Lloyds Banking Group Stock Market Value
| LLDTF Stock | USD 0.81 0.03 3.85% |
| Symbol | Lloyds |
Lloyds Banking '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 Lloyds Banking'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 Lloyds Banking.
| 01/18/2025 |
| 02/17/2025 |
If you would invest 0.00 in Lloyds Banking on January 18, 2025 and sell it all today you would earn a total of 0.00 from holding Lloyds Banking Group or generate 0.0% return on investment in Lloyds Banking over 30 days. Lloyds Banking is related to or competes with PT Bank, Barclays PLC, Bank Mandiri, China Petroleum, and Banco Santander. Lloyds Banking Group plc, together with its subsidiaries, provides a range of banking and financial services in the Unit... More
Lloyds Banking 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 Lloyds Banking'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 Lloyds Banking Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.95 | |||
| Information Ratio | 0.1102 | |||
| Maximum Drawdown | 19.44 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 6.15 |
Lloyds Banking Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lloyds Banking's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lloyds Banking's standard deviation. In reality, there are many statistical measures that can use Lloyds Banking historical prices to predict the future Lloyds Banking's volatility.| Risk Adjusted Performance | 0.0883 | |||
| Jensen Alpha | 0.4158 | |||
| Total Risk Alpha | 0.4093 | |||
| Sortino Ratio | 0.0837 | |||
| Treynor Ratio | (0.75) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lloyds Banking'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.
Lloyds Banking Group Backtested Returns
Lloyds Banking appears to be extremely dangerous, given 3 months investment horizon. Lloyds Banking Group has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Lloyds Banking, which you can use to evaluate the volatility of the firm. Please exercise Lloyds Banking's Risk Adjusted Performance of 0.0883, mean deviation of 2.6, and Downside Deviation of 4.95 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lloyds Banking holds a performance score of 8. The company secures a Beta (Market Risk) of -0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lloyds Banking are expected to decrease at a much lower rate. During the bear market, Lloyds Banking is likely to outperform the market. Please check Lloyds Banking's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Lloyds Banking's current price movements will revert.
Auto-correlation | 0.60 |
Good predictability
Lloyds Banking Group has good predictability. Overlapping area represents the amount of predictability between Lloyds Banking time series from 18th of January 2025 to 2nd of February 2025 and 2nd of February 2025 to 17th 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 Lloyds Banking Group price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Lloyds Banking price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lloyds Banking Group lagged returns against current returns
Autocorrelation, which is Lloyds Banking 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 Lloyds Banking's pink sheet expected returns. We can calculate the autocorrelation of Lloyds Banking returns to help us make a trade decision. For example, suppose you find that Lloyds Banking 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 |
Lloyds Banking 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 Lloyds Banking pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lloyds Banking pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lloyds Banking pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lloyds Banking Lagged Returns
When evaluating Lloyds Banking's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lloyds Banking pink sheet have on its future price. Lloyds Banking 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, Lloyds Banking autocorrelation shows the relationship between Lloyds Banking pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lloyds Banking Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Lloyds Pink Sheet
When determining whether Lloyds Banking Group is a strong investment it is important to analyze Lloyds Banking's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Lloyds Banking's future performance. For an informed investment choice regarding Lloyds Pink Sheet, refer to the following important reports:Check out Lloyds Banking Correlation, Lloyds Banking Volatility and Lloyds Banking Alpha and Beta module to complement your research on Lloyds Banking. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Lloyds Banking technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.