Lincoln National Stock Market Value
| LNC Stock | USD 34.31 0.54 1.55% |
| Symbol | Lincoln |
Lincoln National Price To Book Ratio
Is Life & Health Insurance space 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 Lincoln National. If investors know Lincoln 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 Lincoln National 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 0.736 | Dividend Share 1.8 | Earnings Share 1.43 | Revenue Per Share 79.547 | Quarterly Revenue Growth (0.01) |
The market value of Lincoln National is measured differently than its book value, which is the value of Lincoln that is recorded on the company's balance sheet. Investors also form their own opinion of Lincoln National's value that differs from its market value or its book value, called intrinsic value, which is Lincoln National'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 Lincoln National's market value can be influenced by many factors that don't directly affect Lincoln National'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 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 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.
| 11/09/2024 |
| 12/09/2024 |
If you would invest 0.00 in Lincoln National on November 9, 2024 and sell it all today you would earn a total of 0.00 from holding Lincoln National or generate 0.0% return on investment in Lincoln National over 30 days. Lincoln National is related to or competes with MetLife, Aflac Incorporated, Unum, Manulife Financial, Prudential Financial, Brighthouse Financial, and Jackson Financial. Lincoln National Corporation, through its subsidiaries, operates multiple insurance and retirement businesses in the Uni... More
Lincoln National 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 Lincoln National'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 Lincoln National upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | 0.0217 | |||
| Maximum Drawdown | 16.67 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 3.45 |
Lincoln National Market Risk Indicators
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.| Risk Adjusted Performance | 0.0656 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | 0.0252 | |||
| Treynor Ratio | 0.0895 |
Lincoln National Backtested Returns
Lincoln National appears to be very steady, given 3 months investment horizon. Lincoln National has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% 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 exercise Lincoln National's Mean Deviation of 1.6, risk adjusted performance of 0.0656, and Downside Deviation of 2.11 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lincoln National holds a performance score of 10. The company secures a Beta (Market Risk) of 2.05, 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, Lincoln National will likely underperform. Please check Lincoln National's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Lincoln National's current price movements will revert.
Auto-correlation | 0.41 |
Average predictability
Lincoln National has average predictability. Overlapping area represents the amount of predictability between Lincoln National time series from 9th of November 2024 to 24th of November 2024 and 24th of November 2024 to 9th of December 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 Lincoln National price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Lincoln National price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Lincoln National lagged returns against current returns
Autocorrelation, which is Lincoln National 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lincoln National 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 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 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 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.When determining whether Lincoln National offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Lincoln National's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Lincoln National Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Lincoln National Stock:Check out Lincoln National Correlation, Lincoln National Volatility and Lincoln National Alpha and Beta module to complement your research on Lincoln National. For information on how to trade Lincoln Stock refer to our How to Trade Lincoln Stock guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Lincoln National 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.