Lancashire Holdings Stock Market Value
| LCSHF Stock | USD 7.54 0.00 0.00% |
| Symbol | Lancashire |
Lancashire Holdings '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 Lancashire Holdings' pink sheet 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 Lancashire Holdings.
| 12/25/2024 |
| 03/25/2025 |
If you would invest 0.00 in Lancashire Holdings on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding Lancashire Holdings or generate 0.0% return on investment in Lancashire Holdings over 90 days. Lancashire Holdings is related to or competes with National CineMedia, Weibo Corp, LG Display, Academy Sports, Digi International, and Grupo Televisa. Lancashire Holdings Limited, together with its subsidiaries, provides specialty insurance and reinsurance products in Lo... More
Lancashire Holdings 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 Lancashire Holdings' pink sheet 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 Lancashire Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 12.22 | |||
| Value At Risk | (5.07) | |||
| Potential Upside | 1.97 |
Lancashire Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lancashire Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lancashire Holdings' standard deviation. In reality, there are many statistical measures that can use Lancashire Holdings historical prices to predict the future Lancashire Holdings' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 1.88 |
Lancashire Holdings Backtested Returns
Lancashire Holdings has Sharpe Ratio of -0.0824, which conveys that the firm had a -0.0824 % return per unit of risk over the last 3 months. Lancashire Holdings exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lancashire Holdings' Mean Deviation of 0.8453, standard deviation of 2.02, and Risk Adjusted Performance of (0.07) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0938, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lancashire Holdings are expected to decrease at a much lower rate. During the bear market, Lancashire Holdings is likely to outperform the market. At this point, Lancashire Holdings has a negative expected return of -0.17%. Please make sure to verify Lancashire Holdings' information ratio, potential upside, as well as the relationship between the Potential Upside and day median price , to decide if Lancashire Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Lancashire Holdings has good predictability. Overlapping area represents the amount of predictability between Lancashire Holdings time series from 25th of December 2024 to 8th of February 2025 and 8th of February 2025 to 25th 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 Lancashire Holdings price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Lancashire Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Lancashire Holdings lagged returns against current returns
Autocorrelation, which is Lancashire Holdings pink sheet'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 Lancashire Holdings' pink sheet expected returns. We can calculate the autocorrelation of Lancashire Holdings returns to help us make a trade decision. For example, suppose you find that Lancashire Holdings has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Lancashire Holdings 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 Lancashire Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lancashire Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lancashire Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lancashire Holdings Lagged Returns
When evaluating Lancashire Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lancashire Holdings pink sheet have on its future price. Lancashire Holdings 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, Lancashire Holdings autocorrelation shows the relationship between Lancashire Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lancashire Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lancashire Pink Sheet
Lancashire Holdings financial ratios help investors to determine whether Lancashire Pink Sheet 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 Lancashire with respect to the benefits of owning Lancashire Holdings security.