London Stock Exchange Stock Market Value

LDNXF Stock  USD 144.40  1.76  1.23%   
London Stock's market value is the price at which a share of London Stock trades on a public exchange. It measures the collective expectations of London Stock Exchange investors about its performance. London Stock is trading at 144.40 as of the 9th of December 2024. This is a 1.23 percent increase since the beginning of the trading day. The stock's lowest day price was 144.4.
With this module, you can estimate the performance of a buy and hold strategy of London Stock Exchange and determine expected loss or profit from investing in London Stock over a given investment horizon. Check out London Stock Correlation, London Stock Volatility and London Stock Alpha and Beta module to complement your research on London Stock.
Symbol

Please note, there is a significant difference between London Stock's value and its price as these two are different measures arrived at by different means. Investors typically determine if London Stock is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, London Stock's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

London Stock '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 London Stock's 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 London Stock.
0.00
12/15/2023
No Change 0.00  0.0 
In 11 months and 27 days
12/09/2024
0.00
If you would invest  0.00  in London Stock on December 15, 2023 and sell it all today you would earn a total of 0.00 from holding London Stock Exchange or generate 0.0% return on investment in London Stock over 360 days. London Stock is related to or competes with Deutsche Börse, Singapore Exchange, Hong Kong, MSCI, London Stock, Otc Markets, and Dun Bradstreet. London Stock Exchange Group plc engages in the market infrastructure business primarily in the United Kingdom, the Unite... More

London Stock 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 London Stock's 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 London Stock Exchange upside and downside potential and time the market with a certain degree of confidence.

London Stock Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for London Stock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as London Stock's standard deviation. In reality, there are many statistical measures that can use London Stock historical prices to predict the future London Stock's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of London Stock's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
142.87144.40145.93
Details
Intrinsic
Valuation
LowRealHigh
115.87117.40158.84
Details
Naive
Forecast
LowNextHigh
146.54148.07149.59
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
132.49140.17147.86
Details

London Stock Exchange Backtested Returns

At this point, London Stock is very steady. London Stock Exchange has Sharpe Ratio of 0.0745, which conveys that the firm had a 0.0745% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for London Stock, which you can use to evaluate the volatility of the firm. Please verify London Stock's Mean Deviation of 1.07, risk adjusted performance of 0.0732, and Downside Deviation of 1.75 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. London Stock has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, London Stock's returns are expected to increase less than the market. However, during the bear market, the loss of holding London Stock is expected to be smaller as well. London Stock Exchange right now secures a risk of 1.53%. Please verify London Stock Exchange maximum drawdown, as well as the relationship between the expected short fall and day median price , to decide if London Stock Exchange will be following its current price movements.

Auto-correlation

    
  0.37  

Below average predictability

London Stock Exchange has below average predictability. Overlapping area represents the amount of predictability between London Stock time series from 15th of December 2023 to 12th of June 2024 and 12th of June 2024 to 9th of December 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 London Stock Exchange price movement. The serial correlation of 0.37 indicates that just about 37.0% of current London Stock price fluctuation can be explain by its past prices.
Correlation Coefficient0.37
Spearman Rank Test0.28
Residual Average0.0
Price Variance65.55

London Stock Exchange lagged returns against current returns

Autocorrelation, which is London Stock 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 London Stock's pink sheet expected returns. We can calculate the autocorrelation of London Stock returns to help us make a trade decision. For example, suppose you find that London Stock 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  

London Stock 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 London Stock pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if London Stock pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in London Stock pink sheet over time.
   Current vs Lagged Prices   
       Timeline  

London Stock Lagged Returns

When evaluating London Stock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of London Stock pink sheet have on its future price. London Stock 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, London Stock autocorrelation shows the relationship between London Stock pink sheet current value and its past values and can show if there is a momentum factor associated with investing in London Stock Exchange.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Other Information on Investing in London Pink Sheet

London Stock financial ratios help investors to determine whether London 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 London with respect to the benefits of owning London Stock security.