Limoneira Co Stock Market Value
| LMNR Stock | USD 19.59 0.27 1.40% |
| Symbol | Limoneira |
Limoneira Price To Book Ratio
Is Limoneira's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Limoneira. If investors know Limoneira will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Limoneira listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.96 | Dividend Share 0.3 | Earnings Share (0.58) | Revenue Per Share 10.316 | Quarterly Revenue Growth 0.048 |
The market value of Limoneira is measured differently than its book value, which is the value of Limoneira that is recorded on the company's balance sheet. Investors also form their own opinion of Limoneira's value that differs from its market value or its book value, called intrinsic value, which is Limoneira's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Limoneira's market value can be influenced by many factors that don't directly affect Limoneira's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Limoneira's value and its price as these two are different measures arrived at by different means. Investors typically determine if Limoneira is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Limoneira'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.
Limoneira '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 Limoneira'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 Limoneira.
| 01/21/2024 |
| 04/20/2024 |
If you would invest 0.00 in Limoneira on January 21, 2024 and sell it all today you would earn a total of 0.00 from holding Limoneira Co or generate 0.0% return on investment in Limoneira over 90 days. Limoneira is related to or competes with Tyson Foods, Cal Maine, Dole PLC, and Adecoagro. Limoneira Company operates as an agribusiness and real estate development company in the United States and international... More
Limoneira 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 Limoneira'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 Limoneira Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.83 | |||
| Information Ratio | 0.0221 | |||
| Maximum Drawdown | 10.58 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 2.83 |
Limoneira Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Limoneira's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Limoneira's standard deviation. In reality, there are many statistical measures that can use Limoneira historical prices to predict the future Limoneira's volatility.| Risk Adjusted Performance | 0.0495 | |||
| Jensen Alpha | 0.0177 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.0215 | |||
| Treynor Ratio | 0.0891 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Limoneira'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.
Limoneira Backtested Returns
We consider Limoneira very steady. Limoneira has Sharpe Ratio of 0.0526, which conveys that the firm had a 0.0526% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Limoneira, which you can use to evaluate the volatility of the firm. Please verify Limoneira's Mean Deviation of 1.37, downside deviation of 1.83, and Risk Adjusted Performance of 0.0495 to check out if the risk estimate we provide is consistent with the expected return of 0.0933%. Limoneira has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.29, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Limoneira will likely underperform. Limoneira right now secures a risk of 1.77%. Please verify Limoneira Co semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Limoneira Co will be following its current price movements.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Limoneira Co has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Limoneira time series from 21st of January 2024 to 6th of March 2024 and 6th of March 2024 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 Limoneira price movement. The serial correlation of -0.74 indicates that around 74.0% of current Limoneira price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Limoneira lagged returns against current returns
Autocorrelation, which is Limoneira 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 Limoneira's stock expected returns. We can calculate the autocorrelation of Limoneira returns to help us make a trade decision. For example, suppose you find that Limoneira 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 |
| Timeline |
Limoneira 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 Limoneira stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Limoneira stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Limoneira stock over time.
Current vs Lagged Prices |
| Timeline |
Limoneira Lagged Returns
When evaluating Limoneira's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Limoneira stock have on its future price. Limoneira 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, Limoneira autocorrelation shows the relationship between Limoneira stock current value and its past values and can show if there is a momentum factor associated with investing in Limoneira Co.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Limoneira in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Limoneira's short interest history, or implied volatility extrapolated from Limoneira options trading.
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Try AI Portfolio ArchitectCheck out Limoneira Correlation, Limoneira Volatility and Limoneira Alpha and Beta module to complement your research on Limoneira. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Limoneira Stock analysis
When running Limoneira's price analysis, check to measure Limoneira'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 Limoneira is operating at the current time. Most of Limoneira's value examination focuses on studying past and present price action to predict the probability of Limoneira's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Limoneira's price. Additionally, you may evaluate how the addition of Limoneira to your portfolios can decrease your overall portfolio volatility.
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Limoneira technical stock 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, stock market cycles, or different charting patterns.