Lumen Technologies,'s market value is the price at which a share of Lumen Technologies, trades on a public exchange. It measures the collective expectations of Lumen Technologies, investors about its performance. Lumen Technologies, is trading at 35.92 as of the 6th of January 2025, a 3.85% up since the beginning of the trading day. The stock's open price was 34.59. With this module, you can estimate the performance of a buy and hold strategy of Lumen Technologies, and determine expected loss or profit from investing in Lumen Technologies, over a given investment horizon. Check out Lumen Technologies, Correlation, Lumen Technologies, Volatility and Lumen Technologies, Alpha and Beta module to complement your research on Lumen Technologies,.
Please note, there is a significant difference between Lumen Technologies,'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Lumen Technologies, is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lumen Technologies,'s 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.
Lumen Technologies, '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 Lumen Technologies,'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 Lumen Technologies,.
0.00
12/07/2024
No Change 0.00
0.0
In 31 days
01/06/2025
0.00
If you would invest 0.00 in Lumen Technologies, on December 7, 2024 and sell it all today you would earn a total of 0.00 from holding Lumen Technologies, or generate 0.0% return on investment in Lumen Technologies, over 30 days. Lumen Technologies, is related to or competes with T Mobile, Verizon Communications, Vodafone Group, and . Lumen Technologies, Inc., a facilities-based technology and communications company, provides various integrated services... More
Lumen Technologies, 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 Lumen Technologies,'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 Lumen Technologies, 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 Lumen Technologies,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lumen Technologies,'s standard deviation. In reality, there are many statistical measures that can use Lumen Technologies, historical prices to predict the future Lumen Technologies,'s volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Lumen Technologies,. Your research has to be compared to or analyzed against Lumen Technologies,'s peers to derive any actionable benefits. When done correctly, Lumen Technologies,'s competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Lumen Technologies,.
Lumen Technologies, Backtested Returns
At this point, Lumen Technologies, is not too volatile. Lumen Technologies, has Sharpe Ratio of 0.0341, which conveys that the firm had a 0.0341% return per unit of risk over the last 3 months. We have found thirty technical indicators for Lumen Technologies,, which you can use to evaluate the volatility of the firm. Please verify Lumen Technologies,'s Mean Deviation of 4.09, risk adjusted performance of 0.0095, and Downside Deviation of 5.2 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. Lumen Technologies, has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -1.25, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Lumen Technologies, are expected to decrease by larger amounts. On the other hand, during market turmoil, Lumen Technologies, is expected to outperform it. Lumen Technologies, right now secures a risk of 5.37%. Please verify Lumen Technologies, total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Lumen Technologies, will be following its current price movements.
Auto-correlation
0.41
Average predictability
Lumen Technologies, has average predictability. Overlapping area represents the amount of predictability between Lumen Technologies, time series from 7th of December 2024 to 22nd of December 2024 and 22nd of December 2024 to 6th 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 Lumen Technologies, price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Lumen Technologies, price fluctuation can be explain by its past prices.
Correlation Coefficient
0.41
Spearman Rank Test
0.07
Residual Average
0.0
Price Variance
2.05
Lumen Technologies, lagged returns against current returns
Autocorrelation, which is Lumen Technologies, 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 Lumen Technologies,'s stock expected returns. We can calculate the autocorrelation of Lumen Technologies, returns to help us make a trade decision. For example, suppose you find that Lumen Technologies, 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
Lumen Technologies, 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 Lumen Technologies, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lumen Technologies, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lumen Technologies, stock over time.
Current vs Lagged Prices
Timeline
Lumen Technologies, Lagged Returns
When evaluating Lumen Technologies,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lumen Technologies, stock have on its future price. Lumen Technologies, 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, Lumen Technologies, autocorrelation shows the relationship between Lumen Technologies, stock current value and its past values and can show if there is a momentum factor associated with investing in Lumen Technologies,.
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.
Lumen Technologies, financial ratios help investors to determine whether Lumen 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 Lumen with respect to the benefits of owning Lumen Technologies, security.