Lloyds Enterprises (India) Market Value
| LLOYDSENT | 82.27 1.57 1.95% |
| Symbol | Lloyds |
Lloyds Enterprises '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 Lloyds Enterprises' 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 Lloyds Enterprises.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Lloyds Enterprises on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Lloyds Enterprises Limited or generate 0.0% return on investment in Lloyds Enterprises over 90 days. Lloyds Enterprises is related to or competes with JSW Steel, Tata Steel, Jindal Steel, LLOYDS METALS, Jindal Stainless, APL Apollo, and Shyam Metalics. Lloyds Enterprises is entity of India. It is traded as Stock on NSE exchange. More
Lloyds Enterprises 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 Lloyds Enterprises' 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 Lloyds Enterprises Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.57 | |||
| Information Ratio | 0.1551 | |||
| Maximum Drawdown | 17.34 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 10.48 |
Lloyds Enterprises Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lloyds Enterprises' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lloyds Enterprises' standard deviation. In reality, there are many statistical measures that can use Lloyds Enterprises historical prices to predict the future Lloyds Enterprises' volatility.| Risk Adjusted Performance | 0.187 | |||
| Jensen Alpha | 0.7415 | |||
| Total Risk Alpha | 0.1722 | |||
| Sortino Ratio | 0.2359 | |||
| Treynor Ratio | 76.58 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lloyds Enterprises' 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.
Lloyds Enterprises Backtested Returns
Lloyds Enterprises appears to be very steady, given 3 months investment horizon. Lloyds Enterprises has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18 % return per unit of risk over the last 3 months. By analyzing Lloyds Enterprises' technical indicators, you can evaluate if the expected return of 0.71% is justified by implied risk. Please exercise Lloyds Enterprises' Risk Adjusted Performance of 0.187, downside deviation of 2.57, and Mean Deviation of 2.85 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lloyds Enterprises holds a performance score of 14. The company secures a Beta (Market Risk) of 0.0097, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lloyds Enterprises' returns are expected to increase less than the market. However, during the bear market, the loss of holding Lloyds Enterprises is expected to be smaller as well. Please check Lloyds Enterprises' expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Lloyds Enterprises' current price movements will revert.
Auto-correlation | 0.23 |
Weak predictability
Lloyds Enterprises Limited has weak predictability. Overlapping area represents the amount of predictability between Lloyds Enterprises 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 Lloyds Enterprises price movement. The serial correlation of 0.23 indicates that over 23.0% of current Lloyds Enterprises price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 60.04 |
Lloyds Enterprises lagged returns against current returns
Autocorrelation, which is Lloyds Enterprises 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 Lloyds Enterprises' stock expected returns. We can calculate the autocorrelation of Lloyds Enterprises returns to help us make a trade decision. For example, suppose you find that Lloyds Enterprises 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 |
Lloyds Enterprises 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 Lloyds Enterprises stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lloyds Enterprises stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lloyds Enterprises stock over time.
Current vs Lagged Prices |
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Lloyds Enterprises Lagged Returns
When evaluating Lloyds Enterprises' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lloyds Enterprises stock have on its future price. Lloyds Enterprises 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, Lloyds Enterprises autocorrelation shows the relationship between Lloyds Enterprises stock current value and its past values and can show if there is a momentum factor associated with investing in Lloyds Enterprises 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 Lloyds Stock
Lloyds Enterprises financial ratios help investors to determine whether Lloyds 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 Lloyds with respect to the benefits of owning Lloyds Enterprises security.