Loews Corp (Germany) Market Value
| LTR Stock | EUR 83.00 0.50 0.60% |
| Symbol | Loews |
Loews Corp '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 Loews Corp'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 Loews Corp.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in Loews Corp on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding Loews Corp or generate 0.0% return on investment in Loews Corp over 30 days. Loews Corp is related to or competes with ADRIATIC METALS, Fortescue Metals, ARDAGH METAL, Jacquet Metal, Cal-Maine Foods, and US FOODS. More
Loews Corp 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 Loews Corp'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 Loews Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.1541 | |||
| Maximum Drawdown | 8.77 | |||
| Value At Risk | (1.84) | |||
| Potential Upside | 2.1 |
Loews Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Loews Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Loews Corp's standard deviation. In reality, there are many statistical measures that can use Loews Corp historical prices to predict the future Loews Corp's volatility.| Risk Adjusted Performance | 0.1557 | |||
| Jensen Alpha | 0.2506 | |||
| Total Risk Alpha | 0.2022 | |||
| Sortino Ratio | 0.1451 | |||
| Treynor Ratio | (1.86) |
Loews Corp Backtested Returns
Loews Corp appears to be out of control, given 3 months investment horizon. Loews Corp has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Loews Corp, which you can use to evaluate the volatility of the firm. Please exercise Loews Corp's Mean Deviation of 1.03, risk adjusted performance of 0.1557, and Downside Deviation of 1.52 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Loews Corp holds a performance score of 10. The company secures a Beta (Market Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Loews Corp are expected to decrease at a much lower rate. During the bear market, Loews Corp is likely to outperform the market. Please check Loews Corp's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Loews Corp's current price movements will revert.
Auto-correlation | -0.44 |
Modest reverse predictability
Loews Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Loews Corp time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd 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 Loews Corp price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Loews Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Loews Corp lagged returns against current returns
Autocorrelation, which is Loews Corp 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 Loews Corp's stock expected returns. We can calculate the autocorrelation of Loews Corp returns to help us make a trade decision. For example, suppose you find that Loews Corp 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 |
Loews Corp 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 Loews Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Loews Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Loews Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Loews Corp Lagged Returns
When evaluating Loews Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Loews Corp stock have on its future price. Loews Corp 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, Loews Corp autocorrelation shows the relationship between Loews Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Loews Corp.
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.Additional Information and Resources on Investing in Loews Stock
When determining whether Loews Corp is a strong investment it is important to analyze Loews Corp's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Loews Corp's future performance. For an informed investment choice regarding Loews Stock, refer to the following important reports:Check out Loews Corp Correlation, Loews Corp Volatility and Loews Corp Alpha and Beta module to complement your research on Loews Corp. For information on how to trade Loews Stock refer to our How to Trade Loews Stock guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Loews Corp technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.