Lumen Technologies, (Brazil) Market Value
| L1MN34 Stock | BRL 27.09 2.54 8.57% |
| Symbol | Lumen |
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,.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Lumen Technologies, on December 14, 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 90 days. Lumen Technologies, is related to or competes with T Mobile, Verizon Communications, Vodafone Group, ATT, Telefnica, Telefnica Brasil, and TIM SA. 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.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 25.19 | |||
| Value At Risk | (8.05) | |||
| Potential Upside | 8.1 |
Lumen Technologies, Market Risk Indicators
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.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | 0.3327 | |||
| Treynor Ratio | (0.27) |
Lumen Technologies, Backtested Returns
Lumen Technologies, has Sharpe Ratio of -0.0959, which conveys that the firm had a -0.0959 % return per unit of risk over the last 3 months. Lumen Technologies, exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lumen Technologies,'s Risk Adjusted Performance of (0.06), mean deviation of 3.49, and Standard Deviation of 4.79 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.49, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Lumen Technologies, will likely underperform. At this point, Lumen Technologies, has a negative expected return of -0.46%. Please make sure to verify Lumen Technologies,'s total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Lumen Technologies, performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.08 |
Virtually no predictability
Lumen Technologies, has virtually no predictability. Overlapping area represents the amount of predictability between Lumen Technologies, time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 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 0.08 indicates that barely 8.0% of current Lumen Technologies, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 1.82 |
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.Other Information on Investing in Lumen Stock
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.