Lufax Holding Stock Market Value
| LU Stock | USD 2.46 0.05 2.07% |
| Symbol | Lufax |
Lufax Holding Price To Book Ratio
Is Consumer Finance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Lufax Holding. If investors know Lufax will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Lufax Holding listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.75) | Revenue Per Share 52.533 | Quarterly Revenue Growth (0.31) | Return On Assets 0.0311 | Return On Equity (0.03) |
The market value of Lufax Holding is measured differently than its book value, which is the value of Lufax that is recorded on the company's balance sheet. Investors also form their own opinion of Lufax Holding's value that differs from its market value or its book value, called intrinsic value, which is Lufax Holding's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Lufax Holding's market value can be influenced by many factors that don't directly affect Lufax Holding's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Lufax Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lufax Holding is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lufax Holding'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.
Lufax Holding '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 Lufax Holding'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 Lufax Holding.
| 10/22/2024 |
| 12/21/2024 |
If you would invest 0.00 in Lufax Holding on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Lufax Holding or generate 0.0% return on investment in Lufax Holding over 60 days. Lufax Holding is related to or competes with 360 Finance, FinVolution, Qudian, X Financial, Sentage Holdings, Yirendai, and Lexinfintech Holdings. Lufax Holding Ltd operates a technology-empowered personal financial services platform in China More
Lufax Holding 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 Lufax Holding'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 Lufax Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.38 | |||
| Information Ratio | 0.0403 | |||
| Maximum Drawdown | 33.37 | |||
| Value At Risk | (7.83) | |||
| Potential Upside | 13.08 |
Lufax Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lufax Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lufax Holding's standard deviation. In reality, there are many statistical measures that can use Lufax Holding historical prices to predict the future Lufax Holding's volatility.| Risk Adjusted Performance | 0.0451 | |||
| Jensen Alpha | 0.2251 | |||
| Total Risk Alpha | 0.0911 | |||
| Sortino Ratio | 0.0515 | |||
| Treynor Ratio | 0.2405 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lufax Holding'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.
Lufax Holding Backtested Returns
Lufax Holding appears to be dangerous, given 3 months investment horizon. Lufax Holding has Sharpe Ratio of 0.0455, which conveys that the firm had a 0.0455% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lufax Holding, which you can use to evaluate the volatility of the firm. Please exercise Lufax Holding's Risk Adjusted Performance of 0.0451, mean deviation of 3.85, and Downside Deviation of 4.38 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lufax Holding holds a performance score of 3. The company secures a Beta (Market Risk) of 1.03, which conveys a somewhat significant risk relative to the market. Lufax Holding returns are very sensitive to returns on the market. As the market goes up or down, Lufax Holding is expected to follow. Please check Lufax Holding's sortino ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Lufax Holding's current price movements will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
Lufax Holding has weak reverse predictability. Overlapping area represents the amount of predictability between Lufax Holding time series from 22nd of October 2024 to 21st of November 2024 and 21st of November 2024 to 21st 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 Lufax Holding price movement. The serial correlation of -0.24 indicates that over 24.0% of current Lufax Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Lufax Holding lagged returns against current returns
Autocorrelation, which is Lufax Holding 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 Lufax Holding's stock expected returns. We can calculate the autocorrelation of Lufax Holding returns to help us make a trade decision. For example, suppose you find that Lufax Holding 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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Lufax Holding 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 Lufax Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lufax Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lufax Holding stock over time.
Current vs Lagged Prices |
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Lufax Holding Lagged Returns
When evaluating Lufax Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lufax Holding stock have on its future price. Lufax Holding 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, Lufax Holding autocorrelation shows the relationship between Lufax Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Lufax Holding.
Regressed Prices |
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Additional Tools for Lufax Stock Analysis
When running Lufax Holding's price analysis, check to measure Lufax Holding'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 Lufax Holding is operating at the current time. Most of Lufax Holding's value examination focuses on studying past and present price action to predict the probability of Lufax Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lufax Holding's price. Additionally, you may evaluate how the addition of Lufax Holding to your portfolios can decrease your overall portfolio volatility.