Leidos Holdings Stock Market Value
| LDOS Stock | USD 126.03 1.12 0.90% |
| Symbol | Leidos |
Leidos Holdings Price To Book Ratio
Is Leidos Holdings' 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 Leidos Holdings. If investors know Leidos 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 Leidos Holdings 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 0.296 | Dividend Share 1.46 | Earnings Share 1.44 | Revenue Per Share 112.686 | Quarterly Revenue Growth 0.077 |
The market value of Leidos Holdings is measured differently than its book value, which is the value of Leidos that is recorded on the company's balance sheet. Investors also form their own opinion of Leidos Holdings' value that differs from its market value or its book value, called intrinsic value, which is Leidos Holdings' 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 Leidos Holdings' market value can be influenced by many factors that don't directly affect Leidos Holdings' 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 Leidos Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Leidos Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Leidos Holdings' 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.
Leidos Holdings '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 Leidos Holdings' 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 Leidos Holdings.
| 10/31/2022 |
| 04/23/2024 |
If you would invest 0.00 in Leidos Holdings on October 31, 2022 and sell it all today you would earn a total of 0.00 from holding Leidos Holdings or generate 0.0% return on investment in Leidos Holdings over 540 days. Leidos Holdings is related to or competes with FiscalNote Holdings, Innodata, Aurora Innovation, Conduent, and Fidelity National. Leidos Holdings, Inc., together with its subsidiaries, provides services and solutions in the defense, intelligence, civ... More
Leidos Holdings 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 Leidos Holdings' 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 Leidos Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6677 | |||
| Information Ratio | 0.1312 | |||
| Maximum Drawdown | 7.52 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.3 |
Leidos Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leidos Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Leidos Holdings' standard deviation. In reality, there are many statistical measures that can use Leidos Holdings historical prices to predict the future Leidos Holdings' volatility.| Risk Adjusted Performance | 0.1399 | |||
| Jensen Alpha | 0.1968 | |||
| Total Risk Alpha | 0.0817 | |||
| Sortino Ratio | 0.1949 | |||
| Treynor Ratio | 1.32 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Leidos Holdings' 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.
Leidos Holdings Backtested Returns
Leidos Holdings appears to be very steady, given 3 months investment horizon. Leidos Holdings has Sharpe Ratio of 0.23, which conveys that the firm had a 0.23% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Leidos Holdings, which you can use to evaluate the volatility of the firm. Please exercise Leidos Holdings' Downside Deviation of 0.6677, mean deviation of 0.645, and Risk Adjusted Performance of 0.1399 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Leidos Holdings holds a performance score of 17. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Leidos Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Leidos Holdings is expected to be smaller as well. Please check Leidos Holdings' downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Leidos Holdings' current price movements will revert.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Leidos Holdings has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Leidos Holdings time series from 31st of October 2022 to 28th of July 2023 and 28th of July 2023 to 23rd 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 Leidos Holdings price movement. The serial correlation of -0.78 indicates that around 78.0% of current Leidos Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 169.69 |
Leidos Holdings lagged returns against current returns
Autocorrelation, which is Leidos Holdings 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 Leidos Holdings' stock expected returns. We can calculate the autocorrelation of Leidos Holdings returns to help us make a trade decision. For example, suppose you find that Leidos Holdings 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 |
Leidos Holdings 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 Leidos Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Leidos Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Leidos Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Leidos Holdings Lagged Returns
When evaluating Leidos Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Leidos Holdings stock have on its future price. Leidos Holdings 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, Leidos Holdings autocorrelation shows the relationship between Leidos Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Leidos Holdings.
Regressed Prices |
| Timeline |
Leidos Holdings Investors Sentiment
The influence of Leidos Holdings' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Leidos. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Leidos Holdings' public news can be used to forecast risks associated with an investment in Leidos. The trend in average sentiment can be used to explain how an investor holding Leidos can time the market purely based on public headlines and social activities around Leidos Holdings. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Leidos Holdings' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Leidos Holdings' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Leidos Holdings' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Leidos Holdings.
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 Leidos Holdings 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, Leidos Holdings' short interest history, or implied volatility extrapolated from Leidos Holdings options trading.
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Try AI Portfolio ArchitectCheck out Leidos Holdings Correlation, Leidos Holdings Volatility and Leidos Holdings Alpha and Beta module to complement your research on Leidos Holdings. For more information on how to buy Leidos Stock please use our How to Invest in Leidos Holdings guide.You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Complementary Tools for Leidos Stock analysis
When running Leidos Holdings' price analysis, check to measure Leidos Holdings' 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 Leidos Holdings is operating at the current time. Most of Leidos Holdings' value examination focuses on studying past and present price action to predict the probability of Leidos Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Leidos Holdings' price. Additionally, you may evaluate how the addition of Leidos Holdings to your portfolios can decrease your overall portfolio volatility.
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Leidos Holdings 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.