Lam Research (Brazil) Market Value
| L1RC34 Stock | BRL 10.84 0.38 3.39% |
| Symbol | Lam |
Lam Research '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 Lam Research'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 Lam Research.
| 12/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in Lam Research on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding Lam Research or generate 0.0% return on investment in Lam Research over 30 days. Lam Research is related to or competes with CM Hospitalar, Fidelity National, Datadog,, and CVS Health. Lam Research Corporation designs, manufactures, markets, refurbishes, and services semiconductor processing equipment us... More
Lam Research 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 Lam Research'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 Lam Research upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.0 | |||
| Information Ratio | 0.0555 | |||
| Maximum Drawdown | 15.36 | |||
| Value At Risk | (5.22) | |||
| Potential Upside | 4.96 |
Lam Research Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lam Research's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lam Research's standard deviation. In reality, there are many statistical measures that can use Lam Research historical prices to predict the future Lam Research's volatility.| Risk Adjusted Performance | 0.0681 | |||
| Jensen Alpha | 0.1889 | |||
| Total Risk Alpha | 0.07 | |||
| Sortino Ratio | 0.055 | |||
| Treynor Ratio | 0.5553 |
Lam Research Backtested Returns
Lam Research appears to be somewhat reliable, given 3 months investment horizon. Lam Research has Sharpe Ratio of 0.0717, which conveys that the firm had a 0.0717 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Lam Research, which you can use to evaluate the volatility of the firm. Please exercise Lam Research's Downside Deviation of 3.0, mean deviation of 2.25, and Risk Adjusted Performance of 0.0681 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lam Research holds a performance score of 5. The company secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lam Research's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lam Research is expected to be smaller as well. Please check Lam Research's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Lam Research's current price movements will revert.
Auto-correlation | 0.66 |
Good predictability
Lam Research has good predictability. Overlapping area represents the amount of predictability between Lam Research 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 Lam Research price movement. The serial correlation of 0.66 indicates that around 66.0% of current Lam Research price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Lam Research lagged returns against current returns
Autocorrelation, which is Lam Research 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 Lam Research's stock expected returns. We can calculate the autocorrelation of Lam Research returns to help us make a trade decision. For example, suppose you find that Lam Research 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 |
Lam Research 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 Lam Research stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lam Research stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lam Research stock over time.
Current vs Lagged Prices |
| Timeline |
Lam Research Lagged Returns
When evaluating Lam Research's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lam Research stock have on its future price. Lam Research 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, Lam Research autocorrelation shows the relationship between Lam Research stock current value and its past values and can show if there is a momentum factor associated with investing in Lam Research.
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 Lam Stock
Lam Research financial ratios help investors to determine whether Lam 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 Lam with respect to the benefits of owning Lam Research security.