London Stock Exchange Stock Market Value
| LDNXF Stock | USD 110.92 3.61 3.15% |
| Symbol | London |
London Stock '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 London Stock'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 London Stock.
| 05/01/2022 |
| 04/20/2024 |
If you would invest 0.00 in London Stock on May 1, 2022 and sell it all today you would earn a total of 0.00 from holding London Stock Exchange or generate 0.0% return on investment in London Stock over 720 days. London Stock is related to or competes with MSCI, Otc Markets, and Dun Bradstreet. London Stock Exchange Group plc engages in the market infrastructure business primarily in the United Kingdom, the Unite... More
London Stock 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 London Stock'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 London Stock Exchange upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 7.03 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 1.92 |
London Stock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for London Stock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as London Stock's standard deviation. In reality, there are many statistical measures that can use London Stock historical prices to predict the future London Stock's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of London Stock'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.
London Stock Exchange Backtested Returns
London Stock Exchange has Sharpe Ratio of -0.0509, which conveys that the firm had a -0.0509% return per unit of risk over the last 3 months. London Stock exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify London Stock's Standard Deviation of 1.36, mean deviation of 0.9954, and Risk Adjusted Performance of (0.02) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, London Stock's returns are expected to increase less than the market. However, during the bear market, the loss of holding London Stock is expected to be smaller as well. London Stock Exchange has an expected return of -0.0677%. Please make sure to verify London Stock Exchange total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if London Stock Exchange performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.25 |
Poor predictability
London Stock Exchange has poor predictability. Overlapping area represents the amount of predictability between London Stock time series from 1st of May 2022 to 26th of April 2023 and 26th of April 2023 to 20th of April 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 London Stock Exchange price movement. The serial correlation of 0.25 indicates that over 25.0% of current London Stock price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 39.14 |
London Stock Exchange lagged returns against current returns
Autocorrelation, which is London Stock 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 London Stock's pink sheet expected returns. We can calculate the autocorrelation of London Stock returns to help us make a trade decision. For example, suppose you find that London Stock 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 |
London Stock 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 London Stock pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if London Stock pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in London Stock pink sheet over time.
Current vs Lagged Prices |
| Timeline |
London Stock Lagged Returns
When evaluating London Stock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of London Stock pink sheet have on its future price. London Stock 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, London Stock autocorrelation shows the relationship between London Stock pink sheet current value and its past values and can show if there is a momentum factor associated with investing in London Stock Exchange.
Regressed Prices |
| Timeline |
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Complementary Tools for London Pink Sheet analysis
When running London Stock's price analysis, check to measure London Stock'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 London Stock is operating at the current time. Most of London Stock's value examination focuses on studying past and present price action to predict the probability of London Stock's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move London Stock's price. Additionally, you may evaluate how the addition of London Stock to your portfolios can decrease your overall portfolio volatility.
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London Stock technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.