Lendlease Global Commercial Stock Market Value
| LLGCF Stock | 0.45 0.00 0.00% |
| Symbol | Lendlease |
Lendlease Global '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 Lendlease Global'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 Lendlease Global.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Lendlease Global on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Lendlease Global Commercial or generate 0.0% return on investment in Lendlease Global over 60 days.
Lendlease Global 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 Lendlease Global'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 Lendlease Global Commercial upside and downside potential and time the market with a certain degree of confidence.
Lendlease Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lendlease Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lendlease Global's standard deviation. In reality, there are many statistical measures that can use Lendlease Global historical prices to predict the future Lendlease Global's volatility.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lendlease Global'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.
Lendlease Global Com Backtested Returns
We have found three technical indicators for Lendlease Global, which you can use to evaluate the volatility of the firm. The company secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Lendlease Global are completely uncorrelated.
Auto-correlation | 1.00 |
Perfect predictability
Lendlease Global Commercial has perfect predictability. Overlapping area represents the amount of predictability between Lendlease Global time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Lendlease Global Com price movement. The serial correlation of 1.0 indicates that 100.0% of current Lendlease Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lendlease Global Com lagged returns against current returns
Autocorrelation, which is Lendlease Global 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 Lendlease Global's pink sheet expected returns. We can calculate the autocorrelation of Lendlease Global returns to help us make a trade decision. For example, suppose you find that Lendlease Global 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 |
Lendlease Global 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 Lendlease Global pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lendlease Global pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lendlease Global pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lendlease Global Lagged Returns
When evaluating Lendlease Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lendlease Global pink sheet have on its future price. Lendlease Global 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, Lendlease Global autocorrelation shows the relationship between Lendlease Global pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lendlease Global Commercial.
Regressed Prices |
| Timeline |