Lvmh Mot Hennessy Stock Market Value
| LVMHF Stock | USD 862.40 18.66 2.21% |
| Symbol | LVMH |
LVMH Moët '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 LVMH Moët'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 LVMH Moët.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in LVMH Moët on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding LVMH Mot Hennessy or generate 0.0% return on investment in LVMH Moët over 30 days. LVMH Moët is related to or competes with Christian Dior, Hermes International, Kering SA, Prada Spa, and Compagnie Financire. LVMH Mot Hennessy - Louis Vuitton, Socit Europenne operates as a luxury goods company worldwide More
LVMH Moët 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 LVMH Moët'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 LVMH Mot Hennessy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.107 | |||
| Maximum Drawdown | 10.08 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 2.4 |
LVMH Moët Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LVMH Moët's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LVMH Moët's standard deviation. In reality, there are many statistical measures that can use LVMH Moët historical prices to predict the future LVMH Moët's volatility.| Risk Adjusted Performance | 0.108 | |||
| Jensen Alpha | 0.1431 | |||
| Total Risk Alpha | 0.0347 | |||
| Sortino Ratio | 0.1217 | |||
| Treynor Ratio | 0.1836 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LVMH Moët'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.
LVMH Mot Hennessy Backtested Returns
We consider LVMH Moët very steady. LVMH Mot Hennessy has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for LVMH Moët, which you can use to evaluate the volatility of the firm. Please verify LVMH Moët's risk adjusted performance of 0.108, and Mean Deviation of 1.25 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. LVMH Moët has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.46, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, LVMH Moët will likely underperform. LVMH Mot Hennessy currently secures a risk of 1.61%. Please verify LVMH Mot Hennessy sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if LVMH Mot Hennessy will be following its current price movements.
Auto-correlation | -0.23 |
Weak reverse predictability
LVMH Mot Hennessy has weak reverse predictability. Overlapping area represents the amount of predictability between LVMH Moët 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 LVMH Mot Hennessy price movement. The serial correlation of -0.23 indicates that over 23.0% of current LVMH Moët price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 106.95 |
LVMH Mot Hennessy lagged returns against current returns
Autocorrelation, which is LVMH Moët 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 LVMH Moët's pink sheet expected returns. We can calculate the autocorrelation of LVMH Moët returns to help us make a trade decision. For example, suppose you find that LVMH Moët 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 |
LVMH Moët 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 LVMH Moët pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LVMH Moët pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LVMH Moët pink sheet over time.
Current vs Lagged Prices |
| Timeline |
LVMH Moët Lagged Returns
When evaluating LVMH Moët's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LVMH Moët pink sheet have on its future price. LVMH Moët 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, LVMH Moët autocorrelation shows the relationship between LVMH Moët pink sheet current value and its past values and can show if there is a momentum factor associated with investing in LVMH Mot Hennessy.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out LVMH Moët Correlation, LVMH Moët Volatility and LVMH Moët Alpha and Beta module to complement your research on LVMH Moët. Note that the LVMH Mot Hennessy information on this page should be used as a complementary analysis to other LVMH Moët'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 the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Complementary Tools for LVMH Pink Sheet analysis
When running LVMH Moët's price analysis, check to measure LVMH Moët'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 LVMH Moët is operating at the current time. Most of LVMH Moët's value examination focuses on studying past and present price action to predict the probability of LVMH Moët's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LVMH Moët's price. Additionally, you may evaluate how the addition of LVMH Moët to your portfolios can decrease your overall portfolio volatility.
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LVMH Moët 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.