0.0591% return per unit of return volatility over the last 3 months. We have found thirty technical indicators for A Luzon Real, which you can use to evaluate the volatility of the entity. Please makes use of A Luzon's Mean Deviation of 2.83, coefficient of variation of 2669.48, and Downside Deviation of 3.54 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, A Luzon holds a performance score of 4. The firm shows a Beta (market volatility) of 0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, A Luzon's returns are expected to increase less than the market. However, during the bear market, the loss of holding A Luzon is expected to be smaller as well. Please check A Luzon's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether A Luzon's price patterns will revert.
Auto-correlation | -0.28 |
Weak reverse predictability
A Luzon Real has weak reverse predictability. Overlapping area represents the amount of predictability between A Luzon time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th 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 A Luzon Real price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current A Luzon price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 8.84 |
A Luzon Real lagged returns against current returns
Autocorrelation, which is A Luzon 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 A Luzon's stock expected returns. We can calculate the autocorrelation of A Luzon returns to help us make a trade decision. For example, suppose you find that A Luzon 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 |
A Luzon 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 A Luzon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if A Luzon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in A Luzon stock over time.
Current vs Lagged Prices |
| Timeline |
A Luzon Lagged Returns
When evaluating A Luzon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of A Luzon stock have on its future price. A Luzon 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, A Luzon autocorrelation shows the relationship between A Luzon stock current value and its past values and can show if there is a momentum factor associated with investing in A Luzon Real.
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 LZNR Stock
A Luzon financial ratios help investors to determine whether LZNR 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 LZNR with respect to the benefits of owning A Luzon security.