Lands End Stock Market Value
| LE Stock | USD 13.10 0.63 4.59% |
| Symbol | Lands |
Lands End Company Valuation
Is Lands End's industry 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 Lands End. If investors know Lands 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 Lands End 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 (0.65) | Earnings Share (4.09) | Revenue Per Share 46.059 | Quarterly Revenue Growth (0.03) | Return On Assets 0.0243 |
The market value of Lands End is measured differently than its book value, which is the value of Lands that is recorded on the company's balance sheet. Investors also form their own opinion of Lands End's value that differs from its market value or its book value, called intrinsic value, which is Lands End'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 Lands End's market value can be influenced by many factors that don't directly affect Lands End'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 Lands End's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lands End is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lands End'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.
Lands End '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 Lands End'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 Lands End.
| 05/06/2022 |
| 04/25/2024 |
If you would invest 0.00 in Lands End on May 6, 2022 and sell it all today you would earn a total of 0.00 from holding Lands End or generate 0.0% return on investment in Lands End over 720 days. Lands End is related to or competes with Tillys, Zumiez, Citi Trends, Cato, Genesco, Shoe Carnival, and JJill. Lands End, Inc. operates as a uni-channel retailer of casual clothing, accessories, footwear, and home products in the U... More
Lands End 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 Lands End'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 Lands End upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.32 | |||
| Information Ratio | 0.1764 | |||
| Maximum Drawdown | 15.76 | |||
| Value At Risk | (6.51) | |||
| Potential Upside | 7.96 |
Lands End Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lands End's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lands End's standard deviation. In reality, there are many statistical measures that can use Lands End historical prices to predict the future Lands End's volatility.| Risk Adjusted Performance | 0.1338 | |||
| Jensen Alpha | 0.6356 | |||
| Total Risk Alpha | 0.2383 | |||
| Sortino Ratio | 0.2053 | |||
| Treynor Ratio | 0.4977 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lands End'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.
Lands End Backtested Returns
Lands End appears to be somewhat reliable, given 3 months investment horizon. Lands End 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 Lands End's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please exercise Lands End's Risk Adjusted Performance of 0.1338, mean deviation of 2.97, and Downside Deviation of 3.32 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lands End holds a performance score of 12. The company secures a Beta (Market Risk) of 1.54, 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, Lands End will likely underperform. Please check Lands End's treynor ratio, kurtosis, relative strength index, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Lands End's current price movements will revert.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Lands End has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lands End time series from 6th of May 2022 to 1st of May 2023 and 1st of May 2023 to 25th of April 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 Lands End price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Lands End price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 2.17 |
Lands End lagged returns against current returns
Autocorrelation, which is Lands End 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 Lands End's stock expected returns. We can calculate the autocorrelation of Lands End returns to help us make a trade decision. For example, suppose you find that Lands End 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 |
Lands End 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 Lands End stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lands End stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lands End stock over time.
Current vs Lagged Prices |
| Timeline |
Lands End Lagged Returns
When evaluating Lands End's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lands End stock have on its future price. Lands End 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, Lands End autocorrelation shows the relationship between Lands End stock current value and its past values and can show if there is a momentum factor associated with investing in Lands End.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Lands End Correlation, Lands End Volatility and Lands End Alpha and Beta module to complement your research on Lands End. For information on how to trade Lands Stock refer to our How to Trade Lands Stock guide.Note that the Lands End information on this page should be used as a complementary analysis to other Lands End's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for Lands Stock analysis
When running Lands End's price analysis, check to measure Lands End'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 Lands End is operating at the current time. Most of Lands End's value examination focuses on studying past and present price action to predict the probability of Lands End's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lands End's price. Additionally, you may evaluate how the addition of Lands End to your portfolios can decrease your overall portfolio volatility.
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