LPL Financial's market value is the price at which a share of LPL Financial trades on a public exchange. It measures the collective expectations of LPL Financial Holdings investors about its performance. LPL Financial is trading at 114.46 as of the 4th of January 2025, a 2.54% up since the beginning of the trading day. The stock's open price was 111.62. With this module, you can estimate the performance of a buy and hold strategy of LPL Financial Holdings and determine expected loss or profit from investing in LPL Financial over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
LPL
LPL Financial '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 LPL Financial'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 LPL Financial.
0.00
11/05/2024
No Change 0.00
0.0
In 2 months and 2 days
01/04/2025
0.00
If you would invest 0.00 in LPL Financial on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding LPL Financial Holdings or generate 0.0% return on investment in LPL Financial over 60 days.
LPL Financial 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 LPL Financial'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 LPL Financial Holdings 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 LPL Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LPL Financial's standard deviation. In reality, there are many statistical measures that can use LPL Financial historical prices to predict the future LPL Financial's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as LPL Financial. Your research has to be compared to or analyzed against LPL Financial's peers to derive any actionable benefits. When done correctly, LPL Financial'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 LPL Financial Holdings.
LPL Financial Holdings Backtested Returns
LPL Financial appears to be very steady, given 3 months investment horizon. LPL Financial Holdings has Sharpe Ratio of 0.37, which conveys that the firm had a 0.37% return per unit of volatility over the last 3 months. By inspecting LPL Financial's technical indicators, you can evaluate if the expected return of 0.79% is justified by implied risk. Please exercise LPL Financial's mean deviation of 1.42, and Risk Adjusted Performance of 0.3068 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LPL Financial holds a performance score of 28. The company secures a Beta (Market Risk) of -0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LPL Financial are expected to decrease at a much lower rate. During the bear market, LPL Financial is likely to outperform the market. Please check LPL Financial's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether LPL Financial's current price movements will revert.
Auto-correlation
0.55
Modest predictability
LPL Financial Holdings has modest predictability. Overlapping area represents the amount of predictability between LPL Financial time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 LPL Financial Holdings price movement. The serial correlation of 0.55 indicates that about 55.0% of current LPL Financial price fluctuation can be explain by its past prices.
Correlation Coefficient
0.55
Spearman Rank Test
0.8
Residual Average
0.0
Price Variance
2.69
LPL Financial Holdings lagged returns against current returns
Autocorrelation, which is LPL Financial 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 LPL Financial's stock expected returns. We can calculate the autocorrelation of LPL Financial returns to help us make a trade decision. For example, suppose you find that LPL Financial 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
LPL Financial 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 LPL Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LPL Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LPL Financial stock over time.
Current vs Lagged Prices
Timeline
LPL Financial Lagged Returns
When evaluating LPL Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LPL Financial stock have on its future price. LPL Financial 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, LPL Financial autocorrelation shows the relationship between LPL Financial stock current value and its past values and can show if there is a momentum factor associated with investing in LPL Financial Holdings.
Regressed Prices
Timeline
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