Lument Finance Trust Preferred Stock Market Value
| LFT-PA Preferred Stock | USD 22.30 0.15 0.68% |
| Symbol | Lument |
Lument Finance '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 Lument Finance's preferred 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 Lument Finance.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Lument Finance on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Lument Finance Trust or generate 0.0% return on investment in Lument Finance over 30 days. Lument Finance is related to or competes with ACRES Commercial, ACRES Commercial, KKR Real, NexPoint Real, and Ready Capital. Lument Finance Trust, Inc., a real estate investment trust, focuses on investing in, financing, and managing a portfolio... More
Lument Finance 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 Lument Finance's preferred 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 Lument Finance Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 5.61 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.44 |
Lument Finance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lument Finance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lument Finance's standard deviation. In reality, there are many statistical measures that can use Lument Finance historical prices to predict the future Lument Finance's volatility.| Risk Adjusted Performance | 0.0022 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.15) |
Lument Finance Trust Backtested Returns
Lument Finance Trust has Sharpe Ratio of -0.0197, which conveys that the firm had a -0.0197 % return per unit of risk over the last 3 months. Lument Finance exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lument Finance's Downside Deviation of 1.03, mean deviation of 0.5345, and Risk Adjusted Performance of 0.0022 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0603, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lument Finance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lument Finance is expected to be smaller as well. At this point, Lument Finance Trust has a negative expected return of -0.0134%. Please make sure to verify Lument Finance's downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to decide if Lument Finance Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Lument Finance Trust has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lument Finance time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Lument Finance Trust price movement. The serial correlation of -0.16 indicates that over 16.0% of current Lument Finance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lument Finance Trust lagged returns against current returns
Autocorrelation, which is Lument Finance preferred 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 Lument Finance's preferred stock expected returns. We can calculate the autocorrelation of Lument Finance returns to help us make a trade decision. For example, suppose you find that Lument Finance has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Lument Finance 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 Lument Finance preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lument Finance preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lument Finance preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Lument Finance Lagged Returns
When evaluating Lument Finance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lument Finance preferred stock have on its future price. Lument Finance 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, Lument Finance autocorrelation shows the relationship between Lument Finance preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Lument Finance Trust.
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 Lument Preferred Stock
Lument Finance financial ratios help investors to determine whether Lument Preferred 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 Lument with respect to the benefits of owning Lument Finance security.