Lesico (Israel) Market Value
| LSCO Stock | 381.00 3.00 0.78% |
| Symbol | Lesico |
Lesico '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 Lesico'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 Lesico.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Lesico on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Lesico or generate 0.0% return on investment in Lesico over 90 days. Lesico is related to or competes with Epitomee Medical, Harel Insurance, Arad Investment, YD More, and Sure Tech. Lesico Ltd., together with its subsidiaries, specializes in the infrastructure projects in Israel and internationally More
Lesico 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 Lesico'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 Lesico upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.32 | |||
| Information Ratio | 0.1437 | |||
| Maximum Drawdown | 19.09 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 6.03 |
Lesico Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lesico's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lesico's standard deviation. In reality, there are many statistical measures that can use Lesico historical prices to predict the future Lesico's volatility.| Risk Adjusted Performance | 0.1057 | |||
| Jensen Alpha | 0.4214 | |||
| Total Risk Alpha | 0.7579 | |||
| Sortino Ratio | 0.1998 | |||
| Treynor Ratio | 0.5743 |
Lesico Backtested Returns
Lesico has Sharpe Ratio of -0.0114, which conveys that the firm had a -0.0114 % return per unit of risk over the last 3 months. Lesico exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lesico's Mean Deviation of 2.21, risk adjusted performance of 0.1057, and Downside Deviation of 2.32 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.62, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lesico's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lesico is expected to be smaller as well. At this point, Lesico has a negative expected return of -0.0291%. Please make sure to verify Lesico's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Lesico performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.59 |
Good reverse predictability
Lesico has good reverse predictability. Overlapping area represents the amount of predictability between Lesico 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 Lesico price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Lesico price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 134.17 |
Lesico lagged returns against current returns
Autocorrelation, which is Lesico 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 Lesico's stock expected returns. We can calculate the autocorrelation of Lesico returns to help us make a trade decision. For example, suppose you find that Lesico 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 |
Lesico 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 Lesico stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lesico stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lesico stock over time.
Current vs Lagged Prices |
| Timeline |
Lesico Lagged Returns
When evaluating Lesico's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lesico stock have on its future price. Lesico 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, Lesico autocorrelation shows the relationship between Lesico stock current value and its past values and can show if there is a momentum factor associated with investing in Lesico.
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 Lesico Stock
Lesico financial ratios help investors to determine whether Lesico 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 Lesico with respect to the benefits of owning Lesico security.