LOTUS HALAL (Nigeria) Market Value
| LOTUSHAL15 | 95.50 8.38 9.62% |
| Symbol | LOTUS |
LOTUS HALAL '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 LOTUS HALAL'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 LOTUS HALAL.
| 05/19/2025 |
| 08/17/2025 |
If you would invest 0.00 in LOTUS HALAL on May 19, 2025 and sell it all today you would earn a total of 0.00 from holding LOTUS HALAL EQUITY or generate 0.0% return on investment in LOTUS HALAL over 90 days.
LOTUS HALAL 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 LOTUS HALAL'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 LOTUS HALAL EQUITY upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.35 | |||
| Information Ratio | 0.2062 | |||
| Maximum Drawdown | 29.03 | |||
| Value At Risk | (9.99) | |||
| Potential Upside | 10.0 |
LOTUS HALAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LOTUS HALAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LOTUS HALAL's standard deviation. In reality, there are many statistical measures that can use LOTUS HALAL historical prices to predict the future LOTUS HALAL's volatility.| Risk Adjusted Performance | 0.1676 | |||
| Jensen Alpha | 1.32 | |||
| Total Risk Alpha | 0.5711 | |||
| Sortino Ratio | 0.149 | |||
| Treynor Ratio | 8.52 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LOTUS HALAL'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.
LOTUS HALAL EQUITY Backtested Returns
LOTUS HALAL is very steady given 3 months investment horizon. LOTUS HALAL EQUITY has Sharpe Ratio of 0.29, which conveys that the firm had a 0.29 % return per unit of standard deviation over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 1.58% are justified by taking the suggested risk. Use LOTUS HALAL EQUITY Market Risk Adjusted Performance of 8.53, mean deviation of 4.39, and Risk Adjusted Performance of 0.1676 to evaluate company specific risk that cannot be diversified away. LOTUS HALAL holds a performance score of 22 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LOTUS HALAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding LOTUS HALAL is expected to be smaller as well. Use LOTUS HALAL EQUITY downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to analyze future returns on LOTUS HALAL EQUITY.
Auto-correlation | -0.17 |
Insignificant reverse predictability
LOTUS HALAL EQUITY has insignificant reverse predictability. Overlapping area represents the amount of predictability between LOTUS HALAL time series from 19th of May 2025 to 3rd of July 2025 and 3rd of July 2025 to 17th 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 LOTUS HALAL EQUITY price movement. The serial correlation of -0.17 indicates that over 17.0% of current LOTUS HALAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 165.2 |
LOTUS HALAL EQUITY lagged returns against current returns
Autocorrelation, which is LOTUS HALAL 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 LOTUS HALAL's stock expected returns. We can calculate the autocorrelation of LOTUS HALAL returns to help us make a trade decision. For example, suppose you find that LOTUS HALAL 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 |
LOTUS HALAL 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 LOTUS HALAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LOTUS HALAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LOTUS HALAL stock over time.
Current vs Lagged Prices |
| Timeline |
LOTUS HALAL Lagged Returns
When evaluating LOTUS HALAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LOTUS HALAL stock have on its future price. LOTUS HALAL 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, LOTUS HALAL autocorrelation shows the relationship between LOTUS HALAL stock current value and its past values and can show if there is a momentum factor associated with investing in LOTUS HALAL EQUITY.
Regressed Prices |
| Timeline |