Loews Corp (Germany) Market Value
| LTR Stock | 77.50 0.50 0.64% |
| 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.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Loews Corp on December 13, 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 90 days. Loews Corp is related to or competes with Japan Post, Ping An, Sabre Insurance, Infrastrutture Wireless, CITY OFFICE, OFFICE DEPOT, and HANOVER INSURANCE. 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.
| Information Ratio | 0.0557 | |||
| Maximum Drawdown | 6.2 | |||
| Value At Risk | (3.05) | |||
| Potential Upside | 2.5 |
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 | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.1447 | |||
| Treynor Ratio | (0.28) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Loews Corp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Loews Corp Backtested Returns
Loews Corp has Sharpe Ratio of -0.0338, which conveys that the firm had a -0.0338 % return per unit of risk over the last 3 months. Loews Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Loews Corp's Risk Adjusted Performance of (0.02), mean deviation of 0.9426, and Standard Deviation of 1.3 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Loews Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Loews Corp is expected to be smaller as well. At this point, Loews Corp has a negative expected return of -0.0441%. Please make sure to verify Loews Corp's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Loews Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Loews Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Loews Corp time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Loews Corp price movement. The serial correlation of -0.2 indicates that over 20.0% of current Loews Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 2.16 |
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 |
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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 |
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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 |
Thematic Opportunities
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Additional Tools for Loews Stock Analysis
When running Loews Corp's price analysis, check to measure Loews Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Loews Corp is operating at the current time. Most of Loews Corp's value examination focuses on studying past and present price action to predict the probability of Loews Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Loews Corp's price. Additionally, you may evaluate how the addition of Loews Corp to your portfolios can decrease your overall portfolio volatility.