LUMENT FINANCE (Germany) Market Value
| 70X Stock | EUR 2.44 0.04 1.61% |
| Symbol | LUMENT |
LUMENT FINANCE '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 LUMENT FINANCE'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 LUMENT FINANCE.
| 02/03/2023 |
| 01/23/2025 |
If you would invest 0.00 in LUMENT FINANCE on February 3, 2023 and sell it all today you would earn a total of 0.00 from holding LUMENT FINANCE TR or generate 0.0% return on investment in LUMENT FINANCE over 720 days. LUMENT FINANCE is related to or competes with Blackstone Mortgage, KKR REAL, Dynex Capital, ARES MREAL, Granite Point, GREAT AJAX, and LUMENT FINANCE. Lument Finance Trust, Inc., a real estate investment trust, focuses on investing in, financing, and managing a portfolio... More
LUMENT FINANCE 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 LUMENT FINANCE'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 LUMENT FINANCE TR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.1 | |||
| Information Ratio | 0.0733 | |||
| Maximum Drawdown | 14.07 | |||
| Value At Risk | (3.77) | |||
| Potential Upside | 4.27 |
LUMENT FINANCE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LUMENT FINANCE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LUMENT FINANCE's standard deviation. In reality, there are many statistical measures that can use LUMENT FINANCE historical prices to predict the future LUMENT FINANCE's volatility.| Risk Adjusted Performance | 0.0851 | |||
| Jensen Alpha | 0.2342 | |||
| Total Risk Alpha | 0.1106 | |||
| Sortino Ratio | 0.06 | |||
| Treynor Ratio | (0.83) |
LUMENT FINANCE TR Backtested Returns
LUMENT FINANCE appears to be unstable, given 3 months investment horizon. LUMENT FINANCE TR has Sharpe Ratio of 0.0959, which conveys that the firm had a 0.0959 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for LUMENT FINANCE, which you can use to evaluate the volatility of the firm. Please exercise LUMENT FINANCE's risk adjusted performance of 0.0851, and Mean Deviation of 1.78 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LUMENT FINANCE holds a performance score of 7. The company secures a Beta (Market Risk) of -0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LUMENT FINANCE are expected to decrease at a much lower rate. During the bear market, LUMENT FINANCE is likely to outperform the market. Please check LUMENT FINANCE's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether LUMENT FINANCE's current price movements will revert.
Auto-correlation | 0.73 |
Good predictability
LUMENT FINANCE TR has good predictability. Overlapping area represents the amount of predictability between LUMENT FINANCE time series from 3rd of February 2023 to 29th of January 2024 and 29th of January 2024 to 23rd 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 LUMENT FINANCE TR price movement. The serial correlation of 0.73 indicates that around 73.0% of current LUMENT FINANCE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
LUMENT FINANCE TR lagged returns against current returns
Autocorrelation, which is LUMENT FINANCE 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 LUMENT FINANCE's stock expected returns. We can calculate the autocorrelation of LUMENT FINANCE returns to help us make a trade decision. For example, suppose you find that LUMENT FINANCE 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 |
LUMENT FINANCE 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 LUMENT FINANCE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LUMENT FINANCE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LUMENT FINANCE stock over time.
Current vs Lagged Prices |
| Timeline |
LUMENT FINANCE Lagged Returns
When evaluating LUMENT FINANCE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LUMENT FINANCE stock have on its future price. LUMENT FINANCE 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, LUMENT FINANCE autocorrelation shows the relationship between LUMENT FINANCE stock current value and its past values and can show if there is a momentum factor associated with investing in LUMENT FINANCE TR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in LUMENT Stock
LUMENT FINANCE financial ratios help investors to determine whether LUMENT 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 LUMENT with respect to the benefits of owning LUMENT FINANCE security.