Lampsa Hellenic (Greece) Market Value
| LAMPS Stock | EUR 40.00 0.00 0.00% |
| Symbol | Lampsa |
Lampsa Hellenic '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 Lampsa Hellenic'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 Lampsa Hellenic.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in Lampsa Hellenic on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding Lampsa Hellenic Hotels or generate 0.0% return on investment in Lampsa Hellenic over 90 days. Lampsa Hellenic is related to or competes with Marfin Investment, Intertech, Daios Plastics, Elvalhalcor Hellenic, Profile Systems, and Performance Technologies. Lampsa Hellenic Hotels S.A. operates hotels primarily in Greece, Cyprus, and Serbia More
Lampsa Hellenic 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 Lampsa Hellenic'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 Lampsa Hellenic Hotels upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 6.76 | |||
| Potential Upside | 1.03 |
Lampsa Hellenic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lampsa Hellenic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lampsa Hellenic's standard deviation. In reality, there are many statistical measures that can use Lampsa Hellenic historical prices to predict the future Lampsa Hellenic's volatility.| Risk Adjusted Performance | 0.1316 | |||
| Jensen Alpha | 0.1152 | |||
| Total Risk Alpha | (0.0007) | |||
| Treynor Ratio | (3.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lampsa Hellenic'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.
Lampsa Hellenic Hotels Backtested Returns
At this point, Lampsa Hellenic is very steady. Lampsa Hellenic Hotels has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Lampsa Hellenic, which you can use to evaluate the volatility of the firm. Please verify Lampsa Hellenic's Mean Deviation of 0.2934, standard deviation of 0.7216, and Risk Adjusted Performance of 0.1316 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. Lampsa Hellenic has a performance score of 13 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0367, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lampsa Hellenic are expected to decrease at a much lower rate. During the bear market, Lampsa Hellenic is likely to outperform the market. Lampsa Hellenic Hotels right now secures a risk of 0.74%. Please verify Lampsa Hellenic Hotels variance and skewness , to decide if Lampsa Hellenic Hotels will be following its current price movements.
Auto-correlation | -0.29 |
Weak reverse predictability
Lampsa Hellenic Hotels has weak reverse predictability. Overlapping area represents the amount of predictability between Lampsa Hellenic time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lampsa Hellenic Hotels price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Lampsa Hellenic price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Lampsa Hellenic Hotels lagged returns against current returns
Autocorrelation, which is Lampsa Hellenic 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 Lampsa Hellenic's stock expected returns. We can calculate the autocorrelation of Lampsa Hellenic returns to help us make a trade decision. For example, suppose you find that Lampsa Hellenic 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 |
Lampsa Hellenic 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 Lampsa Hellenic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lampsa Hellenic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lampsa Hellenic stock over time.
Current vs Lagged Prices |
| Timeline |
Lampsa Hellenic Lagged Returns
When evaluating Lampsa Hellenic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lampsa Hellenic stock have on its future price. Lampsa Hellenic 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, Lampsa Hellenic autocorrelation shows the relationship between Lampsa Hellenic stock current value and its past values and can show if there is a momentum factor associated with investing in Lampsa Hellenic Hotels.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Lampsa Stock
Lampsa Hellenic financial ratios help investors to determine whether Lampsa Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lampsa with respect to the benefits of owning Lampsa Hellenic security.