Lam Son (Vietnam) Market Value
LSS Stock | 10,800 100.00 0.92% |
Symbol | Lam |
Lam Son '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 Lam Son'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 Lam Son.
12/27/2024 |
| 01/26/2025 |
If you would invest 0.00 in Lam Son on December 27, 2024 and sell it all today you would earn a total of 0.00 from holding Lam Son Sugar or generate 0.0% return on investment in Lam Son over 30 days. Lam Son is related to or competes with Taseco Air, Din Capital, Vu Dang, Duong Hieu, CEO Group, and Transport. More
Lam Son 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 Lam Son'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 Lam Son Sugar upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.17 | |||
Information Ratio | 0.0415 | |||
Maximum Drawdown | 7.16 | |||
Value At Risk | (1.70) | |||
Potential Upside | 2.98 |
Lam Son Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lam Son's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lam Son's standard deviation. In reality, there are many statistical measures that can use Lam Son historical prices to predict the future Lam Son's volatility.Risk Adjusted Performance | 0.0713 | |||
Jensen Alpha | 0.106 | |||
Total Risk Alpha | 0.0277 | |||
Sortino Ratio | 0.0518 | |||
Treynor Ratio | 32.15 |
Lam Son Sugar Backtested Returns
As of now, Lam Stock is very steady. Lam Son Sugar has Sharpe Ratio of 0.0793, which conveys that the firm had a 0.0793 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Lam Son, which you can use to evaluate the volatility of the firm. Please verify Lam Son's Mean Deviation of 1.05, downside deviation of 1.17, and Risk Adjusted Performance of 0.0713 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. Lam Son has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0033, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lam Son's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lam Son is expected to be smaller as well. Lam Son Sugar right now secures a risk of 1.46%. Please verify Lam Son Sugar sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Lam Son Sugar will be following its current price movements.
Auto-correlation | -0.24 |
Weak reverse predictability
Lam Son Sugar has weak reverse predictability. Overlapping area represents the amount of predictability between Lam Son time series from 27th of December 2024 to 11th of January 2025 and 11th of January 2025 to 26th of January 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 Lam Son Sugar price movement. The serial correlation of -0.24 indicates that over 24.0% of current Lam Son price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.24 | |
Spearman Rank Test | -0.67 | |
Residual Average | 0.0 | |
Price Variance | 34.9 K |
Lam Son Sugar lagged returns against current returns
Autocorrelation, which is Lam Son 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 Lam Son's stock expected returns. We can calculate the autocorrelation of Lam Son returns to help us make a trade decision. For example, suppose you find that Lam Son 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 |
Lam Son 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 Lam Son stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lam Son stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lam Son stock over time.
Current vs Lagged Prices |
Timeline |
Lam Son Lagged Returns
When evaluating Lam Son's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lam Son stock have on its future price. Lam Son 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, Lam Son autocorrelation shows the relationship between Lam Son stock current value and its past values and can show if there is a momentum factor associated with investing in Lam Son Sugar.
Regressed Prices |
Timeline |
Pair Trading with Lam Son
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Lam Son position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Lam Son will appreciate offsetting losses from the drop in the long position's value.Moving against Lam Stock
The ability to find closely correlated positions to Lam Son could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Lam Son when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Lam Son - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Lam Son Sugar to buy it.
The correlation of Lam Son is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Lam Son moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Lam Son Sugar moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Lam Son can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Lam Stock
Lam Son financial ratios help investors to determine whether Lam 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 Lam with respect to the benefits of owning Lam Son security.