LVMH Moët (Germany) Market Value
| MOH Stock | EUR 801.50 5.80 0.73% |
| Symbol | LVMH |
LVMH Moët '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 Moët'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 Moët.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in LVMH Moët on March 26, 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 Moët over 30 days. LVMH Moët is related to or competes with BURLINGTON STORES, Fevertree Drinks, BOSTON BEER, and BJs Wholesale. LVMH Mot Hennessy - Louis Vuitton, Socit Europenne operates as a luxury products company More
LVMH Moët 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 Moët'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 | 1.6 | |||
| Information Ratio | 0.1192 | |||
| Maximum Drawdown | 11.34 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 2.23 |
LVMH Moët Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LVMH Moët's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LVMH Moët's standard deviation. In reality, there are many statistical measures that can use LVMH Moët historical prices to predict the future LVMH Moët's volatility.| Risk Adjusted Performance | 0.1154 | |||
| Jensen Alpha | 0.2392 | |||
| Total Risk Alpha | 0.0552 | |||
| Sortino Ratio | 0.1277 | |||
| Treynor Ratio | 0.4955 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LVMH Moët'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
We consider LVMH Moët very steady. LVMH Mot Hennessy has Sharpe Ratio of 0.0622, which conveys that the firm had a 0.0622% return per unit of volatility over the last 3 months. We have found thirty technical indicators for LVMH Moët, which you can use to evaluate the volatility of the firm. Please verify LVMH Moët's mean deviation of 1.18, and Risk Adjusted Performance of 0.1154 to check out if the risk estimate we provide is consistent with the expected return of 0.0852%. LVMH Moët has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.58, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LVMH Moët's returns are expected to increase less than the market. However, during the bear market, the loss of holding LVMH Moët is expected to be smaller as well. LVMH Mot Hennessy currently secures a risk of 1.37%. Please verify LVMH Mot Hennessy value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if LVMH Mot Hennessy will be following its current price movements.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
LVMH Mot Hennessy has almost perfect reverse predictability. Overlapping area represents the amount of predictability between LVMH Moët time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 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 LVMH Mot Hennessy price movement. The serial correlation of -0.75 indicates that around 75.0% of current LVMH Moët price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 96.82 |
LVMH Mot Hennessy lagged returns against current returns
Autocorrelation, which is LVMH Moët 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 Moët's stock expected returns. We can calculate the autocorrelation of LVMH Moët returns to help us make a trade decision. For example, suppose you find that LVMH Moët 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 Moët 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 Moët stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LVMH Moët stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LVMH Moët stock over time.
Current vs Lagged Prices |
| Timeline |
LVMH Moët Lagged Returns
When evaluating LVMH Moët's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LVMH Moët stock have on its future price. LVMH Moët 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 Moët autocorrelation shows the relationship between LVMH Moët 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 |
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Complementary Tools for LVMH Stock analysis
When running LVMH Moët's price analysis, check to measure LVMH Moët'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 Moët is operating at the current time. Most of LVMH Moët's value examination focuses on studying past and present price action to predict the probability of LVMH Moët'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 Moët's price. Additionally, you may evaluate how the addition of LVMH Moët to your portfolios can decrease your overall portfolio volatility.
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LVMH Moët 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.