Lepanto Consolidated (Philippines) Market Value
| LC Stock | 0.07 0 1.47% |
| Symbol | Lepanto |
Lepanto Consolidated '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 Lepanto Consolidated'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 Lepanto Consolidated.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Lepanto Consolidated on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Lepanto Consolidated Mining or generate 0.0% return on investment in Lepanto Consolidated over 180 days. Lepanto Consolidated is related to or competes with Asia United, BDO Unibank, Semirara Mining, Metropolitan Bank, and Rizal Commercial. More
Lepanto Consolidated 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 Lepanto Consolidated'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 Lepanto Consolidated Mining upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.01 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 19.01 | |||
| Value At Risk | (4.62) | |||
| Potential Upside | 7.46 |
Lepanto Consolidated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lepanto Consolidated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lepanto Consolidated's standard deviation. In reality, there are many statistical measures that can use Lepanto Consolidated historical prices to predict the future Lepanto Consolidated's volatility.| Risk Adjusted Performance | 0.0305 | |||
| Jensen Alpha | 0.1919 | |||
| Total Risk Alpha | (0.49) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.12) |
Lepanto Consolidated Backtested Returns
At this point, Lepanto Consolidated is out of control. Lepanto Consolidated has Sharpe Ratio of 0.0301, which conveys that the firm had a 0.0301% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lepanto Consolidated, which you can use to evaluate the volatility of the firm. Please verify Lepanto Consolidated's Mean Deviation of 2.63, risk adjusted performance of 0.0305, and Downside Deviation of 3.01 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. Lepanto Consolidated has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.76, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lepanto Consolidated are expected to decrease at a much lower rate. During the bear market, Lepanto Consolidated is likely to outperform the market. Lepanto Consolidated right now secures a risk of 3.54%. Please verify Lepanto Consolidated Mining value at risk, as well as the relationship between the skewness and day median price , to decide if Lepanto Consolidated Mining will be following its current price movements.
Auto-correlation | -0.57 |
Good reverse predictability
Lepanto Consolidated Mining has good reverse predictability. Overlapping area represents the amount of predictability between Lepanto Consolidated time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lepanto Consolidated price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Lepanto Consolidated price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lepanto Consolidated lagged returns against current returns
Autocorrelation, which is Lepanto Consolidated 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 Lepanto Consolidated's stock expected returns. We can calculate the autocorrelation of Lepanto Consolidated returns to help us make a trade decision. For example, suppose you find that Lepanto Consolidated 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 |
Lepanto Consolidated 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 Lepanto Consolidated stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lepanto Consolidated stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lepanto Consolidated stock over time.
Current vs Lagged Prices |
| Timeline |
Lepanto Consolidated Lagged Returns
When evaluating Lepanto Consolidated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lepanto Consolidated stock have on its future price. Lepanto Consolidated 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, Lepanto Consolidated autocorrelation shows the relationship between Lepanto Consolidated stock current value and its past values and can show if there is a momentum factor associated with investing in Lepanto Consolidated Mining.
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 Lepanto Stock
Lepanto Consolidated financial ratios help investors to determine whether Lepanto 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 Lepanto with respect to the benefits of owning Lepanto Consolidated security.