Lippo Malls (Germany) Market Value
| 3HJ Stock | EUR 0.01 0.0001 1.15% |
| Symbol | Lippo |
Lippo Malls '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 Lippo Malls' 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 Lippo Malls.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Lippo Malls on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Lippo Malls Indonesia or generate 0.0% return on investment in Lippo Malls over 90 days. Lippo Malls is related to or competes with SENECA FOODS-A, Delta Air, Thai Beverage, Norwegian Air, SEALED AIR, and Lifeway Foods. LMIR Trust is a Singapore-based real estate investment trust established with the principal investment objective of owni... More
Lippo Malls 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 Lippo Malls' 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 Lippo Malls Indonesia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.28 | |||
| Information Ratio | 0.0074 | |||
| Maximum Drawdown | 15.27 | |||
| Value At Risk | (6.82) | |||
| Potential Upside | 7.32 |
Lippo Malls Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lippo Malls' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lippo Malls' standard deviation. In reality, there are many statistical measures that can use Lippo Malls historical prices to predict the future Lippo Malls' volatility.| Risk Adjusted Performance | 0.0472 | |||
| Jensen Alpha | 0.2856 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | 0.0056 | |||
| Treynor Ratio | (0.17) |
Lippo Malls Indonesia Backtested Returns
Lippo Malls appears to be out of control, given 3 months investment horizon. Lippo Malls Indonesia has Sharpe Ratio of 0.0477, which conveys that the firm had a 0.0477 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Lippo Malls, which you can use to evaluate the volatility of the firm. Please exercise Lippo Malls' Risk Adjusted Performance of 0.0472, mean deviation of 2.67, and Downside Deviation of 5.28 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lippo Malls holds a performance score of 3. The company secures a Beta (Market Risk) of -0.96, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Lippo Malls are expected to decrease slowly. On the other hand, during market turmoil, Lippo Malls is expected to outperform it slightly. Please check Lippo Malls' downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Lippo Malls' current price movements will revert.
Auto-correlation | -0.39 |
Poor reverse predictability
Lippo Malls Indonesia has poor reverse predictability. Overlapping area represents the amount of predictability between Lippo Malls time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lippo Malls Indonesia price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Lippo Malls price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lippo Malls Indonesia lagged returns against current returns
Autocorrelation, which is Lippo Malls 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 Lippo Malls' stock expected returns. We can calculate the autocorrelation of Lippo Malls returns to help us make a trade decision. For example, suppose you find that Lippo Malls 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 |
Lippo Malls 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 Lippo Malls stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lippo Malls stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lippo Malls stock over time.
Current vs Lagged Prices |
| Timeline |
Lippo Malls Lagged Returns
When evaluating Lippo Malls' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lippo Malls stock have on its future price. Lippo Malls 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, Lippo Malls autocorrelation shows the relationship between Lippo Malls stock current value and its past values and can show if there is a momentum factor associated with investing in Lippo Malls Indonesia.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lippo Stock
Lippo Malls financial ratios help investors to determine whether Lippo Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lippo with respect to the benefits of owning Lippo Malls security.