Lear (Mexico) Market Value
| LEA Stock | MXN 1,985 0.00 0.00% |
| Symbol | Lear |
Lear '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 Lear'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 Lear.
| 02/05/2023 |
| 01/25/2025 |
If you would invest 0.00 in Lear on February 5, 2023 and sell it all today you would earn a total of 0.00 from holding Lear Corporation or generate 0.0% return on investment in Lear over 720 days. Lear is related to or competes with Magna International, Nemak S, and Grupo Industrial. Lear Corporation designs, develops, engineers, manufactures, assembles, and supplies automotive seating, and electrical ... More
Lear 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 Lear'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 Lear Corporation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 27.57 |
Lear Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lear's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lear's standard deviation. In reality, there are many statistical measures that can use Lear historical prices to predict the future Lear's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (0.59) | |||
| Treynor Ratio | (1.07) |
Lear Backtested Returns
Lear has Sharpe Ratio of -0.13, which conveys that the firm had a -0.13 % return per unit of risk over the last 3 months. Lear exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lear's Standard Deviation of 3.32, mean deviation of 0.8059, and Risk Adjusted Performance of (0.09) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lear's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lear is expected to be smaller as well. At this point, Lear has a negative expected return of -0.43%. Please make sure to verify Lear's jensen alpha, rate of daily change, and the relationship between the variance and skewness , to decide if Lear performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.5 |
Modest reverse predictability
Lear Corporation has modest reverse predictability. Overlapping area represents the amount of predictability between Lear time series from 5th of February 2023 to 31st of January 2024 and 31st of January 2024 to 25th 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 Lear price movement. The serial correlation of -0.5 indicates that about 50.0% of current Lear price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 49.6 K |
Lear lagged returns against current returns
Autocorrelation, which is Lear 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 Lear's stock expected returns. We can calculate the autocorrelation of Lear returns to help us make a trade decision. For example, suppose you find that Lear 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 |
Lear 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 Lear stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lear stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lear stock over time.
Current vs Lagged Prices |
| Timeline |
Lear Lagged Returns
When evaluating Lear's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lear stock have on its future price. Lear 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, Lear autocorrelation shows the relationship between Lear stock current value and its past values and can show if there is a momentum factor associated with investing in Lear Corporation.
Regressed Prices |
| Timeline |
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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.Additional Tools for Lear Stock Analysis
When running Lear's price analysis, check to measure Lear's 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 Lear is operating at the current time. Most of Lear's value examination focuses on studying past and present price action to predict the probability of Lear's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lear's price. Additionally, you may evaluate how the addition of Lear to your portfolios can decrease your overall portfolio volatility.