Lincoln National's market value is the price at which a share of Lincoln National trades on a public exchange. It measures the collective expectations of Lincoln National investors about its performance. Lincoln National is trading at 26.76 as of the 4th of July 2025, a 0.38% increase since the beginning of the trading day. The preferred stock's lowest day price was 26.66. With this module, you can estimate the performance of a buy and hold strategy of Lincoln National and determine expected loss or profit from investing in Lincoln National over a given investment horizon. Check out Lincoln National Correlation, Lincoln National Volatility and Lincoln National Alpha and Beta module to complement your research on Lincoln National.
Please note, there is a significant difference between Lincoln National's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lincoln National is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lincoln National'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.
Lincoln National '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 Lincoln National's preferred 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 Lincoln National.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Lincoln National's preferred 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 Lincoln National upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lincoln National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lincoln National's standard deviation. In reality, there are many statistical measures that can use Lincoln National historical prices to predict the future Lincoln National's volatility.
At this point, Lincoln National is very steady. Lincoln National has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Lincoln National, which you can use to evaluate the volatility of the firm. Please verify Lincoln National's Risk Adjusted Performance of 0.0865, mean deviation of 0.4237, and Downside Deviation of 0.5478 to check out if the risk estimate we provide is consistent with the expected return of 0.0685%. Lincoln National has a performance score of 9 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0265, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lincoln National are expected to decrease at a much lower rate. During the bear market, Lincoln National is likely to outperform the market. Lincoln National right now secures a risk of 0.56%. Please verify Lincoln National sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if Lincoln National will be following its current price movements.
Auto-correlation
-0.08
Very weak reverse predictability
Lincoln National has very weak reverse predictability. Overlapping area represents the amount of predictability between Lincoln National time series from 4th of June 2025 to 19th of June 2025 and 19th of June 2025 to 4th of July 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 Lincoln National price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Lincoln National price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.08
Spearman Rank Test
-0.08
Residual Average
0.0
Price Variance
0.0
Lincoln National lagged returns against current returns
Autocorrelation, which is Lincoln National preferred 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 Lincoln National's preferred stock expected returns. We can calculate the autocorrelation of Lincoln National returns to help us make a trade decision. For example, suppose you find that Lincoln National has exhibited high autocorrelation historically, and you observe that the preferred 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
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Lincoln National 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 Lincoln National preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lincoln National preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lincoln National preferred stock over time.
Current vs Lagged Prices
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Lincoln National Lagged Returns
When evaluating Lincoln National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lincoln National preferred stock have on its future price. Lincoln National 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, Lincoln National autocorrelation shows the relationship between Lincoln National preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Lincoln National.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Other Information on Investing in Lincoln Preferred Stock
Lincoln National financial ratios help investors to determine whether Lincoln Preferred 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 Lincoln with respect to the benefits of owning Lincoln National security.