LVMH Mot (France) Market Value
| MC Stock | EUR 799.60 10.30 1.30% |
| Symbol | LVMH |
LVMH Mot '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 LVMH Mot'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 LVMH Mot.
| 02/24/2024 |
| 04/24/2024 |
If you would invest 0.00 in LVMH Mot on February 24, 2024 and sell it all today you would earn a total of 0.00 from holding LVMH Mot Hennessy or generate 0.0% return on investment in LVMH Mot over 60 days. LVMH Mot is related to or competes with Kering SA, LOreal SA, and Pernod Ricard. LVMH Mot Hennessy - Louis Vuitton, Socit Europenne operates as a luxury products company More
LVMH Mot 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 LVMH Mot'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 LVMH Mot Hennessy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | 0.1069 | |||
| Maximum Drawdown | 15.38 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 2.29 |
LVMH Mot Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LVMH Mot's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LVMH Mot's standard deviation. In reality, there are many statistical measures that can use LVMH Mot historical prices to predict the future LVMH Mot's volatility.| Risk Adjusted Performance | 0.1011 | |||
| Jensen Alpha | 0.258 | |||
| Total Risk Alpha | 0.0372 | |||
| Sortino Ratio | 0.1722 | |||
| Treynor Ratio | 0.826 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LVMH Mot'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.
LVMH Mot Hennessy Backtested Returns
LVMH Mot appears to be very steady, given 3 months investment horizon. LVMH Mot Hennessy has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for LVMH Mot, which you can use to evaluate the volatility of the firm. Please exercise LVMH Mot's mean deviation of 1.05, and Risk Adjusted Performance of 0.1011 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LVMH Mot holds a performance score of 11. The company secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LVMH Mot's returns are expected to increase less than the market. However, during the bear market, the loss of holding LVMH Mot is expected to be smaller as well. Please check LVMH Mot's total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to make a quick decision on whether LVMH Mot's current price movements will revert.
Auto-correlation | -0.53 |
Good reverse predictability
LVMH Mot Hennessy has good reverse predictability. Overlapping area represents the amount of predictability between LVMH Mot time series from 24th of February 2024 to 25th of March 2024 and 25th of March 2024 to 24th 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 LVMH Mot Hennessy price movement. The serial correlation of -0.53 indicates that about 53.0% of current LVMH Mot price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 229.08 |
LVMH Mot Hennessy lagged returns against current returns
Autocorrelation, which is LVMH Mot 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 LVMH Mot's stock expected returns. We can calculate the autocorrelation of LVMH Mot returns to help us make a trade decision. For example, suppose you find that LVMH Mot 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 |
LVMH Mot 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 LVMH Mot stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LVMH Mot stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LVMH Mot stock over time.
Current vs Lagged Prices |
| Timeline |
LVMH Mot Lagged Returns
When evaluating LVMH Mot's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LVMH Mot stock have on its future price. LVMH Mot 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, LVMH Mot autocorrelation shows the relationship between LVMH Mot stock current value and its past values and can show if there is a momentum factor associated with investing in LVMH Mot Hennessy.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards LVMH Mot in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, LVMH Mot's short interest history, or implied volatility extrapolated from LVMH Mot options trading.
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Complementary Tools for LVMH Stock analysis
When running LVMH Mot's price analysis, check to measure LVMH Mot'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 LVMH Mot is operating at the current time. Most of LVMH Mot's value examination focuses on studying past and present price action to predict the probability of LVMH Mot's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LVMH Mot's price. Additionally, you may evaluate how the addition of LVMH Mot to your portfolios can decrease your overall portfolio volatility.
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LVMH Mot 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.