Levi Strauss (Germany) Market Value
| LV2B Stock | EUR 15.95 0.18 1.12% |
| Symbol | Levi |
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.
| 01/02/2023 |
| 12/22/2024 |
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.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 14.39 | |||
| Value At Risk | (2.77) | |||
| Potential Upside | 3.32 |
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.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.17) |
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' Mean Deviation of 1.62, risk adjusted performance of (0.03), and Standard Deviation of 2.36 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 Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 3.9 |
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 |
Currently Active Assets on Macroaxis
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. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
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.