LOREAL ADR (Germany) Market Value

LORA Stock  EUR 70.50  1.50  2.17%   
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 70.50 as of the 17th of March 2025. This is a 2.17% up since the beginning of the trading day. The stock's lowest day price was 70.0.
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
12/17/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/17/2025
0.00
If you would invest  0.00  in LOREAL ADR on December 17, 2024 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 90 days. LOREAL ADR is related to or competes with National Beverage, WILLIS LEASE, Suntory Beverage, ALBIS LEASING, Nippon Light, GREENX METALS, and GOLDQUEST MINING. 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
68.3470.5072.66
Details
Intrinsic
Valuation
LowRealHigh
67.3469.5071.66
Details
Naive
Forecast
LowNextHigh
68.8370.9973.15
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
67.0869.2771.47
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

At this point, LOREAL ADR is very steady. LOREAL ADR 15EO has Sharpe Ratio of 0.0497, which conveys that the firm had a 0.0497 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for LOREAL ADR, which you can use to evaluate the volatility of the firm. Please verify LOREAL ADR's mean deviation of 1.53, and Risk Adjusted Performance of 0.0469 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 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.12, 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 2.18%. Please verify LOREAL ADR 15EO treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if LOREAL ADR 15EO will be following its current price movements.

Auto-correlation

    
  0.65  

Good predictability

LOREAL ADR 15EO has good predictability. Overlapping area represents the amount of predictability between LOREAL ADR 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 LOREAL ADR 15EO price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current LOREAL ADR price fluctuation can be explain by its past prices.
Correlation Coefficient0.65
Spearman Rank Test0.13
Residual Average0.0
Price Variance3.13

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  

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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.