LVMH Moët's market value is the price at which a share of LVMH Moët trades on a public exchange. It measures the collective expectations of LVMH Mot Hennessy investors about its performance. LVMH Moët is trading at 629.80 as of the 5th of January 2025, a 0.21 percent decrease since the beginning of the trading day. The stock's lowest day price was 629.8. With this module, you can estimate the performance of a buy and hold strategy of LVMH Mot Hennessy and determine expected loss or profit from investing in LVMH Moët over a given investment horizon. Check out LVMH Moët Correlation, LVMH Moët Volatility and LVMH Moët Alpha and Beta module to complement your research on LVMH Moët.
Please note, there is a significant difference between LVMH Moët's value and its price as these two are different measures arrived at by different means. Investors typically determine if LVMH Moët is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, LVMH Moët'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.
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 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 LVMH Moët.
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 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 LVMH Mot Hennessy upside and downside potential and time the market with a certain degree of confidence.
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.
LVMH Mot Hennessy has Sharpe Ratio of -0.0318, which conveys that the firm had a -0.0318% return per unit of volatility over the last 3 months. LVMH Moët exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LVMH Moët's risk adjusted performance of (0.02), and Mean Deviation of 1.24 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.27, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LVMH Moët are expected to decrease at a much lower rate. During the bear market, LVMH Moët is likely to outperform the market. At this point, LVMH Mot Hennessy has a negative expected return of -0.0575%. Please make sure to verify LVMH Moët's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if LVMH Mot Hennessy performance from the past will be repeated at future time.
Auto-correlation
-0.17
Insignificant reverse predictability
LVMH Mot Hennessy has insignificant reverse predictability. Overlapping area represents the amount of predictability between LVMH Moët time series from 9th of July 2024 to 7th of October 2024 and 7th of October 2024 to 5th 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 LVMH Mot Hennessy price movement. The serial correlation of -0.17 indicates that over 17.0% of current LVMH Moët price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.17
Spearman Rank Test
0.11
Residual Average
0.0
Price Variance
634.78
LVMH Mot Hennessy lagged returns against current returns
Autocorrelation, which is LVMH Moët 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 LVMH Moët's stock 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 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
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LVMH Moët stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LVMH Moët stock 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 stock 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 stock 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
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
LVMH Moët financial ratios help investors to determine whether LVMH Stock 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.