Lamb Weston Holdings Stock Market Value
| LW Stock | USD 83.72 1.60 1.95% |
| Symbol | Lamb |
Lamb Weston Holdings Price To Book Ratio
Is Lamb Weston'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 Lamb Weston. If investors know Lamb 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 Lamb Weston 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 (0.17) | Dividend Share 1.2 | Earnings Share 7.51 | Revenue Per Share 45.099 | Quarterly Revenue Growth 0.163 |
The market value of Lamb Weston Holdings is measured differently than its book value, which is the value of Lamb that is recorded on the company's balance sheet. Investors also form their own opinion of Lamb Weston's value that differs from its market value or its book value, called intrinsic value, which is Lamb Weston'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 Lamb Weston's market value can be influenced by many factors that don't directly affect Lamb Weston'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 Lamb Weston's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lamb Weston is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lamb Weston'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.
Lamb Weston '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 Lamb Weston'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 Lamb Weston.
| 05/05/2022 |
| 04/24/2024 |
If you would invest 0.00 in Lamb Weston on May 5, 2022 and sell it all today you would earn a total of 0.00 from holding Lamb Weston Holdings or generate 0.0% return on investment in Lamb Weston over 720 days. Lamb Weston is related to or competes with ConAgra Foods, and McCormick Company. Lamb Weston Holdings, Inc. produces, distributes, and markets value-added frozen potato products worldwide More
Lamb Weston 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 Lamb Weston'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 Lamb Weston Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 22.66 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 2.64 |
Lamb Weston Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lamb Weston's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lamb Weston's standard deviation. In reality, there are many statistical measures that can use Lamb Weston historical prices to predict the future Lamb Weston's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (0.75) | |||
| Treynor Ratio | (0.37) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lamb Weston'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.
Lamb Weston Holdings Backtested Returns
Lamb Weston Holdings has Sharpe Ratio of -0.11, which conveys that the firm had a -0.11% return per unit of risk over the last 3 months. Lamb Weston exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lamb Weston's Mean Deviation of 1.49, standard deviation of 2.81, and Risk Adjusted Performance of (0.07) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.97, which conveys possible diversification benefits within a given portfolio. Lamb Weston returns are very sensitive to returns on the market. As the market goes up or down, Lamb Weston is expected to follow. Lamb Weston Holdings has an expected return of -0.31%. Please make sure to verify Lamb Weston Holdings jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Lamb Weston Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.46 |
Modest reverse predictability
Lamb Weston Holdings has modest reverse predictability. Overlapping area represents the amount of predictability between Lamb Weston time series from 5th of May 2022 to 30th of April 2023 and 30th of April 2023 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 Lamb Weston Holdings price movement. The serial correlation of -0.46 indicates that about 46.0% of current Lamb Weston price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 79.3 |
Lamb Weston Holdings lagged returns against current returns
Autocorrelation, which is Lamb Weston 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 Lamb Weston's stock expected returns. We can calculate the autocorrelation of Lamb Weston returns to help us make a trade decision. For example, suppose you find that Lamb Weston 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 |
Lamb Weston 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 Lamb Weston stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lamb Weston stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lamb Weston stock over time.
Current vs Lagged Prices |
| Timeline |
Lamb Weston Lagged Returns
When evaluating Lamb Weston's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lamb Weston stock have on its future price. Lamb Weston 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, Lamb Weston autocorrelation shows the relationship between Lamb Weston stock current value and its past values and can show if there is a momentum factor associated with investing in Lamb Weston Holdings.
Regressed Prices |
| Timeline |
Lamb Weston Investors Sentiment
The influence of Lamb Weston's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Lamb. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Lamb Weston's public news can be used to forecast risks associated with an investment in Lamb. The trend in average sentiment can be used to explain how an investor holding Lamb can time the market purely based on public headlines and social activities around Lamb Weston Holdings. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Lamb Weston's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Lamb Weston's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Lamb Weston's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Lamb Weston.
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 Lamb Weston 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, Lamb Weston's short interest history, or implied volatility extrapolated from Lamb Weston options trading.
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When running Lamb Weston's price analysis, check to measure Lamb Weston'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 Lamb Weston is operating at the current time. Most of Lamb Weston's value examination focuses on studying past and present price action to predict the probability of Lamb Weston's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lamb Weston's price. Additionally, you may evaluate how the addition of Lamb Weston to your portfolios can decrease your overall portfolio volatility.
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Lamb Weston 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.