Loral Stock Market Value

LORL -  USA Stock  

USD 41.52  0.00  0.00%

Loral Space's market value is the price at which a share of Loral Space stock trades on a public exchange. It measures the collective expectations of Loral Space Comm investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Loral Space Comm and determine expected loss or profit from investing in Loral Space over a given investment horizon. Additionally, see Loral Space Hype Analysis, Loral Space Correlation, Loral Space Valuation, Loral Space Volatility, as well as analyze Loral Space Alpha and Beta and Loral Space Performance.
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Is Loral Space's 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 Loral Space. If investors know Loral 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 Loral Space listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Loral Space Comm is measured differently than its book value, which is the value of Loral that is recorded on the company's balance sheet. Investors also form their own opinion of Loral Space's value that differs from its market value or its book value, called intrinsic value, which is Loral Space's 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 Loral Space's market value can be influenced by many factors that don't directly affect Loral Space's 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 Loral Space's value and its price as these two are different measures arrived at by different means. Investors typically determine Loral Space value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Loral Space's 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.

Loral Space '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 Loral Space'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 Loral Space.
0.00
10/31/2021
No Change 0.00  0.0 
In 30 days
11/30/2021
0.00
If you would invest  0.00  in Loral Space on October 31, 2021 and sell it all today you would earn a total of 0.00 from holding Loral Space Comm or generate 0.0% return on investment in Loral Space over 30 days. Loral Space Communications Inc., a satellite communications company, provides satellite-based communications services to...

Loral Space 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 Loral Space'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 Loral Space Comm upside and downside potential and time the market with a certain degree of confidence.

Loral Space Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Loral Space's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Loral Space's standard deviation. In reality, there are many statistical measures that can use Loral Space historical prices to predict the future Loral Space's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Loral Space'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. Please use the tools below to analyze the current value of Loral Space in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
38.6541.5344.41
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Intrinsic
Valuation
LowReal ValueHigh
33.6636.5445.67
Details
Naive
Forecast
LowNext ValueHigh
35.6838.5641.44
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Bollinger
Band Projection (param)
LowerMiddle BandUpper
33.1545.1057.05
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as Loral Space. Your research has to be compared to or analyzed against Loral Space's peers to derive any actionable benefits. When done correctly, Loral Space's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Loral Space Comm.

Loral Space Comm Backtested Returns

We consider Loral Space very steady. Loral Space Comm has Sharpe Ratio of 0.0014, which conveys that the firm had 0.0014% of return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Loral Space, which you can use to evaluate the future volatility of the firm. Please verify Loral Space Comm Mean Deviation of 2.21, downside deviation of 3.32, and Risk Adjusted Performance of 0.0387 to check out if the risk estimate we provide is consistent with the expected return of 0.0041%.
The company secures a Beta (Market Risk) of 1.3686, which conveys a somewhat significant risk relative to the market. Let's try to break down what Loral's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Loral Space will likely underperform. Although it is extremely important to respect Loral Space Comm price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Loral Space Comm technical indicators, you can presently evaluate if the expected return of 0.0041% will be sustainable into the future. Loral Space Comm right now secures a risk of 2.9%. Please verify Loral Space Comm variance, value at risk, as well as the relationship between the Value At Risk and skewness to decide if Loral Space Comm will be following its current price movements.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.45   

Average predictability

Loral Space Comm has average predictability. Overlapping area represents the amount of predictability between Loral Space time series from 31st of October 2021 to 15th of November 2021 and 15th of November 2021 to 30th of November 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Loral Space Comm price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Loral Space price fluctuation can be explain by its past prices.
Correlation Coefficient0.45
Spearman Rank Test-0.24
Residual Average0.0
Price Variance2.55

Loral Space Comm lagged returns against current returns

Autocorrelation, which is Loral Space 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 Loral Space's stock expected returns. We can calculate the autocorrelation of Loral Space returns to help us make a trade decision. For example, suppose you find that Loral Space stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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Loral Space 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 Loral Space stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Loral Space stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Loral Space stock over time.
 Current vs Lagged Prices 
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Loral Space Lagged Returns

When evaluating Loral Space's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Loral Space stock have on its future price. Loral Space 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, Loral Space autocorrelation shows the relationship between Loral Space stock current value and its past values and can show if there is a momentum factor associated with investing in Loral Space Comm.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Loral Space without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Loral Space Comm using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Additionally, see Loral Space Hype Analysis, Loral Space Correlation, Loral Space Valuation, Loral Space Volatility, as well as analyze Loral Space Alpha and Beta and Loral Space Performance. Note that the Loral Space Comm information on this page should be used as a complementary analysis to other Loral Space's 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 Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

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When running Loral Space Comm price analysis, check to measure Loral Space'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 Loral Space is operating at the current time. Most of Loral Space's value examination focuses on studying past and present price action to predict the probability of Loral Space's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Loral Space's price. Additionally, you may evaluate how the addition of Loral Space to your portfolios can decrease your overall portfolio volatility.
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Loral Space 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.
A focus of Loral Space technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Loral Space trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...