Lords Company Worldwide Stock Market Value
| LRDSF Stock | USD 0.0009 0.00 0.00% |
| Symbol | Lords |
Lords Company '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 Lords Company'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 Lords Company.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Lords Company on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Lords Company Worldwide or generate 0.0% return on investment in Lords Company over 720 days. Lords Company is related to or competes with Genomma Lab. Lords Company Worldwide Holdings Inc. develops, produces, and markets lifestyle apparel and natural health products unde... More
Lords Company 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 Lords Company'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 Lords Company Worldwide upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1513 | |||
| Maximum Drawdown | 427.78 |
Lords Company Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lords Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lords Company's standard deviation. In reality, there are many statistical measures that can use Lords Company historical prices to predict the future Lords Company's volatility.| Risk Adjusted Performance | 0.1272 | |||
| Jensen Alpha | 8.38 | |||
| Total Risk Alpha | (0.83) | |||
| Treynor Ratio | 1.16 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lords Company's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Lords Worldwide Backtested Returns
Lords Company is out of control given 3 months investment horizon. Lords Worldwide has Sharpe Ratio of 0.0939, which conveys that the firm had a 0.0939% return per unit of risk over the last 3 months. We are able to interpolate and collect sixteen different technical indicators, which can help you to evaluate if expected returns of 4.19% are justified by taking the suggested risk. Use Lords Worldwide Mean Deviation of 20.64, standard deviation of 61.42, and Risk Adjusted Performance of 0.1272 to evaluate company specific risk that cannot be diversified away. Lords Company holds a performance score of 7 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 8.11, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Lords Company will likely underperform. Use Lords Worldwide treynor ratio and rate of daily change , to analyze future returns on Lords Worldwide.
Auto-correlation | 0.48 |
Average predictability
Lords Company Worldwide has average predictability. Overlapping area represents the amount of predictability between Lords Company time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Lords Worldwide price movement. The serial correlation of 0.48 indicates that about 48.0% of current Lords Company price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lords Worldwide lagged returns against current returns
Autocorrelation, which is Lords Company 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 Lords Company's pink sheet expected returns. We can calculate the autocorrelation of Lords Company returns to help us make a trade decision. For example, suppose you find that Lords Company 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 |
Lords Company 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 Lords Company pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lords Company pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lords Company pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lords Company Lagged Returns
When evaluating Lords Company's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lords Company pink sheet have on its future price. Lords Company 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, Lords Company autocorrelation shows the relationship between Lords Company pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lords Company Worldwide.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lords Pink Sheet
Lords Company financial ratios help investors to determine whether Lords 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 Lords with respect to the benefits of owning Lords Company security.