Lindsell Train (UK) Market Value
| LTI Stock | 724.00 2.00 0.28% |
| Symbol | Lindsell |
Lindsell Train '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 Lindsell Train'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 Lindsell Train.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Lindsell Train on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Lindsell Train Investment or generate 0.0% return on investment in Lindsell Train over 720 days. Lindsell Train is related to or competes with Universal Display, Cairo Communication, Team Internet, Fonix Mobile, and Zegona Communications. Lindsell Train is entity of United Kingdom More
Lindsell Train 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 Lindsell Train'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 Lindsell Train Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 9.26 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 2.35 |
Lindsell Train Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lindsell Train's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lindsell Train's standard deviation. In reality, there are many statistical measures that can use Lindsell Train historical prices to predict the future Lindsell Train's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | 0.5045 |
Lindsell Train Investment Backtested Returns
Lindsell Train Investment has Sharpe Ratio of -0.0693, which conveys that the firm had a -0.0693% return per unit of risk over the last 3 months. Lindsell Train exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lindsell Train's Standard Deviation of 1.6, mean deviation of 1.16, and Risk Adjusted Performance of (0.07) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.34, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lindsell Train are expected to decrease at a much lower rate. During the bear market, Lindsell Train is likely to outperform the market. At this point, Lindsell Train Investment has a negative expected return of -0.11%. Please make sure to verify Lindsell Train's maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Lindsell Train Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.78 |
Good predictability
Lindsell Train Investment has good predictability. Overlapping area represents the amount of predictability between Lindsell Train time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lindsell Train Investment price movement. The serial correlation of 0.78 indicates that around 78.0% of current Lindsell Train price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 1718.08 |
Lindsell Train Investment lagged returns against current returns
Autocorrelation, which is Lindsell Train 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 Lindsell Train's stock expected returns. We can calculate the autocorrelation of Lindsell Train returns to help us make a trade decision. For example, suppose you find that Lindsell Train 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 |
Lindsell Train 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 Lindsell Train stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lindsell Train stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lindsell Train stock over time.
Current vs Lagged Prices |
| Timeline |
Lindsell Train Lagged Returns
When evaluating Lindsell Train's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lindsell Train stock have on its future price. Lindsell Train 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, Lindsell Train autocorrelation shows the relationship between Lindsell Train stock current value and its past values and can show if there is a momentum factor associated with investing in Lindsell Train Investment.
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 Lindsell Stock
Lindsell Train financial ratios help investors to determine whether Lindsell 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 Lindsell with respect to the benefits of owning Lindsell Train security.