LOREAL ADR (Germany) Market Value

LORA Stock  EUR 66.50  1.00  1.48%   
LOREAL ADR's market value is the price at which a share of LOREAL ADR trades on a public exchange. It measures the collective expectations of LOREAL ADR 15EO investors about its performance. LOREAL ADR is trading at 66.50 as of the 13th of December 2024. This is a 1.48% down since the beginning of the trading day. The stock's lowest day price was 66.5.
With this module, you can estimate the performance of a buy and hold strategy of LOREAL ADR 15EO and determine expected loss or profit from investing in LOREAL ADR over a given investment horizon. Check out LOREAL ADR Correlation, LOREAL ADR Volatility and LOREAL ADR Alpha and Beta module to complement your research on LOREAL ADR.
Symbol

Please note, there is a significant difference between LOREAL ADR's value and its price as these two are different measures arrived at by different means. Investors typically determine if LOREAL ADR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, LOREAL ADR'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.

LOREAL ADR '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 LOREAL ADR'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 LOREAL ADR.
0.00
12/19/2023
No Change 0.00  0.0 
In 11 months and 27 days
12/13/2024
0.00
If you would invest  0.00  in LOREAL ADR on December 19, 2023 and sell it all today you would earn a total of 0.00 from holding LOREAL ADR 15EO or generate 0.0% return on investment in LOREAL ADR over 360 days. LOREAL ADR is related to or competes with Superior Plus, SIVERS SEMICONDUCTORS, Norsk Hydro, Reliance Steel, RYOHIN UNSPADR1, and Vanguard Funds. LOral S.A., through its subsidiaries, manufactures and sells cosmetic products for women and men worldwide More

LOREAL ADR 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 LOREAL ADR'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 LOREAL ADR 15EO upside and downside potential and time the market with a certain degree of confidence.

LOREAL ADR Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for LOREAL ADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LOREAL ADR's standard deviation. In reality, there are many statistical measures that can use LOREAL ADR historical prices to predict the future LOREAL ADR's volatility.
Hype
Prediction
LowEstimatedHigh
64.5966.5068.41
Details
Intrinsic
Valuation
LowRealHigh
48.6350.5473.15
Details
Naive
Forecast
LowNextHigh
66.4068.3170.21
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
62.8867.5072.12
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as LOREAL ADR. Your research has to be compared to or analyzed against LOREAL ADR's peers to derive any actionable benefits. When done correctly, LOREAL ADR's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in LOREAL ADR 15EO.

LOREAL ADR 15EO Backtested Returns

LOREAL ADR 15EO has Sharpe Ratio of -0.0671, which conveys that the firm had a -0.0671% return per unit of volatility over the last 3 months. LOREAL ADR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LOREAL ADR's mean deviation of 1.39, and Risk Adjusted Performance of (0.05) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.72, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LOREAL ADR's returns are expected to increase less than the market. However, during the bear market, the loss of holding LOREAL ADR is expected to be smaller as well. At this point, LOREAL ADR 15EO has a negative expected return of -0.13%. Please make sure to verify LOREAL ADR's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if LOREAL ADR 15EO performance from the past will be repeated at future time.

Auto-correlation

    
  -0.37  

Poor reverse predictability

LOREAL ADR 15EO has poor reverse predictability. Overlapping area represents the amount of predictability between LOREAL ADR time series from 19th of December 2023 to 16th of June 2024 and 16th of June 2024 to 13th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LOREAL ADR 15EO price movement. The serial correlation of -0.37 indicates that just about 37.0% of current LOREAL ADR price fluctuation can be explain by its past prices.
Correlation Coefficient-0.37
Spearman Rank Test-0.32
Residual Average0.0
Price Variance32.34

LOREAL ADR 15EO lagged returns against current returns

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

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

LOREAL ADR Lagged Returns

When evaluating LOREAL ADR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LOREAL ADR stock have on its future price. LOREAL ADR 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, LOREAL ADR autocorrelation shows the relationship between LOREAL ADR stock current value and its past values and can show if there is a momentum factor associated with investing in LOREAL ADR 15EO.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Other Information on Investing in LOREAL Stock

LOREAL ADR financial ratios help investors to determine whether LOREAL 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 LOREAL with respect to the benefits of owning LOREAL ADR security.