Lpl Financial Holdings Stock Market Value
| LPLA Stock | USD 264.54 2.36 0.88% |
| Symbol | LPL |
LPL Financial Holdings Price To Book Ratio
Is LPL Financial'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 LPL Financial. If investors know LPL 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 LPL Financial 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 (0.28) | Dividend Share 1.2 | Earnings Share 13.69 | Revenue Per Share 130.885 | Quarterly Revenue Growth 0.133 |
The market value of LPL Financial Holdings is measured differently than its book value, which is the value of LPL that is recorded on the company's balance sheet. Investors also form their own opinion of LPL Financial's value that differs from its market value or its book value, called intrinsic value, which is LPL Financial'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 LPL Financial's market value can be influenced by many factors that don't directly affect LPL Financial'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 LPL Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if LPL Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, LPL Financial'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.
LPL Financial '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 LPL Financial'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 LPL Financial.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in LPL Financial on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding LPL Financial Holdings or generate 0.0% return on investment in LPL Financial over 30 days. LPL Financial is related to or competes with Tradeweb Markets, Raymond James, PJT Partners, Moelis, Stifel Financial, MarketAxess Holdings, and Piper Sandler. LPL Financial Holdings Inc., together with its subsidiaries, provides an integrated platform of brokerage and investment... More
LPL Financial 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 LPL Financial'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 LPL Financial Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.0577 | |||
| Maximum Drawdown | 9.36 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 1.83 |
LPL Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LPL Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LPL Financial's standard deviation. In reality, there are many statistical measures that can use LPL Financial historical prices to predict the future LPL Financial's volatility.| Risk Adjusted Performance | 0.0846 | |||
| Jensen Alpha | 0.1269 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0496 | |||
| Treynor Ratio | 0.3716 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LPL Financial'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.
LPL Financial Holdings Backtested Returns
We consider LPL Financial very steady. LPL Financial Holdings has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for LPL Financial, which you can use to evaluate the volatility of the firm. Please verify LPL Financial's risk adjusted performance of 0.0846, and Mean Deviation of 0.9978 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. LPL Financial has a performance score of 8 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.44, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LPL Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding LPL Financial is expected to be smaller as well. LPL Financial Holdings currently secures a risk of 1.41%. Please verify LPL Financial Holdings total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if LPL Financial Holdings will be following its current price movements.
Auto-correlation | -0.15 |
Insignificant reverse predictability
LPL Financial Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between LPL Financial time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 LPL Financial Holdings price movement. The serial correlation of -0.15 indicates that less than 15.0% of current LPL Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 6.27 |
LPL Financial Holdings lagged returns against current returns
Autocorrelation, which is LPL Financial 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 LPL Financial's stock expected returns. We can calculate the autocorrelation of LPL Financial returns to help us make a trade decision. For example, suppose you find that LPL Financial 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 |
LPL Financial 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 LPL Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LPL Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LPL Financial stock over time.
Current vs Lagged Prices |
| Timeline |
LPL Financial Lagged Returns
When evaluating LPL Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LPL Financial stock have on its future price. LPL Financial 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, LPL Financial autocorrelation shows the relationship between LPL Financial stock current value and its past values and can show if there is a momentum factor associated with investing in LPL Financial Holdings.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out LPL Financial Correlation, LPL Financial Volatility and LPL Financial Alpha and Beta module to complement your research on LPL Financial. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for LPL Stock analysis
When running LPL Financial's price analysis, check to measure LPL Financial'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 LPL Financial is operating at the current time. Most of LPL Financial's value examination focuses on studying past and present price action to predict the probability of LPL Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LPL Financial's price. Additionally, you may evaluate how the addition of LPL Financial to your portfolios can decrease your overall portfolio volatility.
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets |
LPL Financial 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.