Linea Directa (Spain) Market Value
| LDA Stock | EUR 1.35 0.01 0.74% |
| Symbol | Linea |
Linea Directa '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 Linea Directa'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 Linea Directa.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Linea Directa on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Linea Directa Aseguradora or generate 0.0% return on investment in Linea Directa over 90 days. Linea Directa is related to or competes with Bankinter, Cia De, Redeia Corporacion, Vidrala SA, and Mapfre. Linea Directa Aseguradora, S.A. engages in the direct insurance and reinsurance business in Spain More
Linea Directa 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 Linea Directa'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 Linea Directa Aseguradora upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.0719 | |||
| Maximum Drawdown | 9.48 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 2.99 |
Linea Directa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Linea Directa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Linea Directa's standard deviation. In reality, there are many statistical measures that can use Linea Directa historical prices to predict the future Linea Directa's volatility.| Risk Adjusted Performance | 0.1537 | |||
| Jensen Alpha | 0.2219 | |||
| Total Risk Alpha | 0.022 | |||
| Sortino Ratio | 0.1012 | |||
| Treynor Ratio | 1.36 |
Linea Directa Aseguradora Backtested Returns
Linea Directa appears to be unstable, given 3 months investment horizon. Linea Directa Aseguradora has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Linea Directa, which you can use to evaluate the volatility of the firm. Please exercise Linea Directa's Downside Deviation of 1.13, risk adjusted performance of 0.1537, and Mean Deviation of 1.05 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Linea Directa holds a performance score of 12. The company secures a Beta (Market Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Linea Directa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Linea Directa is expected to be smaller as well. Please check Linea Directa's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Linea Directa's current price movements will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
Linea Directa Aseguradora has very weak reverse predictability. Overlapping area represents the amount of predictability between Linea Directa 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 Linea Directa Aseguradora price movement. The serial correlation of -0.02 indicates that only 2.0% of current Linea Directa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Linea Directa Aseguradora lagged returns against current returns
Autocorrelation, which is Linea Directa 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 Linea Directa's stock expected returns. We can calculate the autocorrelation of Linea Directa returns to help us make a trade decision. For example, suppose you find that Linea Directa 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 |
Linea Directa 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 Linea Directa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Linea Directa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Linea Directa stock over time.
Current vs Lagged Prices |
| Timeline |
Linea Directa Lagged Returns
When evaluating Linea Directa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Linea Directa stock have on its future price. Linea Directa 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, Linea Directa autocorrelation shows the relationship between Linea Directa stock current value and its past values and can show if there is a momentum factor associated with investing in Linea Directa Aseguradora.
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 Linea Stock
Linea Directa financial ratios help investors to determine whether Linea 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 Linea with respect to the benefits of owning Linea Directa security.