Lincoln National Preferred Stock Market Value
| LNC-PD Preferred Stock | 27.53 0.16 0.58% |
| Symbol | Lincoln |
Lincoln National '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 Lincoln National'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 Lincoln National.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in Lincoln National on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding Lincoln National or generate 0.0% return on investment in Lincoln National over 30 days. Lincoln National is related to or competes with Naked Wines, Gap,, Victorias Secret, Delek Energy, National Vision, Academy Sports, and Sea. More
Lincoln National 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 Lincoln National'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 Lincoln National upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 2.33 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.13 |
Lincoln National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lincoln National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lincoln National's standard deviation. In reality, there are many statistical measures that can use Lincoln National historical prices to predict the future Lincoln National's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.27) |
Lincoln National Backtested Returns
Lincoln National has Sharpe Ratio of -0.0322, which conveys that the firm had a -0.0322 % return per unit of risk over the last 3 months. Lincoln National exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lincoln National's Risk Adjusted Performance of (0.06), mean deviation of 0.5115, and Standard Deviation of 0.6279 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lincoln National's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lincoln National is expected to be smaller as well. At this point, Lincoln National has a negative expected return of -0.0208%. Please make sure to verify Lincoln National's kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Lincoln National performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.35 |
Below average predictability
Lincoln National has below average predictability. Overlapping area represents the amount of predictability between Lincoln National time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd 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 Lincoln National price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Lincoln National price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Lincoln National lagged returns against current returns
Autocorrelation, which is Lincoln National 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 Lincoln National's preferred stock expected returns. We can calculate the autocorrelation of Lincoln National returns to help us make a trade decision. For example, suppose you find that Lincoln National 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 |
Lincoln National 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 Lincoln National preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lincoln National preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lincoln National preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Lincoln National Lagged Returns
When evaluating Lincoln National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lincoln National preferred stock have on its future price. Lincoln National 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, Lincoln National autocorrelation shows the relationship between Lincoln National preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Lincoln National.
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 Lincoln Preferred Stock
Lincoln National financial ratios help investors to determine whether Lincoln 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 Lincoln with respect to the benefits of owning Lincoln National security.