Lumen Technologies, (Brazil) Market Value
| L1MN34 Stock | BRL 24.30 0.02 0.08% |
| Symbol | Lumen |
Lumen Technologies, '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 Lumen Technologies,'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 Lumen Technologies,.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Lumen Technologies, on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Lumen Technologies, or generate 0.0% return on investment in Lumen Technologies, over 90 days. Lumen Technologies, is related to or competes with Extra Space, Taiwan Semiconductor, Public Storage, Marfrig Global, G2D Investments, and T Mobile. Lumen Technologies, Inc., a facilities-based technology and communications company, provides various integrated services... More
Lumen Technologies, 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 Lumen Technologies,'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 Lumen Technologies, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.14 | |||
| Information Ratio | 0.0501 | |||
| Maximum Drawdown | 22.96 | |||
| Value At Risk | (4.24) | |||
| Potential Upside | 7.13 |
Lumen Technologies, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lumen Technologies,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lumen Technologies,'s standard deviation. In reality, there are many statistical measures that can use Lumen Technologies, historical prices to predict the future Lumen Technologies,'s volatility.| Risk Adjusted Performance | 0.0889 | |||
| Jensen Alpha | 0.2011 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0608 | |||
| Treynor Ratio | 0.3485 |
Lumen Technologies, Backtested Returns
Lumen Technologies, appears to be not too volatile, given 3 months investment horizon. Lumen Technologies, has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. By analyzing Lumen Technologies,'s technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please exercise Lumen Technologies,'s Risk Adjusted Performance of 0.0889, mean deviation of 2.96, and Downside Deviation of 3.14 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lumen Technologies, holds a performance score of 10. The company secures a Beta (Market Risk) of 0.92, which conveys possible diversification benefits within a given portfolio. Lumen Technologies, returns are very sensitive to returns on the market. As the market goes up or down, Lumen Technologies, is expected to follow. Please check Lumen Technologies,'s total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Lumen Technologies,'s current price movements will revert.
Auto-correlation | 0.25 |
Poor predictability
Lumen Technologies, has poor predictability. Overlapping area represents the amount of predictability between Lumen Technologies, time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Lumen Technologies, price movement. The serial correlation of 0.25 indicates that over 25.0% of current Lumen Technologies, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 1.42 |
Lumen Technologies, lagged returns against current returns
Autocorrelation, which is Lumen Technologies, 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 Lumen Technologies,'s stock expected returns. We can calculate the autocorrelation of Lumen Technologies, returns to help us make a trade decision. For example, suppose you find that Lumen Technologies, 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 |
Lumen Technologies, 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 Lumen Technologies, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lumen Technologies, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lumen Technologies, stock over time.
Current vs Lagged Prices |
| Timeline |
Lumen Technologies, Lagged Returns
When evaluating Lumen Technologies,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lumen Technologies, stock have on its future price. Lumen Technologies, 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, Lumen Technologies, autocorrelation shows the relationship between Lumen Technologies, stock current value and its past values and can show if there is a momentum factor associated with investing in Lumen Technologies,.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Lumen Stock
Lumen Technologies, financial ratios help investors to determine whether Lumen 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 Lumen with respect to the benefits of owning Lumen Technologies, security.