LVMH Mot (Germany) Market Value
| MOH Stock | 628.70 0.70 0.11% |
| Symbol | LVMH |
LVMH Mot '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 Mot'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 Mot.
| 06/24/2024 |
| 12/21/2024 |
LVMH Mot 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 LVMH Mot'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.
| Downside Deviation | 1.9 | |||
| Information Ratio | 0.044 | |||
| Maximum Drawdown | 14.19 | |||
| Value At Risk | (3.47) | |||
| Potential Upside | 3.4 |
LVMH Mot Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LVMH Mot's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LVMH Mot's standard deviation. In reality, there are many statistical measures that can use LVMH Mot historical prices to predict the future LVMH Mot's volatility.| Risk Adjusted Performance | 0.053 | |||
| Jensen Alpha | 0.1137 | |||
| Total Risk Alpha | 0.0565 | |||
| Sortino Ratio | 0.0497 | |||
| Treynor Ratio | 0.8736 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LVMH Mot'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.
LVMH Mot Hennessy Backtested Returns
Currently, LVMH Mot Hennessy is very steady. LVMH Mot Hennessy has Sharpe Ratio of 0.0555, which conveys that the firm had a 0.0555% return per unit of volatility over the last 3 months. We have found thirty technical indicators for LVMH Mot, which you can use to evaluate the volatility of the firm. Please verify LVMH Mot's risk adjusted performance of 0.053, and Mean Deviation of 1.43 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. LVMH Mot has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LVMH Mot's returns are expected to increase less than the market. However, during the bear market, the loss of holding LVMH Mot is expected to be smaller as well. LVMH Mot Hennessy currently secures a risk of 2.15%. Please verify LVMH Mot Hennessy treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if LVMH Mot Hennessy will be following its current price movements.
Auto-correlation | 0.13 |
Insignificant predictability
LVMH Mot Hennessy has insignificant predictability. Overlapping area represents the amount of predictability between LVMH Mot time series from 24th of June 2024 to 22nd of September 2024 and 22nd of September 2024 to 21st 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 LVMH Mot Hennessy price movement. The serial correlation of 0.13 indicates that less than 13.0% of current LVMH Mot price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 912.38 |
LVMH Mot Hennessy lagged returns against current returns
Autocorrelation, which is LVMH Mot 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 Mot's stock expected returns. We can calculate the autocorrelation of LVMH Mot returns to help us make a trade decision. For example, suppose you find that LVMH Mot 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 |
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LVMH Mot 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 Mot stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LVMH Mot stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LVMH Mot stock over time.
Current vs Lagged Prices |
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LVMH Mot Lagged Returns
When evaluating LVMH Mot's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LVMH Mot stock have on its future price. LVMH Mot 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 Mot autocorrelation shows the relationship between LVMH Mot 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.Additional Tools for LVMH Stock Analysis
When running LVMH Mot's price analysis, check to measure LVMH Mot'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 LVMH Mot is operating at the current time. Most of LVMH Mot's value examination focuses on studying past and present price action to predict the probability of LVMH Mot's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LVMH Mot's price. Additionally, you may evaluate how the addition of LVMH Mot to your portfolios can decrease your overall portfolio volatility.