Luzerner Kantonalbank (Switzerland) Market Value

LUKN Stock  CHF 68.90  0.90  1.32%   
Luzerner Kantonalbank's market value is the price at which a share of Luzerner Kantonalbank trades on a public exchange. It measures the collective expectations of Luzerner Kantonalbank AG investors about its performance. Luzerner Kantonalbank is selling for under 68.90 as of the 16th of March 2025; that is 1.32 percent increase since the beginning of the trading day. The stock's lowest day price was 68.0.
With this module, you can estimate the performance of a buy and hold strategy of Luzerner Kantonalbank AG and determine expected loss or profit from investing in Luzerner Kantonalbank over a given investment horizon. Check out Luzerner Kantonalbank Correlation, Luzerner Kantonalbank Volatility and Luzerner Kantonalbank Alpha and Beta module to complement your research on Luzerner Kantonalbank.
Symbol

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

Luzerner Kantonalbank '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 Luzerner Kantonalbank'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 Luzerner Kantonalbank.
0.00
12/16/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/16/2025
0.00
If you would invest  0.00  in Luzerner Kantonalbank on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Luzerner Kantonalbank AG or generate 0.0% return on investment in Luzerner Kantonalbank over 90 days. Luzerner Kantonalbank is related to or competes with St Galler, Banque Cantonale, Berner Kantonalbank, Emmi AG, and Banque Cantonale. Luzerner Kantonalbank AG provides various banking products and services to individuals, companies, institutions, familie... More

Luzerner Kantonalbank 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 Luzerner Kantonalbank'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 Luzerner Kantonalbank AG upside and downside potential and time the market with a certain degree of confidence.

Luzerner Kantonalbank Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Luzerner Kantonalbank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Luzerner Kantonalbank's standard deviation. In reality, there are many statistical measures that can use Luzerner Kantonalbank historical prices to predict the future Luzerner Kantonalbank's volatility.
Hype
Prediction
LowEstimatedHigh
68.1368.9069.67
Details
Intrinsic
Valuation
LowRealHigh
62.0171.3272.09
Details
Naive
Forecast
LowNextHigh
67.0467.8168.57
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
67.4068.6169.82
Details

Luzerner Kantonalbank Backtested Returns

At this stage we consider Luzerner Stock to be very steady. Luzerner Kantonalbank has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Luzerner Kantonalbank, which you can use to evaluate the volatility of the firm. Please verify Luzerner Kantonalbank's Downside Deviation of 0.8749, risk adjusted performance of 0.1179, and Mean Deviation of 0.5824 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. Luzerner Kantonalbank has a performance score of 13 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Luzerner Kantonalbank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Luzerner Kantonalbank is expected to be smaller as well. Luzerner Kantonalbank right now secures a risk of 0.77%. Please verify Luzerner Kantonalbank AG maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to decide if Luzerner Kantonalbank AG will be following its current price movements.

Auto-correlation

    
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Insignificant predictability

Luzerner Kantonalbank AG has insignificant predictability. Overlapping area represents the amount of predictability between Luzerner Kantonalbank time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Luzerner Kantonalbank price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Luzerner Kantonalbank price fluctuation can be explain by its past prices.
Correlation Coefficient0.1
Spearman Rank Test-0.15
Residual Average0.0
Price Variance0.6

Luzerner Kantonalbank lagged returns against current returns

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

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

Luzerner Kantonalbank Lagged Returns

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

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Additional Tools for Luzerner Stock Analysis

When running Luzerner Kantonalbank's price analysis, check to measure Luzerner Kantonalbank'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 Luzerner Kantonalbank is operating at the current time. Most of Luzerner Kantonalbank's value examination focuses on studying past and present price action to predict the probability of Luzerner Kantonalbank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Luzerner Kantonalbank's price. Additionally, you may evaluate how the addition of Luzerner Kantonalbank to your portfolios can decrease your overall portfolio volatility.