Land Securities Group Stock Market Value
| LDSCY Stock | USD 6.62 0.46 6.50% |
| Symbol | Land |
Land Securities '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 Land Securities' 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 Land Securities.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in Land Securities on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Land Securities Group or generate 0.0% return on investment in Land Securities over 30 days. Land Securities is related to or competes with Boyd Gaming, Gamehost, Allient, Radcom, Motorsport Gaming, Take Two, and Uber Technologies. At Landsec, we build and invest in buildings, spaces and partnerships to create sustainable places, connect communities ... More
Land Securities 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 Land Securities' 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 Land Securities Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 13.33 | |||
| Value At Risk | (5.66) | |||
| Potential Upside | 4.86 |
Land Securities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Land Securities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Land Securities' standard deviation. In reality, there are many statistical measures that can use Land Securities historical prices to predict the future Land Securities' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 6.52 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Land Securities' 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.
Land Securities Group Backtested Returns
Land Securities Group has Sharpe Ratio of -0.0958, which conveys that the firm had a -0.0958% return per unit of risk over the last 3 months. Land Securities exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Land Securities' Standard Deviation of 2.81, mean deviation of 2.06, and Risk Adjusted Performance of (0.05) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0322, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Land Securities are expected to decrease at a much lower rate. During the bear market, Land Securities is likely to outperform the market. At this point, Land Securities Group has a negative expected return of -0.29%. Please make sure to verify Land Securities' total risk alpha, kurtosis, as well as the relationship between the Kurtosis and market facilitation index , to decide if Land Securities Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.44 |
Average predictability
Land Securities Group has average predictability. Overlapping area represents the amount of predictability between Land Securities time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th 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 Land Securities Group price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Land Securities price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Land Securities Group lagged returns against current returns
Autocorrelation, which is Land Securities 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 Land Securities' pink sheet expected returns. We can calculate the autocorrelation of Land Securities returns to help us make a trade decision. For example, suppose you find that Land Securities 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 |
Land Securities 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 Land Securities pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Land Securities pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Land Securities pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Land Securities Lagged Returns
When evaluating Land Securities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Land Securities pink sheet have on its future price. Land Securities 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, Land Securities autocorrelation shows the relationship between Land Securities pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Land Securities Group.
Regressed Prices |
| Timeline |
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Additional Tools for Land Pink Sheet Analysis
When running Land Securities' price analysis, check to measure Land Securities' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Land Securities is operating at the current time. Most of Land Securities' value examination focuses on studying past and present price action to predict the probability of Land Securities' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Land Securities' price. Additionally, you may evaluate how the addition of Land Securities to your portfolios can decrease your overall portfolio volatility.