Lombard Et (France) Market Value
| MLCAC Stock | EUR 16.70 0.10 0.60% |
| Symbol | Lombard |
Lombard Et '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 Lombard Et'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 Lombard Et.
| 12/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in Lombard Et on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding Lombard et Medot or generate 0.0% return on investment in Lombard Et over 30 days. Lombard Et is related to or competes with Credit Agricole, Invibes Advertising, Air France, Linedata Services, Les Hotels, and Sidetrade. Lombard et Medot SA manufactures, packages, and distributes champagne in France and other parts of world More
Lombard Et 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 Lombard Et'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 Lombard et Medot upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0951 | |||
| Maximum Drawdown | 14.88 |
Lombard Et Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lombard Et's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lombard Et's standard deviation. In reality, there are many statistical measures that can use Lombard Et historical prices to predict the future Lombard Et's volatility.| Risk Adjusted Performance | 0.1087 | |||
| Jensen Alpha | 0.2147 | |||
| Total Risk Alpha | 0.1296 | |||
| Treynor Ratio | (2.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lombard Et'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.
Lombard et Medot Backtested Returns
Lombard Et appears to be not too volatile, given 3 months investment horizon. Lombard et Medot has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Lombard Et, which you can use to evaluate the volatility of the firm. Please exercise Lombard Et's Standard Deviation of 1.82, risk adjusted performance of 0.1087, and Mean Deviation of 0.4537 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lombard Et holds a performance score of 9. The company secures a Beta (Market Risk) of -0.1, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lombard Et are expected to decrease at a much lower rate. During the bear market, Lombard Et is likely to outperform the market. Please check Lombard Et's total risk alpha, rate of daily change, period momentum indicator, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Lombard Et's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Lombard et Medot has no correlation between past and present. Overlapping area represents the amount of predictability between Lombard Et time series from 25th of December 2024 to 9th of January 2025 and 9th of January 2025 to 24th 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 Lombard et Medot price movement. The serial correlation of 0.0 indicates that just 0.0% of current Lombard Et price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lombard et Medot lagged returns against current returns
Autocorrelation, which is Lombard Et 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 Lombard Et's stock expected returns. We can calculate the autocorrelation of Lombard Et returns to help us make a trade decision. For example, suppose you find that Lombard Et 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 |
Lombard Et 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 Lombard Et stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lombard Et stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lombard Et stock over time.
Current vs Lagged Prices |
| Timeline |
Lombard Et Lagged Returns
When evaluating Lombard Et's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lombard Et stock have on its future price. Lombard Et 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, Lombard Et autocorrelation shows the relationship between Lombard Et stock current value and its past values and can show if there is a momentum factor associated with investing in Lombard et Medot.
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.Additional Tools for Lombard Stock Analysis
When running Lombard Et's price analysis, check to measure Lombard Et'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 Lombard Et is operating at the current time. Most of Lombard Et's value examination focuses on studying past and present price action to predict the probability of Lombard Et's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lombard Et's price. Additionally, you may evaluate how the addition of Lombard Et to your portfolios can decrease your overall portfolio volatility.