LOral SA (Germany) Market Value
| LOR Stock | EUR 350.75 1.50 0.43% |
| Symbol | LOral |
LOral 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 LOral 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 LOral SA.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in LOral SA on December 15, 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 LOral SA over 90 days. LOral SA is related to or competes with INTERCONT HOTELS, SWISS WATER, NetSol Technologies, Uber Technologies, Playtech Plc, Playa Hotels, and Luckin Coffee. LOral S.A., through its subsidiaries, manufactures and sells cosmetic products for women and men worldwide More
LOral 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 LOral 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 | 1.46 | |||
| Information Ratio | 0.1515 | |||
| Maximum Drawdown | 6.49 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 3.17 |
LOral SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LOral SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LOral SA's standard deviation. In reality, there are many statistical measures that can use LOral SA historical prices to predict the future LOral SA's volatility.| Risk Adjusted Performance | 0.057 | |||
| Jensen Alpha | 0.1221 | |||
| Total Risk Alpha | 0.3329 | |||
| Sortino Ratio | 0.1541 | |||
| Treynor Ratio | 0.2992 |
LOral SA Backtested Returns
At this point, LOral SA is very steady. LOral SA has Sharpe Ratio of 0.04, which conveys that the firm had a 0.04 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for LOral SA, which you can use to evaluate the volatility of the firm. Please verify LOral SA's Downside Deviation of 1.46, mean deviation of 1.17, and Risk Adjusted Performance of 0.057 to check out if the risk estimate we provide is consistent with the expected return of 0.0589%. LOral SA has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LOral SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding LOral SA is expected to be smaller as well. LOral SA right now secures a risk of 1.47%. 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 | 0.75 |
Good predictability
LOral SA has good predictability. Overlapping area represents the amount of predictability between LOral SA time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 LOral SA price movement. The serial correlation of 0.75 indicates that around 75.0% of current LOral SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 75.09 |
LOral SA lagged returns against current returns
Autocorrelation, which is LOral 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 LOral SA's stock expected returns. We can calculate the autocorrelation of LOral SA returns to help us make a trade decision. For example, suppose you find that LOral 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 |
LOral 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 LOral SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LOral SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LOral SA stock over time.
Current vs Lagged Prices |
| Timeline |
LOral SA Lagged Returns
When evaluating LOral SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LOral SA stock have on its future price. LOral 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, LOral SA autocorrelation shows the relationship between LOral 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 LOral Stock
LOral SA financial ratios help investors to determine whether LOral 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 LOral with respect to the benefits of owning LOral SA security.