Landsea Homes Corp Stock Market Value
| LSEA Stock | USD 10.81 0.43 3.83% |
| Symbol | Landsea |
Landsea Homes Corp Price To Book Ratio
Is Real Estate Management & Development 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 Landsea Homes. If investors know Landsea 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 Landsea Homes 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 (0.34) | Earnings Share 0.63 | Revenue Per Share 37.808 | Quarterly Revenue Growth 0.47 | Return On Assets 0.0225 |
The market value of Landsea Homes Corp is measured differently than its book value, which is the value of Landsea that is recorded on the company's balance sheet. Investors also form their own opinion of Landsea Homes' value that differs from its market value or its book value, called intrinsic value, which is Landsea Homes' 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 Landsea Homes' market value can be influenced by many factors that don't directly affect Landsea Homes' 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 Landsea Homes' value and its price as these two are different measures arrived at by different means. Investors typically determine if Landsea Homes is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Landsea Homes' 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.
Landsea Homes '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 Landsea Homes' 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 Landsea Homes.
| 09/30/2024 |
| 10/30/2024 |
If you would invest 0.00 in Landsea Homes on September 30, 2024 and sell it all today you would earn a total of 0.00 from holding Landsea Homes Corp or generate 0.0% return on investment in Landsea Homes over 30 days. Landsea Homes is related to or competes with GCM Grosvenor, AerSale Corp, Arko Corp, Advantage Solutions, and International General. Landsea Homes Corporation designs, constructs, markets, and sells suburban and urban single-family detached and attached... More
Landsea Homes 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 Landsea Homes' 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 Landsea Homes Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 13.87 | |||
| Value At Risk | (3.83) | |||
| Potential Upside | 6.56 |
Landsea Homes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Landsea Homes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Landsea Homes' standard deviation. In reality, there are many statistical measures that can use Landsea Homes historical prices to predict the future Landsea Homes' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Landsea Homes' 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.
Landsea Homes Corp Backtested Returns
Landsea Homes Corp has Sharpe Ratio of -0.0678, which conveys that the firm had a -0.0678% return per unit of risk over the last 3 months. Landsea Homes exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Landsea Homes' Mean Deviation of 2.12, standard deviation of 2.91, and Risk Adjusted Performance of (0.03) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.2, 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, Landsea Homes will likely underperform. At this point, Landsea Homes Corp has a negative expected return of -0.2%. Please make sure to verify Landsea Homes' kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Landsea Homes Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.72 |
Good predictability
Landsea Homes Corp has good predictability. Overlapping area represents the amount of predictability between Landsea Homes time series from 30th of September 2024 to 15th of October 2024 and 15th of October 2024 to 30th of October 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 Landsea Homes Corp price movement. The serial correlation of 0.72 indicates that around 72.0% of current Landsea Homes price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Landsea Homes Corp lagged returns against current returns
Autocorrelation, which is Landsea Homes 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 Landsea Homes' stock expected returns. We can calculate the autocorrelation of Landsea Homes returns to help us make a trade decision. For example, suppose you find that Landsea Homes 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 |
Landsea Homes 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 Landsea Homes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Landsea Homes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Landsea Homes stock over time.
Current vs Lagged Prices |
| Timeline |
Landsea Homes Lagged Returns
When evaluating Landsea Homes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Landsea Homes stock have on its future price. Landsea Homes 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, Landsea Homes autocorrelation shows the relationship between Landsea Homes stock current value and its past values and can show if there is a momentum factor associated with investing in Landsea Homes Corp.
Regressed Prices |
| Timeline |
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Check out Landsea Homes Correlation, Landsea Homes Volatility and Landsea Homes Alpha and Beta module to complement your research on Landsea Homes. For information on how to trade Landsea Stock refer to our How to Trade Landsea Stock guide.You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Landsea Homes 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.