Lorenzini Apparels (India) Market Value
| LAL Stock | 11.89 0.14 1.16% |
| Symbol | Lorenzini |
Lorenzini Apparels '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 Lorenzini Apparels' 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 Lorenzini Apparels.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Lorenzini Apparels on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Lorenzini Apparels Limited or generate 0.0% return on investment in Lorenzini Apparels over 90 days. Lorenzini Apparels is related to or competes with JGCHEMICALS, Vinyl Chemicals, Indo Borax, Selan Exploration, MIRC Electronics, and Fertilizers. Lorenzini Apparels is entity of India. It is traded as Stock on NSE exchange. More
Lorenzini Apparels 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 Lorenzini Apparels' 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 Lorenzini Apparels Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.77 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 11.46 | |||
| Value At Risk | (5.03) | |||
| Potential Upside | 4.97 |
Lorenzini Apparels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lorenzini Apparels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lorenzini Apparels' standard deviation. In reality, there are many statistical measures that can use Lorenzini Apparels historical prices to predict the future Lorenzini Apparels' volatility.| Risk Adjusted Performance | 0.0347 | |||
| Jensen Alpha | 0.1396 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.20) |
Lorenzini Apparels Backtested Returns
At this point, Lorenzini Apparels is somewhat reliable. Lorenzini Apparels has Sharpe Ratio of 0.0131, which conveys that the firm had a 0.0131 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lorenzini Apparels, which you can use to evaluate the volatility of the firm. Please verify Lorenzini Apparels' Downside Deviation of 2.77, risk adjusted performance of 0.0347, and Mean Deviation of 2.5 to check out if the risk estimate we provide is consistent with the expected return of 0.0408%. Lorenzini Apparels has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lorenzini Apparels are expected to decrease at a much lower rate. During the bear market, Lorenzini Apparels is likely to outperform the market. Lorenzini Apparels right now secures a risk of 3.1%. Please verify Lorenzini Apparels Limited sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Lorenzini Apparels Limited will be following its current price movements.
Auto-correlation | -0.41 |
Modest reverse predictability
Lorenzini Apparels Limited has modest reverse predictability. Overlapping area represents the amount of predictability between Lorenzini Apparels time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Lorenzini Apparels price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Lorenzini Apparels price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Lorenzini Apparels lagged returns against current returns
Autocorrelation, which is Lorenzini Apparels 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 Lorenzini Apparels' stock expected returns. We can calculate the autocorrelation of Lorenzini Apparels returns to help us make a trade decision. For example, suppose you find that Lorenzini Apparels 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 |
Lorenzini Apparels 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 Lorenzini Apparels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lorenzini Apparels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lorenzini Apparels stock over time.
Current vs Lagged Prices |
| Timeline |
Lorenzini Apparels Lagged Returns
When evaluating Lorenzini Apparels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lorenzini Apparels stock have on its future price. Lorenzini Apparels 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, Lorenzini Apparels autocorrelation shows the relationship between Lorenzini Apparels stock current value and its past values and can show if there is a momentum factor associated with investing in Lorenzini Apparels Limited.
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 Lorenzini Stock
Lorenzini Apparels financial ratios help investors to determine whether Lorenzini 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 Lorenzini with respect to the benefits of owning Lorenzini Apparels security.