London Security (UK) Market Value
| LSC Stock | 3,600 50.00 1.41% |
| Symbol | London |
London Security '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 London Security'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 London Security.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in London Security on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding London Security Plc or generate 0.0% return on investment in London Security over 30 days. London Security is related to or competes with Creo Medical, Catalyst Media, Scandic Hotels, Gaztransport, and Broadridge Financial. London Security is entity of United Kingdom More
London Security 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 London Security'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 London Security Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1767 | |||
| Maximum Drawdown | 7.27 | |||
| Potential Upside | 1.41 |
London Security Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for London Security's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as London Security's standard deviation. In reality, there are many statistical measures that can use London Security historical prices to predict the future London Security's volatility.| Risk Adjusted Performance | 0.1228 | |||
| Jensen Alpha | 0.1509 | |||
| Total Risk Alpha | 0.1801 | |||
| Treynor Ratio | 2.71 |
London Security Plc Backtested Returns
At this point, London Security is very steady. London Security Plc has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for London Security, which you can use to evaluate the volatility of the firm. Please verify London Security's Mean Deviation of 0.3841, standard deviation of 0.977, and Risk Adjusted Performance of 0.1228 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. London Security has a performance score of 13 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0552, which conveys not very significant fluctuations relative to the market. As returns on the market increase, London Security's returns are expected to increase less than the market. However, during the bear market, the loss of holding London Security is expected to be smaller as well. London Security Plc right now secures a risk of 1.01%. Please verify London Security Plc daily balance of power, price action indicator, and the relationship between the skewness and day median price , to decide if London Security Plc will be following its current price movements.
Auto-correlation | -0.81 |
Excellent reverse predictability
London Security Plc has excellent reverse predictability. Overlapping area represents the amount of predictability between London Security time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 London Security Plc price movement. The serial correlation of -0.81 indicates that around 81.0% of current London Security price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 495.87 |
London Security Plc lagged returns against current returns
Autocorrelation, which is London Security 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 London Security's stock expected returns. We can calculate the autocorrelation of London Security returns to help us make a trade decision. For example, suppose you find that London Security 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 |
London Security 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 London Security stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if London Security stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in London Security stock over time.
Current vs Lagged Prices |
| Timeline |
London Security Lagged Returns
When evaluating London Security's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of London Security stock have on its future price. London Security 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, London Security autocorrelation shows the relationship between London Security stock current value and its past values and can show if there is a momentum factor associated with investing in London Security Plc.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in London Stock
London Security financial ratios help investors to determine whether London 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 London with respect to the benefits of owning London Security security.