Lighthouse Capital (South Africa) Market Value

LTE Stock   803.00  7.00  0.86%   
Lighthouse Capital's market value is the price at which a share of Lighthouse Capital trades on a public exchange. It measures the collective expectations of Lighthouse Capital investors about its performance. Lighthouse Capital is trading at 803.00 as of the 17th of March 2025, a 0.86 percent decrease since the beginning of the trading day. The stock's lowest day price was 798.0.
With this module, you can estimate the performance of a buy and hold strategy of Lighthouse Capital and determine expected loss or profit from investing in Lighthouse Capital over a given investment horizon. Check out Lighthouse Capital Correlation, Lighthouse Capital Volatility and Lighthouse Capital Alpha and Beta module to complement your research on Lighthouse Capital.
Symbol

Please note, there is a significant difference between Lighthouse Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lighthouse Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lighthouse Capital'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.

Lighthouse Capital '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 Lighthouse Capital'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 Lighthouse Capital.
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 Lighthouse Capital on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Lighthouse Capital or generate 0.0% return on investment in Lighthouse Capital over 90 days. Lighthouse Capital is related to or competes with Kap Industrial, Deneb Investments, Reinet Investments, Life Healthcare, Bytes Technology, and E Media. More

Lighthouse Capital 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 Lighthouse Capital'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 Lighthouse Capital upside and downside potential and time the market with a certain degree of confidence.

Lighthouse Capital Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Lighthouse Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lighthouse Capital's standard deviation. In reality, there are many statistical measures that can use Lighthouse Capital historical prices to predict the future Lighthouse Capital's volatility.
Hype
Prediction
LowEstimatedHigh
801.43803.00804.57
Details
Intrinsic
Valuation
LowRealHigh
672.95674.52883.30
Details
Naive
Forecast
LowNextHigh
813.61815.19816.76
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
762.96797.98833.00
Details

Lighthouse Capital Backtested Returns

Lighthouse Capital has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. Lighthouse Capital exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lighthouse Capital's Mean Deviation of 1.07, downside deviation of 1.74, and Risk Adjusted Performance of 0.0217 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.58, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lighthouse Capital are expected to decrease at a much lower rate. During the bear market, Lighthouse Capital is likely to outperform the market. At this point, Lighthouse Capital has a negative expected return of -0.0077%. Please make sure to verify Lighthouse Capital's sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to decide if Lighthouse Capital performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.19  

Very weak predictability

Lighthouse Capital has very weak predictability. Overlapping area represents the amount of predictability between Lighthouse Capital 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 Lighthouse Capital price movement. The serial correlation of 0.19 indicates that over 19.0% of current Lighthouse Capital price fluctuation can be explain by its past prices.
Correlation Coefficient0.19
Spearman Rank Test-0.08
Residual Average0.0
Price Variance489.45

Lighthouse Capital lagged returns against current returns

Autocorrelation, which is Lighthouse Capital 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 Lighthouse Capital's stock expected returns. We can calculate the autocorrelation of Lighthouse Capital returns to help us make a trade decision. For example, suppose you find that Lighthouse Capital 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  

Lighthouse Capital 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 Lighthouse Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lighthouse Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lighthouse Capital stock over time.
   Current vs Lagged Prices   
       Timeline  

Lighthouse Capital Lagged Returns

When evaluating Lighthouse Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lighthouse Capital stock have on its future price. Lighthouse Capital 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, Lighthouse Capital autocorrelation shows the relationship between Lighthouse Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Lighthouse Capital.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Lighthouse Stock

Lighthouse Capital financial ratios help investors to determine whether Lighthouse 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 Lighthouse with respect to the benefits of owning Lighthouse Capital security.