Lotes' market value is the price at which a share of Lotes trades on a public exchange. It measures the collective expectations of Lotes Co investors about its performance. Lotes is selling for under 1760.00 as of the 19th of January 2025; that is 0.86 percent increase since the beginning of the trading day. The stock's lowest day price was 1725.0. With this module, you can estimate the performance of a buy and hold strategy of Lotes Co and determine expected loss or profit from investing in Lotes over a given investment horizon. Check out Lotes Correlation, Lotes Volatility and Lotes Alpha and Beta module to complement your research on Lotes.
Please note, there is a significant difference between Lotes' value and its price as these two are different measures arrived at by different means. Investors typically determine if Lotes is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lotes' 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.
Lotes '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 Lotes' 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 Lotes.
0.00
12/20/2024
No Change 0.00
0.0
In 30 days
01/19/2025
0.00
If you would invest 0.00 in Lotes on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding Lotes Co or generate 0.0% return on investment in Lotes over 30 days. Lotes is related to or competes with ASRock, FIC Global, In Win, Getac Technology, and AOPEN. LOTES Co., Ltd. designs, manufactures, and sells connectors and CPU sockets for notebook and personal computers, mobile ... More
Lotes 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 Lotes' 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 Lotes Co upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lotes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lotes' standard deviation. In reality, there are many statistical measures that can use Lotes historical prices to predict the future Lotes' volatility.
At this stage we consider Lotes Stock to be very steady. Lotes has Sharpe Ratio of 0.0296, which conveys that the firm had a 0.0296% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lotes, which you can use to evaluate the volatility of the firm. Please verify Lotes' Mean Deviation of 2.03, downside deviation of 2.27, and Risk Adjusted Performance of 0.0514 to check out if the risk estimate we provide is consistent with the expected return of 0.0781%. Lotes has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0897, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lotes are expected to decrease at a much lower rate. During the bear market, Lotes is likely to outperform the market. Lotes right now secures a risk of 2.64%. Please verify Lotes Co standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Lotes Co will be following its current price movements.
Auto-correlation
-0.35
Poor reverse predictability
Lotes Co has poor reverse predictability. Overlapping area represents the amount of predictability between Lotes time series from 20th of December 2024 to 4th of January 2025 and 4th of January 2025 to 19th 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 Lotes price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Lotes price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.35
Spearman Rank Test
0.25
Residual Average
0.0
Price Variance
3924.79
Lotes lagged returns against current returns
Autocorrelation, which is Lotes 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 Lotes' stock expected returns. We can calculate the autocorrelation of Lotes returns to help us make a trade decision. For example, suppose you find that Lotes 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
Lotes 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 Lotes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lotes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lotes stock over time.
Current vs Lagged Prices
Timeline
Lotes Lagged Returns
When evaluating Lotes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lotes stock have on its future price. Lotes 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, Lotes autocorrelation shows the relationship between Lotes stock current value and its past values and can show if there is a momentum factor associated with investing in Lotes 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.
When running Lotes' price analysis, check to measure Lotes' 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 Lotes is operating at the current time. Most of Lotes' value examination focuses on studying past and present price action to predict the probability of Lotes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lotes' price. Additionally, you may evaluate how the addition of Lotes to your portfolios can decrease your overall portfolio volatility.