Lancashire Holdings (Germany) Market Value
| LNH Stock | EUR 7.53 0.26 3.58% |
| Symbol | Lancashire |
Lancashire Holdings '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 Lancashire Holdings' 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 Lancashire Holdings.
| 09/06/2024 |
| 03/05/2025 |
If you would invest 0.00 in Lancashire Holdings on September 6, 2024 and sell it all today you would earn a total of 0.00 from holding Lancashire Holdings Limited or generate 0.0% return on investment in Lancashire Holdings over 180 days. Lancashire Holdings is related to or competes with DATAGROUP, USWE SPORTS, ANTA Sports, MICRONIC MYDATA, Stewart Information, Datang International, and SOEDER SPORTFISKE. Lancashire Holdings Limited provides specialty insurance and reinsurance products worldwide More
Lancashire Holdings 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 Lancashire Holdings' 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 Lancashire Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 10.04 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 3.58 |
Lancashire Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lancashire Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lancashire Holdings' standard deviation. In reality, there are many statistical measures that can use Lancashire Holdings historical prices to predict the future Lancashire Holdings' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | 0.0866 | |||
| Treynor Ratio | (1.24) |
Lancashire Holdings Backtested Returns
Lancashire Holdings has Sharpe Ratio of -0.0662, which conveys that the firm had a -0.0662 % return per unit of risk over the last 3 months. Lancashire Holdings exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lancashire Holdings' Risk Adjusted Performance of (0.04), mean deviation of 1.51, and Standard Deviation of 1.99 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lancashire Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Lancashire Holdings is expected to be smaller as well. At this point, Lancashire Holdings has a negative expected return of -0.13%. Please make sure to verify Lancashire Holdings' kurtosis, day typical price, and the relationship between the potential upside and rate of daily change , to decide if Lancashire Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.20 |
Weak predictability
Lancashire Holdings Limited has weak predictability. Overlapping area represents the amount of predictability between Lancashire Holdings time series from 6th of September 2024 to 5th of December 2024 and 5th of December 2024 to 5th of March 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 Lancashire Holdings price movement. The serial correlation of 0.2 indicates that over 20.0% of current Lancashire Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Lancashire Holdings lagged returns against current returns
Autocorrelation, which is Lancashire Holdings 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 Lancashire Holdings' stock expected returns. We can calculate the autocorrelation of Lancashire Holdings returns to help us make a trade decision. For example, suppose you find that Lancashire Holdings 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 |
Lancashire Holdings 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 Lancashire Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lancashire Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lancashire Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Lancashire Holdings Lagged Returns
When evaluating Lancashire Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lancashire Holdings stock have on its future price. Lancashire Holdings 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, Lancashire Holdings autocorrelation shows the relationship between Lancashire Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Lancashire Holdings Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lancashire Stock
Lancashire Holdings financial ratios help investors to determine whether Lancashire 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 Lancashire with respect to the benefits of owning Lancashire Holdings security.