LOREAL ADR (Germany) Market Value
| LORA Stock | EUR 68.00 1.00 1.49% |
| Symbol | LOREAL |
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.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in LOREAL ADR on January 31, 2025 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 30 days. LOREAL ADR is related to or competes with Beta Systems, AXWAY SOFTWARE, Carsales, Guidewire Software, Kingdee International, Easy Software, and G-III APPAREL. 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.
| Downside Deviation | 2.47 | |||
| Information Ratio | 0.0435 | |||
| Maximum Drawdown | 10.94 | |||
| Value At Risk | (3.60) | |||
| Potential Upside | 3.88 |
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.| Risk Adjusted Performance | 0.034 | |||
| Jensen Alpha | 0.0727 | |||
| Total Risk Alpha | 0.1341 | |||
| Sortino Ratio | 0.037 | |||
| Treynor Ratio | 0.3808 |
LOREAL ADR 15EO Backtested Returns
At this point, LOREAL ADR is very steady. LOREAL ADR 15EO has Sharpe Ratio of 0.0511, which conveys that the firm had a 0.0511 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for LOREAL ADR, which you can use to evaluate the volatility of the firm. Please verify LOREAL ADR's risk adjusted performance of 0.034, and Mean Deviation of 1.5 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. LOREAL ADR has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.18, which conveys not very significant fluctuations relative to the market. 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. LOREAL ADR 15EO currently secures a risk of 2.14%. Please verify LOREAL ADR 15EO total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if LOREAL ADR 15EO will be following its current price movements.
Auto-correlation | -0.63 |
Very good reverse predictability
LOREAL ADR 15EO has very good reverse predictability. Overlapping area represents the amount of predictability between LOREAL ADR time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 LOREAL ADR 15EO price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current LOREAL ADR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.7 |
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.