Lee Enterprises Incorporated Stock Market Value
| LEE Stock | USD 12.81 0.25 1.99% |
| Symbol | Lee |
Lee Enterprises rporated Price To Book Ratio
Is Lee Enterprises' 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 Lee Enterprises. If investors know Lee 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 Lee Enterprises 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 (0.38) | Earnings Share (0.97) | Revenue Per Share 112.374 | Quarterly Revenue Growth (0.16) | Return On Assets 0.0483 |
The market value of Lee Enterprises rporated is measured differently than its book value, which is the value of Lee that is recorded on the company's balance sheet. Investors also form their own opinion of Lee Enterprises' value that differs from its market value or its book value, called intrinsic value, which is Lee Enterprises' 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 Lee Enterprises' market value can be influenced by many factors that don't directly affect Lee Enterprises' 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 Lee Enterprises' value and its price as these two are different measures arrived at by different means. Investors typically determine if Lee Enterprises is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lee Enterprises' 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.
Lee Enterprises '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 Lee Enterprises' 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 Lee Enterprises.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Lee Enterprises on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Lee Enterprises Incorporated or generate 0.0% return on investment in Lee Enterprises over 30 days. Lee Enterprises is related to or competes with John Wiley, Gannett, and Pearson Plc. Lee Enterprises, Incorporated provides local news and information, and advertising services in the United States More
Lee Enterprises 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 Lee Enterprises' 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 Lee Enterprises Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.26 | |||
| Information Ratio | 0.1189 | |||
| Maximum Drawdown | 31.91 | |||
| Value At Risk | (6.30) | |||
| Potential Upside | 9.09 |
Lee Enterprises Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lee Enterprises' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lee Enterprises' standard deviation. In reality, there are many statistical measures that can use Lee Enterprises historical prices to predict the future Lee Enterprises' volatility.| Risk Adjusted Performance | 0.0911 | |||
| Jensen Alpha | 0.6876 | |||
| Total Risk Alpha | 0.1725 | |||
| Sortino Ratio | 0.1319 | |||
| Treynor Ratio | (0.55) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lee Enterprises' 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.
Lee Enterprises rporated Backtested Returns
Lee Enterprises appears to be not too volatile, given 3 months investment horizon. Lee Enterprises rporated has Sharpe Ratio of 0.089, which conveys that the firm had a 0.089% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lee Enterprises, which you can use to evaluate the volatility of the firm. Please exercise Lee Enterprises' Downside Deviation of 4.26, risk adjusted performance of 0.0911, and Mean Deviation of 3.05 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lee Enterprises holds a performance score of 6. The company secures a Beta (Market Risk) of -1.14, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Lee Enterprises are expected to decrease slowly. On the other hand, during market turmoil, Lee Enterprises is expected to outperform it slightly. Please check Lee Enterprises' maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether Lee Enterprises' current price movements will revert.
Auto-correlation | -0.44 |
Modest reverse predictability
Lee Enterprises Incorporated has modest reverse predictability. Overlapping area represents the amount of predictability between Lee Enterprises time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Lee Enterprises rporated price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Lee Enterprises price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Lee Enterprises rporated lagged returns against current returns
Autocorrelation, which is Lee Enterprises 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 Lee Enterprises' stock expected returns. We can calculate the autocorrelation of Lee Enterprises returns to help us make a trade decision. For example, suppose you find that Lee Enterprises 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 |
Lee Enterprises 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 Lee Enterprises stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lee Enterprises stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lee Enterprises stock over time.
Current vs Lagged Prices |
| Timeline |
Lee Enterprises Lagged Returns
When evaluating Lee Enterprises' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lee Enterprises stock have on its future price. Lee Enterprises 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, Lee Enterprises autocorrelation shows the relationship between Lee Enterprises stock current value and its past values and can show if there is a momentum factor associated with investing in Lee Enterprises Incorporated.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Lee Enterprises Correlation, Lee Enterprises Volatility and Lee Enterprises Alpha and Beta module to complement your research on Lee Enterprises. Note that the Lee Enterprises rporated information on this page should be used as a complementary analysis to other Lee Enterprises' 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 Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Complementary Tools for Lee Stock analysis
When running Lee Enterprises' price analysis, check to measure Lee Enterprises' 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 Lee Enterprises is operating at the current time. Most of Lee Enterprises' value examination focuses on studying past and present price action to predict the probability of Lee Enterprises' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lee Enterprises' price. Additionally, you may evaluate how the addition of Lee Enterprises to your portfolios can decrease your overall portfolio volatility.
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Lee Enterprises 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.