La Franaise Des Stock Market Value
LFDJF Stock | USD 40.42 0.00 0.00% |
Symbol | LFDJF |
La Française '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 La Française's pink sheet 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 La Française.
03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in La Française on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding La Franaise des or generate 0.0% return on investment in La Française over 30 days. La Française is related to or competes with Light Wonder, Taiwan Semiconductor, Best Buy, KULR Technology, Walmart, Caterpillar, and Exxon. La Franaise des Jeux Socit anonyme operates lottery and online sports betting games worldwide More
La Française 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 La Française's pink sheet 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 La Franaise des upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | 0.0538 | |||
Maximum Drawdown | 20.61 |
La Française Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for La Française's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as La Française's standard deviation. In reality, there are many statistical measures that can use La Française historical prices to predict the future La Française's volatility.Risk Adjusted Performance | 0.0648 | |||
Jensen Alpha | 0.1346 | |||
Total Risk Alpha | (0.07) | |||
Treynor Ratio | 0.2621 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of La Française'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.
La Franaise des Backtested Returns
La Française appears to be very steady, given 3 months investment horizon. La Franaise des retains Efficiency (Sharpe Ratio) of 0.0972, which conveys that the firm had a 0.0972% return per unit of price deviation over the last 3 months. We have found sixteen technical indicators for La Française, which you can use to evaluate the volatility of the firm. Please exercise La Française's Market Risk Adjusted Performance of 0.2721, information ratio of 0.0538, and Mean Deviation of 0.5068 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, La Française holds a performance score of 7. The company owns a Beta (Systematic Risk) of 0.72, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, La Française's returns are expected to increase less than the market. However, during the bear market, the loss of holding La Française is expected to be smaller as well. Please check La Française's treynor ratio, and the relationship between the standard deviation and kurtosis , to make a quick decision on whether La Française's current price history will revert.
Auto-correlation | 0.00 |
No correlation between past and present
La Franaise des has no correlation between past and present. Overlapping area represents the amount of predictability between La Française time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 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 La Franaise des price movement. The serial correlation of 0.0 indicates that just 0.0% of current La Française price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.0 | |
Spearman Rank Test | 0.45 | |
Residual Average | 0.0 | |
Price Variance | 0.25 |
La Franaise des lagged returns against current returns
Autocorrelation, which is La Française pink sheet'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 La Française's pink sheet expected returns. We can calculate the autocorrelation of La Française returns to help us make a trade decision. For example, suppose you find that La Française has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
La Française 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 La Française pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if La Française pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in La Française pink sheet over time.
Current vs Lagged Prices |
Timeline |
La Française Lagged Returns
When evaluating La Française's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of La Française pink sheet have on its future price. La Française 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, La Française autocorrelation shows the relationship between La Française pink sheet current value and its past values and can show if there is a momentum factor associated with investing in La Franaise des.
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 La Française 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, La Française's short interest history, or implied volatility extrapolated from La Française options trading.
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Try AI Portfolio ArchitectCheck out La Française Correlation, La Française Volatility and La Française Alpha and Beta module to complement your research on La Française. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Complementary Tools for LFDJF Pink Sheet analysis
When running La Française's price analysis, check to measure La Française'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 La Française is operating at the current time. Most of La Française's value examination focuses on studying past and present price action to predict the probability of La Française's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move La Française's price. Additionally, you may evaluate how the addition of La Française to your portfolios can decrease your overall portfolio volatility.
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La Française technical pink sheet 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, pink sheet market cycles, or different charting patterns.