Lasertec Stock Market Value
| LSRCY Stock | USD 23.35 0.12 0.51% |
| Symbol | Lasertec |
Lasertec '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 Lasertec's pink sheet 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 Lasertec.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Lasertec on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Lasertec or generate 0.0% return on investment in Lasertec over 90 days. Lasertec is related to or competes with Disco Corp, Lasertec, M3, Nomura Research, Sumco Corp, and Tokyo Electron. Lasertec Corporation develops, manufactures, sells, and services semiconductor-related equipment, laser microscopes, and... More
Lasertec 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 Lasertec's pink sheet 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 Lasertec upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.76 | |||
| Information Ratio | 0.122 | |||
| Maximum Drawdown | 19.03 | |||
| Value At Risk | (4.11) | |||
| Potential Upside | 5.68 |
Lasertec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lasertec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lasertec's standard deviation. In reality, there are many statistical measures that can use Lasertec historical prices to predict the future Lasertec's volatility.| Risk Adjusted Performance | 0.1613 | |||
| Jensen Alpha | 0.4136 | |||
| Total Risk Alpha | 0.0718 | |||
| Sortino Ratio | 0.1443 | |||
| Treynor Ratio | 0.6013 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lasertec'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.
Lasertec Backtested Returns
Lasertec appears to be not too volatile, given 3 months investment horizon. Lasertec has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. By analyzing Lasertec's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please exercise Lasertec's Risk Adjusted Performance of 0.1613, downside deviation of 2.76, and Mean Deviation of 2.26 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lasertec holds a performance score of 12. The company secures a Beta (Market Risk) of 0.88, which conveys possible diversification benefits within a given portfolio. Lasertec returns are very sensitive to returns on the market. As the market goes up or down, Lasertec is expected to follow. Please check Lasertec's downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether Lasertec's current price movements will revert.
Auto-correlation | 0.82 |
Very good predictability
Lasertec has very good predictability. Overlapping area represents the amount of predictability between Lasertec time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Lasertec price movement. The serial correlation of 0.82 indicates that around 82.0% of current Lasertec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 5.79 |
Lasertec lagged returns against current returns
Autocorrelation, which is Lasertec pink sheet'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 Lasertec's pink sheet expected returns. We can calculate the autocorrelation of Lasertec returns to help us make a trade decision. For example, suppose you find that Lasertec has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Lasertec 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 Lasertec pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lasertec pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lasertec pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lasertec Lagged Returns
When evaluating Lasertec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lasertec pink sheet have on its future price. Lasertec 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, Lasertec autocorrelation shows the relationship between Lasertec pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lasertec.
Regressed Prices |
| Timeline |
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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.Additional Tools for Lasertec Pink Sheet Analysis
When running Lasertec's price analysis, check to measure Lasertec's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Lasertec is operating at the current time. Most of Lasertec's value examination focuses on studying past and present price action to predict the probability of Lasertec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lasertec's price. Additionally, you may evaluate how the addition of Lasertec to your portfolios can decrease your overall portfolio volatility.