Lockheed Martin (Germany) Market Value

LOM Stock   428.65  0.40  0.09%   
Lockheed Martin's market value is the price at which a share of Lockheed Martin trades on a public exchange. It measures the collective expectations of Lockheed Martin investors about its performance. Lockheed Martin is selling for under 428.65 as of the 17th of March 2025; that is 0.09% down since the beginning of the trading day. The stock's last reported lowest price was 423.45.
With this module, you can estimate the performance of a buy and hold strategy of Lockheed Martin and determine expected loss or profit from investing in Lockheed Martin over a given investment horizon. Check out Lockheed Martin Correlation, Lockheed Martin Volatility and Lockheed Martin Alpha and Beta module to complement your research on Lockheed Martin.
For more information on how to buy Lockheed Stock please use our How to Invest in Lockheed Martin guide.
Symbol

Please note, there is a significant difference between Lockheed Martin's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lockheed Martin is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lockheed Martin's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Lockheed Martin '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 Lockheed Martin'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 Lockheed Martin.
0.00
12/17/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/17/2025
0.00
If you would invest  0.00  in Lockheed Martin on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Lockheed Martin or generate 0.0% return on investment in Lockheed Martin over 90 days. Lockheed Martin is related to or competes with Alfa Financial, SBI Insurance, New China, Zurich Insurance, HANOVER INSURANCE, Goosehead Insurance, and Kingdee International. More

Lockheed Martin 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 Lockheed Martin'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 Lockheed Martin upside and downside potential and time the market with a certain degree of confidence.

Lockheed Martin Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Lockheed Martin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lockheed Martin's standard deviation. In reality, there are many statistical measures that can use Lockheed Martin historical prices to predict the future Lockheed Martin's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lockheed Martin'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.
Hype
Prediction
LowEstimatedHigh
427.31429.05430.79
Details
Intrinsic
Valuation
LowRealHigh
401.57403.31471.96
Details
Naive
Forecast
LowNextHigh
414.42416.16417.90
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
414.87428.64442.41
Details

Lockheed Martin Backtested Returns

Lockheed Martin has Sharpe Ratio of -0.0673, which conveys that the firm had a -0.0673 % return per unit of risk over the last 3 months. Lockheed Martin exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lockheed Martin's Standard Deviation of 1.7, risk adjusted performance of (0.08), and Mean Deviation of 1.25 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lockheed Martin are expected to decrease at a much lower rate. During the bear market, Lockheed Martin is likely to outperform the market. At this point, Lockheed Martin has a negative expected return of -0.12%. Please make sure to verify Lockheed Martin's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Lockheed Martin performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.06  

Very weak reverse predictability

Lockheed Martin has very weak reverse predictability. Overlapping area represents the amount of predictability between Lockheed Martin time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Lockheed Martin price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Lockheed Martin price fluctuation can be explain by its past prices.
Correlation Coefficient-0.06
Spearman Rank Test-0.34
Residual Average0.0
Price Variance104.49

Lockheed Martin lagged returns against current returns

Autocorrelation, which is Lockheed Martin 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 Lockheed Martin's stock expected returns. We can calculate the autocorrelation of Lockheed Martin returns to help us make a trade decision. For example, suppose you find that Lockheed Martin 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  

Lockheed Martin 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 Lockheed Martin stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lockheed Martin stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lockheed Martin stock over time.
   Current vs Lagged Prices   
       Timeline  

Lockheed Martin Lagged Returns

When evaluating Lockheed Martin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lockheed Martin stock have on its future price. Lockheed Martin 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, Lockheed Martin autocorrelation shows the relationship between Lockheed Martin stock current value and its past values and can show if there is a momentum factor associated with investing in Lockheed Martin.
   Regressed Prices   
       Timeline  

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Additional Tools for Lockheed Stock Analysis

When running Lockheed Martin's price analysis, check to measure Lockheed Martin'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 Lockheed Martin is operating at the current time. Most of Lockheed Martin's value examination focuses on studying past and present price action to predict the probability of Lockheed Martin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lockheed Martin's price. Additionally, you may evaluate how the addition of Lockheed Martin to your portfolios can decrease your overall portfolio volatility.