Levi Strauss (Germany) Market Value

LV2B Stock  EUR 15.95  0.18  1.12%   
Levi Strauss' market value is the price at which a share of Levi Strauss trades on a public exchange. It measures the collective expectations of Levi Strauss Co investors about its performance. Levi Strauss is trading at 15.95 as of the 22nd of December 2024. This is a 1.12% down since the beginning of the trading day. The stock's lowest day price was 15.95.
With this module, you can estimate the performance of a buy and hold strategy of Levi Strauss Co and determine expected loss or profit from investing in Levi Strauss over a given investment horizon. Check out Levi Strauss Correlation, Levi Strauss Volatility and Levi Strauss Alpha and Beta module to complement your research on Levi Strauss.
Symbol

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

Levi Strauss '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 Levi Strauss' 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 Levi Strauss.
0.00
01/02/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/22/2024
0.00
If you would invest  0.00  in Levi Strauss on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding Levi Strauss Co or generate 0.0% return on investment in Levi Strauss over 720 days. Levi Strauss is related to or competes with HM HENMAUUNSPADR, H M, H M, Moncler SpA, VF, Ralph Lauren, and Levi Strauss. It designs, markets, and sells jeans, casual and dress pants, tops, shorts, skirts, jackets, footwear, and related acces... More

Levi Strauss 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 Levi Strauss' 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 Levi Strauss Co upside and downside potential and time the market with a certain degree of confidence.

Levi Strauss Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Levi Strauss' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Levi Strauss' standard deviation. In reality, there are many statistical measures that can use Levi Strauss historical prices to predict the future Levi Strauss' volatility.
Hype
Prediction
LowEstimatedHigh
13.6015.9518.30
Details
Intrinsic
Valuation
LowRealHigh
14.2516.5918.95
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Levi Strauss. Your research has to be compared to or analyzed against Levi Strauss' peers to derive any actionable benefits. When done correctly, Levi Strauss' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Levi Strauss.

Levi Strauss Backtested Returns

Levi Strauss has Sharpe Ratio of -0.0654, which conveys that the firm had a -0.0654% return per unit of risk over the last 3 months. Levi Strauss exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Levi Strauss' Risk Adjusted Performance of (0.03), standard deviation of 2.36, and Mean Deviation of 1.62 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.78, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Levi Strauss' returns are expected to increase less than the market. However, during the bear market, the loss of holding Levi Strauss is expected to be smaller as well. At this point, Levi Strauss has a negative expected return of -0.15%. Please make sure to verify Levi Strauss' potential upside, kurtosis, rate of daily change, as well as the relationship between the skewness and daily balance of power , to decide if Levi Strauss performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.52  

Good reverse predictability

Levi Strauss Co has good reverse predictability. Overlapping area represents the amount of predictability between Levi Strauss time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 Levi Strauss price movement. The serial correlation of -0.52 indicates that about 52.0% of current Levi Strauss price fluctuation can be explain by its past prices.
Correlation Coefficient-0.52
Spearman Rank Test0.13
Residual Average0.0
Price Variance3.9

Levi Strauss lagged returns against current returns

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

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

Levi Strauss Lagged Returns

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

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Additional Information and Resources on Investing in Levi Stock

When determining whether Levi Strauss offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Levi Strauss' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Levi Strauss Co Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Levi Strauss Co Stock:
Check out Levi Strauss Correlation, Levi Strauss Volatility and Levi Strauss Alpha and Beta module to complement your research on Levi Strauss.
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Levi Strauss 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.
A focus of Levi Strauss technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Levi Strauss trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...