LOréal SA (Germany) Market Value
| LOR Stock | EUR 351.80 2.20 0.63% |
| Symbol | LOréal |
LOréal SA '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 LOréal SA'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 LOréal SA.
| 03/09/2024 |
| 03/04/2025 |
If you would invest 0.00 in LOréal SA on March 9, 2024 and sell it all today you would earn a total of 0.00 from holding LOral SA or generate 0.0% return on investment in LOréal SA over 360 days. LOréal SA is related to or competes with Scottish Mortgage, Collins Foods, SENECA FOODS-A, US Foods, Tokentus Investment, and ECHO INVESTMENT. LOral S.A., through its subsidiaries, manufactures and sells cosmetic products for women and men worldwide More
LOréal SA 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 LOréal SA'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 LOral SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | 0.1072 | |||
| Maximum Drawdown | 6.49 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 3.17 |
LOréal SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LOréal SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LOréal SA's standard deviation. In reality, there are many statistical measures that can use LOréal SA historical prices to predict the future LOréal SA's volatility.| Risk Adjusted Performance | 0.0597 | |||
| Jensen Alpha | 0.1275 | |||
| Total Risk Alpha | 0.2194 | |||
| Sortino Ratio | 0.1109 | |||
| Treynor Ratio | 0.21 |
LOréal SA Backtested Returns
At this point, LOréal SA is very steady. LOréal SA has Sharpe Ratio of 0.0714, which conveys that the firm had a 0.0714 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for LOréal SA, which you can use to evaluate the volatility of the firm. Please verify LOréal SA's Risk Adjusted Performance of 0.0597, mean deviation of 1.17, and Downside Deviation of 1.44 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. LOréal SA has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.47, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LOréal SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding LOréal SA is expected to be smaller as well. LOréal SA right now secures a risk of 1.51%. Please verify LOral SA sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if LOral SA will be following its current price movements.
Auto-correlation | -0.08 |
Very weak reverse predictability
LOral SA has very weak reverse predictability. Overlapping area represents the amount of predictability between LOréal SA time series from 9th of March 2024 to 5th of September 2024 and 5th of September 2024 to 4th 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 LOréal SA price movement. The serial correlation of -0.08 indicates that barely 8.0% of current LOréal SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 448.31 |
LOréal SA lagged returns against current returns
Autocorrelation, which is LOréal SA 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 LOréal SA's stock expected returns. We can calculate the autocorrelation of LOréal SA returns to help us make a trade decision. For example, suppose you find that LOréal SA 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 |
LOréal SA 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 LOréal SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LOréal SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LOréal SA stock over time.
Current vs Lagged Prices |
| Timeline |
LOréal SA Lagged Returns
When evaluating LOréal SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LOréal SA stock have on its future price. LOréal SA 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, LOréal SA autocorrelation shows the relationship between LOréal SA stock current value and its past values and can show if there is a momentum factor associated with investing in LOral SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in LOréal Stock
LOréal SA financial ratios help investors to determine whether LOréal 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 LOréal with respect to the benefits of owning LOréal SA security.