Lendinvest PLC (UK) Market Value
| LINV Stock | 26.50 0.50 1.92% |
| Symbol | Lendinvest |
Lendinvest PLC '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 Lendinvest PLC'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 Lendinvest PLC.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in Lendinvest PLC on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding Lendinvest PLC or generate 0.0% return on investment in Lendinvest PLC over 90 days. Lendinvest PLC is related to or competes with Samsung Electronics, Samsung Electronics, Toyota, Reliance Industries, MOL Hungarian, and OTP Bank. Lendinvest PLC is entity of United Kingdom More
Lendinvest PLC 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 Lendinvest PLC'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 Lendinvest PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 6.09 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 1.82 |
Lendinvest PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lendinvest PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lendinvest PLC's standard deviation. In reality, there are many statistical measures that can use Lendinvest PLC historical prices to predict the future Lendinvest PLC's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.57) |
Lendinvest PLC Backtested Returns
Lendinvest PLC has Sharpe Ratio of -0.12, which conveys that the firm had a -0.12% return per unit of risk over the last 3 months. Lendinvest PLC exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lendinvest PLC's Standard Deviation of 1.28, risk adjusted performance of (0.10), and Mean Deviation of 0.6633 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lendinvest PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lendinvest PLC is expected to be smaller as well. At this point, Lendinvest PLC has a negative expected return of -0.15%. Please make sure to verify Lendinvest PLC's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Lendinvest PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.48 |
Modest reverse predictability
Lendinvest PLC has modest reverse predictability. Overlapping area represents the amount of predictability between Lendinvest PLC time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st 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 Lendinvest PLC price movement. The serial correlation of -0.48 indicates that about 48.0% of current Lendinvest PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Lendinvest PLC lagged returns against current returns
Autocorrelation, which is Lendinvest PLC 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 Lendinvest PLC's stock expected returns. We can calculate the autocorrelation of Lendinvest PLC returns to help us make a trade decision. For example, suppose you find that Lendinvest PLC 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 |
Lendinvest PLC 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 Lendinvest PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lendinvest PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lendinvest PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Lendinvest PLC Lagged Returns
When evaluating Lendinvest PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lendinvest PLC stock have on its future price. Lendinvest PLC 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, Lendinvest PLC autocorrelation shows the relationship between Lendinvest PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Lendinvest PLC.
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 Lendinvest Stock Analysis
When running Lendinvest PLC's price analysis, check to measure Lendinvest PLC'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 Lendinvest PLC is operating at the current time. Most of Lendinvest PLC's value examination focuses on studying past and present price action to predict the probability of Lendinvest PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lendinvest PLC's price. Additionally, you may evaluate how the addition of Lendinvest PLC to your portfolios can decrease your overall portfolio volatility.