Lvmh Mot Hennessy Stock Market Value
| LVMHF Stock | USD 627.02 2.67 0.43% |
| Symbol | LVMH |
LVMH Moët '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 LVMH Moët's pink sheet 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 LVMH Moët.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in LVMH Moët on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding LVMH Mot Hennessy or generate 0.0% return on investment in LVMH Moët over 30 days. LVMH Moët is related to or competes with Hermes International, Kering SA, Capri Holdings, Tapestry, Hermes International, Compagnie Financiere, and Christian Dior. LVMH Mot Hennessy - Louis Vuitton, Socit Europenne operates as a luxury goods company worldwide More
LVMH Moët 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 LVMH Moët's pink sheet 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 LVMH Mot Hennessy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 18.53 | |||
| Value At Risk | (3.98) | |||
| Potential Upside | 3.18 |
LVMH Moët Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LVMH Moët's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LVMH Moët's standard deviation. In reality, there are many statistical measures that can use LVMH Moët historical prices to predict the future LVMH Moët's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | (0.35) |
LVMH Mot Hennessy Backtested Returns
LVMH Mot Hennessy has Sharpe Ratio of -0.0848, which conveys that the firm had a -0.0848% return per unit of volatility over the last 3 months. LVMH Moët exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LVMH Moët's mean deviation of 1.66, and Risk Adjusted Performance of (0.06) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.66, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LVMH Moët's returns are expected to increase less than the market. However, during the bear market, the loss of holding LVMH Moët is expected to be smaller as well. At this point, LVMH Mot Hennessy has a negative expected return of -0.22%. Please make sure to verify LVMH Moët's accumulation distribution, and the relationship between the value at risk and day typical price , to decide if LVMH Mot Hennessy performance from the past will be repeated at future time.
Auto-correlation | -0.64 |
Very good reverse predictability
LVMH Mot Hennessy has very good reverse predictability. Overlapping area represents the amount of predictability between LVMH Moët time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 LVMH Mot Hennessy price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current LVMH Moët price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 73.72 |
LVMH Mot Hennessy lagged returns against current returns
Autocorrelation, which is LVMH Moët pink sheet'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 LVMH Moët's pink sheet expected returns. We can calculate the autocorrelation of LVMH Moët returns to help us make a trade decision. For example, suppose you find that LVMH Moët has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
LVMH Moët 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 LVMH Moët pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LVMH Moët pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LVMH Moët pink sheet over time.
Current vs Lagged Prices |
| Timeline |
LVMH Moët Lagged Returns
When evaluating LVMH Moët's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LVMH Moët pink sheet have on its future price. LVMH Moët 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, LVMH Moët autocorrelation shows the relationship between LVMH Moët pink sheet current value and its past values and can show if there is a momentum factor associated with investing in LVMH Mot Hennessy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in LVMH Pink Sheet
LVMH Moët financial ratios help investors to determine whether LVMH Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in LVMH with respect to the benefits of owning LVMH Moët security.