Lonza Group (Switzerland) Market Value

LONN Stock  CHF 540.20  4.80  0.90%   
Lonza Group's market value is the price at which a share of Lonza Group trades on a public exchange. It measures the collective expectations of Lonza Group AG investors about its performance. Lonza Group is selling for under 540.20 as of the 29th of March 2024; that is 0.90 percent increase since the beginning of the trading day. The stock's lowest day price was 537.8.
With this module, you can estimate the performance of a buy and hold strategy of Lonza Group AG and determine expected loss or profit from investing in Lonza Group over a given investment horizon. Check out Lonza Group Correlation, Lonza Group Volatility and Lonza Group Alpha and Beta module to complement your research on Lonza Group.
Symbol

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

Lonza Group '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 Lonza Group'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 Lonza Group.
0.00
02/28/2024
No Change 0.00  0.0 
In 30 days
03/29/2024
0.00
If you would invest  0.00  in Lonza Group on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding Lonza Group AG or generate 0.0% return on investment in Lonza Group over 30 days. Lonza Group is related to or competes with Cicor Technologies, Logitech International, Schweizerische Nationalbank, Graubuendner Kantonalbank, Adval Tech, Softwareone Holding, and VP Bank. Lonza Group AG, together with its subsidiaries, supplies various products and services for pharmaceutical, biotech, and ... More

Lonza Group 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 Lonza Group'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 Lonza Group AG upside and downside potential and time the market with a certain degree of confidence.

Lonza Group Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Lonza Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lonza Group's standard deviation. In reality, there are many statistical measures that can use Lonza Group historical prices to predict the future Lonza Group's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lonza Group'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
537.76540.20542.64
Details
Intrinsic
Valuation
LowRealHigh
486.18579.38581.82
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Lonza Group. Your research has to be compared to or analyzed against Lonza Group's peers to derive any actionable benefits. When done correctly, Lonza Group's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Lonza Group AG.

Lonza Group AG Backtested Returns

Lonza Group appears to be very steady, given 3 months investment horizon. Lonza Group AG has Sharpe Ratio of 0.3, which conveys that the firm had a 0.3% return per unit of risk over the last 3 months. By analyzing Lonza Group's technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please exercise Lonza Group's Mean Deviation of 1.47, risk adjusted performance of 0.1645, and Downside Deviation of 1.32 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lonza Group holds a performance score of 23. The company secures a Beta (Market Risk) of 0.6, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lonza Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lonza Group is expected to be smaller as well. Please check Lonza Group's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Lonza Group's current price movements will revert.

Auto-correlation

    
  -0.07  

Very weak reverse predictability

Lonza Group AG has very weak reverse predictability. Overlapping area represents the amount of predictability between Lonza Group time series from 28th of February 2024 to 14th of March 2024 and 14th of March 2024 to 29th of March 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 Lonza Group AG price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Lonza Group price fluctuation can be explain by its past prices.
Correlation Coefficient-0.07
Spearman Rank Test-0.06
Residual Average0.0
Price Variance613.55

Lonza Group AG lagged returns against current returns

Autocorrelation, which is Lonza Group 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 Lonza Group's stock expected returns. We can calculate the autocorrelation of Lonza Group returns to help us make a trade decision. For example, suppose you find that Lonza Group 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  

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

Lonza Group Lagged Returns

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

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Check out Lonza Group Correlation, Lonza Group Volatility and Lonza Group Alpha and Beta module to complement your research on Lonza Group.
You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.

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When running Lonza Group's price analysis, check to measure Lonza Group'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 Lonza Group is operating at the current time. Most of Lonza Group's value examination focuses on studying past and present price action to predict the probability of Lonza Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lonza Group's price. Additionally, you may evaluate how the addition of Lonza Group to your portfolios can decrease your overall portfolio volatility.
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Lonza Group 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.
A focus of Lonza Group technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Lonza Group trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...