Luvu Brands Stock Market Value
| LUVU Stock | USD 0.05 0.01 16.67% |
| Symbol | Luvu |
Luvu Brands '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 Luvu Brands' otc 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 Luvu Brands.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in Luvu Brands on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding Luvu Brands or generate 0.0% return on investment in Luvu Brands over 360 days. Luvu Brands is related to or competes with JS Global, FGI Industries, Traeger, Purple Innovation, Hamilton Beach, Ethan Allen, and Lifetime Brands. Luvu Brands, Inc. designs, manufactures, and markets various consumer lifestyle products worldwide More
Luvu Brands 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 Luvu Brands' otc 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 Luvu Brands upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 45.24 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 20.0 |
Luvu Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Luvu Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Luvu Brands' standard deviation. In reality, there are many statistical measures that can use Luvu Brands historical prices to predict the future Luvu Brands' volatility.| Risk Adjusted Performance | 0.0024 | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (1.55) | |||
| Treynor Ratio | (0.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Luvu Brands' 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.
Luvu Brands Backtested Returns
Currently, Luvu Brands is out of control. Luvu Brands has Sharpe Ratio of 0.0148, which conveys that the firm had a 0.0148% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Luvu Brands, which you can use to evaluate the volatility of the firm. Please verify Luvu Brands' Risk Adjusted Performance of 0.0024, mean deviation of 4.59, and Standard Deviation of 9.16 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. Luvu Brands has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.95, which conveys possible diversification benefits within a given portfolio. Luvu Brands returns are very sensitive to returns on the market. As the market goes up or down, Luvu Brands is expected to follow. Luvu Brands right now secures a risk of 9.2%. Please verify Luvu Brands value at risk and rate of daily change , to decide if Luvu Brands will be following its current price movements.
Auto-correlation | 0.48 |
Average predictability
Luvu Brands has average predictability. Overlapping area represents the amount of predictability between Luvu Brands time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 Luvu Brands price movement. The serial correlation of 0.48 indicates that about 48.0% of current Luvu Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Luvu Brands lagged returns against current returns
Autocorrelation, which is Luvu Brands otc 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 Luvu Brands' otc stock expected returns. We can calculate the autocorrelation of Luvu Brands returns to help us make a trade decision. For example, suppose you find that Luvu Brands has exhibited high autocorrelation historically, and you observe that the otc 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 |
Luvu Brands 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 Luvu Brands otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Luvu Brands otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Luvu Brands otc stock over time.
Current vs Lagged Prices |
| Timeline |
Luvu Brands Lagged Returns
When evaluating Luvu Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Luvu Brands otc stock have on its future price. Luvu Brands 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, Luvu Brands autocorrelation shows the relationship between Luvu Brands otc stock current value and its past values and can show if there is a momentum factor associated with investing in Luvu Brands.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Luvu OTC Stock Analysis
When running Luvu Brands' price analysis, check to measure Luvu Brands' 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 Luvu Brands is operating at the current time. Most of Luvu Brands' value examination focuses on studying past and present price action to predict the probability of Luvu Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Luvu Brands' price. Additionally, you may evaluate how the addition of Luvu Brands to your portfolios can decrease your overall portfolio volatility.