Lloyds Banking Group Stock Market Value
| LYG Stock | USD 2.51 0.02 0.80% |
| Symbol | Lloyds |
Lloyds Banking Group Price To Book Ratio
Is Lloyds Banking'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 Lloyds Banking. If investors know Lloyds 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 Lloyds Banking 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 1.06 | Dividend Share 0.028 | Earnings Share 0.37 | Revenue Per Share 1.132 | Quarterly Revenue Growth 0.285 |
The market value of Lloyds Banking Group is measured differently than its book value, which is the value of Lloyds that is recorded on the company's balance sheet. Investors also form their own opinion of Lloyds Banking's value that differs from its market value or its book value, called intrinsic value, which is Lloyds Banking'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 Lloyds Banking's market value can be influenced by many factors that don't directly affect Lloyds Banking'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 Lloyds Banking's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lloyds Banking is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lloyds Banking'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.
Lloyds Banking '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 Lloyds Banking'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 Lloyds Banking.
| 05/24/2023 |
| 04/18/2024 |
If you would invest 0.00 in Lloyds Banking on May 24, 2023 and sell it all today you would earn a total of 0.00 from holding Lloyds Banking Group or generate 0.0% return on investment in Lloyds Banking over 330 days. Lloyds Banking is related to or competes with Itau Unibanco, Grupo Financiero, Banco Macro, Banco Santander, Banco Bradesco, Zions Bancorporation, and KeyCorp. Lloyds Banking Group plc, together with its subsidiaries, provides a range of banking and financial services in the Unit... More
Lloyds Banking 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 Lloyds Banking'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 Lloyds Banking Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.085 | |||
| Maximum Drawdown | 8.91 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 2.43 |
Lloyds Banking Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lloyds Banking's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lloyds Banking's standard deviation. In reality, there are many statistical measures that can use Lloyds Banking historical prices to predict the future Lloyds Banking's volatility.| Risk Adjusted Performance | 0.0802 | |||
| Jensen Alpha | 0.1341 | |||
| Total Risk Alpha | 0.0677 | |||
| Sortino Ratio | 0.084 | |||
| Treynor Ratio | 0.15 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lloyds Banking'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.
Lloyds Banking Group Backtested Returns
Lloyds Banking appears to be slightly risky, given 3 months investment horizon. Lloyds Banking Group has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lloyds Banking, which you can use to evaluate the volatility of the firm. Please exercise Lloyds Banking's Mean Deviation of 1.24, downside deviation of 1.75, and Risk Adjusted Performance of 0.0802 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lloyds Banking holds a performance score of 14. The company secures a Beta (Market Risk) of 1.28, 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, Lloyds Banking will likely underperform. Please check Lloyds Banking's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Lloyds Banking's current price movements will revert.
Auto-correlation | -0.36 |
Poor reverse predictability
Lloyds Banking Group has poor reverse predictability. Overlapping area represents the amount of predictability between Lloyds Banking time series from 24th of May 2023 to 5th of November 2023 and 5th of November 2023 to 18th 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 Lloyds Banking Group price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Lloyds Banking price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Lloyds Banking Group lagged returns against current returns
Autocorrelation, which is Lloyds Banking 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 Lloyds Banking's stock expected returns. We can calculate the autocorrelation of Lloyds Banking returns to help us make a trade decision. For example, suppose you find that Lloyds Banking 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 |
Lloyds Banking 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 Lloyds Banking stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lloyds Banking stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lloyds Banking stock over time.
Current vs Lagged Prices |
| Timeline |
Lloyds Banking Lagged Returns
When evaluating Lloyds Banking's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lloyds Banking stock have on its future price. Lloyds Banking 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, Lloyds Banking autocorrelation shows the relationship between Lloyds Banking stock current value and its past values and can show if there is a momentum factor associated with investing in Lloyds Banking Group.
Regressed Prices |
| Timeline |
Lloyds Banking Investors Sentiment
The influence of Lloyds Banking's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Lloyds. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Lloyds Banking's public news can be used to forecast risks associated with an investment in Lloyds. The trend in average sentiment can be used to explain how an investor holding Lloyds can time the market purely based on public headlines and social activities around Lloyds Banking Group. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Lloyds Banking's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Lloyds Banking's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Lloyds Banking's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Lloyds Banking.
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 Lloyds Banking 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, Lloyds Banking's short interest history, or implied volatility extrapolated from Lloyds Banking options trading.
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When running Lloyds Banking's price analysis, check to measure Lloyds Banking'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 Lloyds Banking is operating at the current time. Most of Lloyds Banking's value examination focuses on studying past and present price action to predict the probability of Lloyds Banking's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lloyds Banking's price. Additionally, you may evaluate how the addition of Lloyds Banking to your portfolios can decrease your overall portfolio volatility.
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Lloyds Banking 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.