Lonza Group Stock Market Value
| LZAGF Stock | USD 645.45 3.28 0.51% |
| Symbol | Lonza |
Lonza Group '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 Lonza Group'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 Lonza Group.
| 12/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in Lonza Group on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding Lonza Group or generate 0.0% return on investment in Lonza Group over 30 days. Lonza Group is related to or competes with Sonic Healthcare, Charles River, Qiagen NV, Thermo Fisher, Agilent Technologies, IDEXX Laboratories, and Illumina. Lonza Group AG, together with its subsidiaries, supplies various products and services for pharmaceutical, biotech, and ... More
Lonza Group 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 Lonza Group'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 Lonza Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.71 | |||
| Information Ratio | 0.0211 | |||
| Maximum Drawdown | 12.97 | |||
| Value At Risk | (4.27) | |||
| Potential Upside | 5.36 |
Lonza Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lonza Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lonza Group's standard deviation. In reality, there are many statistical measures that can use Lonza Group historical prices to predict the future Lonza Group's volatility.| Risk Adjusted Performance | 0.0395 | |||
| Jensen Alpha | 0.0943 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0219 | |||
| Treynor Ratio | 1.26 |
Lonza Group Backtested Returns
At this point, Lonza Group is very steady. Lonza Group has Sharpe Ratio of 0.0326, which conveys that the firm had a 0.0326 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Lonza Group, which you can use to evaluate the volatility of the firm. Please verify Lonza Group's Downside Deviation of 2.71, mean deviation of 2.1, and Risk Adjusted Performance of 0.0395 to check out if the risk estimate we provide is consistent with the expected return of 0.0846%. Lonza Group has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0774, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lonza Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lonza Group is expected to be smaller as well. Lonza Group right now secures a risk of 2.59%. Please verify Lonza Group sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if Lonza Group will be following its current price movements.
Auto-correlation | 0.63 |
Good predictability
Lonza Group has good predictability. Overlapping area represents the amount of predictability between Lonza Group time series from 25th of December 2024 to 9th of January 2025 and 9th of January 2025 to 24th of January 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 Lonza Group price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Lonza Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 677.51 |
Lonza Group lagged returns against current returns
Autocorrelation, which is Lonza Group 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 Lonza Group's pink sheet expected returns. We can calculate the autocorrelation of Lonza Group returns to help us make a trade decision. For example, suppose you find that Lonza Group 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 |
Lonza Group 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 Lonza Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lonza Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lonza Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lonza Group Lagged Returns
When evaluating Lonza Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lonza Group pink sheet have on its future price. Lonza Group 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, Lonza Group autocorrelation shows the relationship between Lonza Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lonza Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lonza Pink Sheet
Lonza Group financial ratios help investors to determine whether Lonza 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 Lonza with respect to the benefits of owning Lonza Group security.