Loreal Co Adr Stock Market Value

LRLCY Stock  USD 70.00  0.91  1.32%   
L’Oreal Co's market value is the price at which a share of L’Oreal Co trades on a public exchange. It measures the collective expectations of LOreal Co ADR investors about its performance. L’Oreal Co is trading at 70.00 as of the 4th of December 2024; that is 1.32% increase since the beginning of the trading day. The stock's open price was 69.09.
With this module, you can estimate the performance of a buy and hold strategy of LOreal Co ADR and determine expected loss or profit from investing in L’Oreal Co over a given investment horizon. Check out L’Oreal Co Correlation, L’Oreal Co Volatility and L’Oreal Co Alpha and Beta module to complement your research on L’Oreal Co.
Symbol

Please note, there is a significant difference between L’Oreal Co's value and its price as these two are different measures arrived at by different means. Investors typically determine if L’Oreal Co is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, L’Oreal Co'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.

L’Oreal Co '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 L’Oreal Co'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 L’Oreal Co.
0.00
09/05/2024
No Change 0.00  0.0 
In 3 months and 1 day
12/04/2024
0.00
If you would invest  0.00  in L’Oreal Co on September 5, 2024 and sell it all today you would earn a total of 0.00 from holding LOreal Co ADR or generate 0.0% return on investment in L’Oreal Co over 90 days. L’Oreal Co is related to or competes with Unilever PLC, Estee Lauder, Church Dwight, Mannatech Incorporated, Edgewell Personal, Inter Parfums, and Nu Skin. LOral S.A., through its subsidiaries, manufactures and sells cosmetic products for women and men worldwide More

L’Oreal Co 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 L’Oreal Co'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 LOreal Co ADR upside and downside potential and time the market with a certain degree of confidence.

L’Oreal Co Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for L’Oreal Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as L’Oreal Co's standard deviation. In reality, there are many statistical measures that can use L’Oreal Co historical prices to predict the future L’Oreal Co's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of L’Oreal Co'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.
Hype
Prediction
LowEstimatedHigh
68.0470.0071.96
Details
Intrinsic
Valuation
LowRealHigh
60.8462.8077.00
Details
Naive
Forecast
LowNextHigh
67.4869.4471.39
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
69.2170.0470.88
Details

LOreal Co ADR Backtested Returns

LOreal Co ADR has Sharpe Ratio of -0.16, which conveys that the firm had a -0.16% return per unit of risk over the last 3 months. L’Oreal Co exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify L’Oreal Co's Standard Deviation of 1.92, risk adjusted performance of (0.13), and Mean Deviation of 1.3 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0797, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning L’Oreal Co are expected to decrease at a much lower rate. During the bear market, L’Oreal Co is likely to outperform the market. At this point, LOreal Co ADR has a negative expected return of -0.31%. Please make sure to verify L’Oreal Co's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if LOreal Co ADR performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.36  

Poor reverse predictability

LOreal Co ADR has poor reverse predictability. Overlapping area represents the amount of predictability between L’Oreal Co time series from 5th of September 2024 to 20th of October 2024 and 20th of October 2024 to 4th 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 LOreal Co ADR price movement. The serial correlation of -0.36 indicates that just about 36.0% of current L’Oreal Co price fluctuation can be explain by its past prices.
Correlation Coefficient-0.36
Spearman Rank Test-0.32
Residual Average0.0
Price Variance13.63

LOreal Co ADR lagged returns against current returns

Autocorrelation, which is L’Oreal Co 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 L’Oreal Co's pink sheet expected returns. We can calculate the autocorrelation of L’Oreal Co returns to help us make a trade decision. For example, suppose you find that L’Oreal Co 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  

L’Oreal Co 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 L’Oreal Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if L’Oreal Co pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in L’Oreal Co pink sheet over time.
   Current vs Lagged Prices   
       Timeline  

L’Oreal Co Lagged Returns

When evaluating L’Oreal Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of L’Oreal Co pink sheet have on its future price. L’Oreal Co 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, L’Oreal Co autocorrelation shows the relationship between L’Oreal Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in LOreal Co ADR.
   Regressed Prices   
       Timeline  

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Additional Tools for L’Oreal Pink Sheet Analysis

When running L’Oreal Co's price analysis, check to measure L’Oreal Co's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy L’Oreal Co is operating at the current time. Most of L’Oreal Co's value examination focuses on studying past and present price action to predict the probability of L’Oreal Co's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move L’Oreal Co's price. Additionally, you may evaluate how the addition of L’Oreal Co to your portfolios can decrease your overall portfolio volatility.