Loral Sa Stock Market Value
| LRLCF Stock | USD 359.90 2.31 0.65% |
| Symbol | LOral |
LOral SA '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 LOral SA'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 LOral SA.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in LOral SA on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding LOral SA or generate 0.0% return on investment in LOral SA over 30 days. LOral SA is related to or competes with Inter Parfums, European Wax, Estee Lauder, Reckitt Benckiser, Clorox, LOreal Co, and Unilever PLC. LOral S.A., through its subsidiaries, manufactures and sells cosmetic products for women and men worldwide More
LOral SA 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 LOral SA'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 LOral SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 12.42 | |||
| Value At Risk | (3.72) | |||
| Potential Upside | 4.18 |
LOral SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LOral SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LOral SA's standard deviation. In reality, there are many statistical measures that can use LOral SA historical prices to predict the future LOral SA's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 1.37 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LOral SA'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.
LOral SA Backtested Returns
LOral SA has Sharpe Ratio of -0.0609, which conveys that the firm had a -0.0609% return per unit of risk over the last 3 months. LOral SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LOral SA's Risk Adjusted Performance of (0.04), mean deviation of 1.9, and Standard Deviation of 2.46 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LOral SA are expected to decrease at a much lower rate. During the bear market, LOral SA is likely to outperform the market. At this point, LOral SA has a negative expected return of -0.15%. Please make sure to verify LOral SA's accumulation distribution, and the relationship between the potential upside and day median price , to decide if LOral SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.16 |
Insignificant reverse predictability
LOral SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between LOral SA time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 LOral SA price movement. The serial correlation of -0.16 indicates that over 16.0% of current LOral SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 57.25 |
LOral SA lagged returns against current returns
Autocorrelation, which is LOral SA 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 LOral SA's pink sheet expected returns. We can calculate the autocorrelation of LOral SA returns to help us make a trade decision. For example, suppose you find that LOral SA 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 |
LOral SA 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 LOral SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LOral SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LOral SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
LOral SA Lagged Returns
When evaluating LOral SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LOral SA pink sheet have on its future price. LOral SA 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, LOral SA autocorrelation shows the relationship between LOral SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in LOral SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in LOral Pink Sheet
LOral SA financial ratios help investors to determine whether LOral 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 LOral with respect to the benefits of owning LOral SA security.