Lancashire Holdings' market value is the price at which a share of Lancashire Holdings trades on a public exchange. It measures the collective expectations of Lancashire Holdings Limited investors about its performance. Lancashire Holdings is trading at 7.22 as of the 23rd of July 2025. This is a 0.70 percent increase since the beginning of the trading day. The stock's lowest day price was 7.22. With this module, you can estimate the performance of a buy and hold strategy of Lancashire Holdings Limited and determine expected loss or profit from investing in Lancashire Holdings over a given investment horizon. Check out Lancashire Holdings Correlation, Lancashire Holdings Volatility and Lancashire Holdings Alpha and Beta module to complement your research on Lancashire Holdings.
Please note, there is a significant difference between Lancashire Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Lancashire Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lancashire Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Lancashire Holdings '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 Lancashire Holdings' 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 Lancashire Holdings.
0.00
04/24/2025
No Change 0.00
0.0
In 3 months and 1 day
07/23/2025
0.00
If you would invest 0.00 in Lancashire Holdings on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Lancashire Holdings Limited or generate 0.0% return on investment in Lancashire Holdings over 90 days. Lancashire Holdings is related to or competes with Aya Gold, Lendlease, WILLIS LEASE, CLEAN ENERGY, United Rentals, Cleanaway Waste, and Globex Mining. Lancashire Holdings Limited provides specialty insurance and reinsurance products worldwide More
Lancashire Holdings 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 Lancashire Holdings' 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 Lancashire Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lancashire Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lancashire Holdings' standard deviation. In reality, there are many statistical measures that can use Lancashire Holdings historical prices to predict the future Lancashire Holdings' volatility.
At this point, Lancashire Holdings is not too volatile. Lancashire Holdings has Sharpe Ratio of 0.0831, which conveys that the firm had a 0.0831 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lancashire Holdings, which you can use to evaluate the volatility of the firm. Please verify Lancashire Holdings' Downside Deviation of 1.42, mean deviation of 1.13, and Risk Adjusted Performance of 0.0779 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. Lancashire Holdings has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lancashire Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Lancashire Holdings is expected to be smaller as well. Lancashire Holdings right now secures a risk of 1.48%. Please verify Lancashire Holdings Limited total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if Lancashire Holdings Limited will be following its current price movements.
Auto-correlation
0.25
Poor predictability
Lancashire Holdings Limited has poor predictability. Overlapping area represents the amount of predictability between Lancashire Holdings time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Lancashire Holdings price movement. The serial correlation of 0.25 indicates that over 25.0% of current Lancashire Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient
0.25
Spearman Rank Test
0.32
Residual Average
0.0
Price Variance
0.04
Lancashire Holdings lagged returns against current returns
Autocorrelation, which is Lancashire Holdings 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 Lancashire Holdings' stock expected returns. We can calculate the autocorrelation of Lancashire Holdings returns to help us make a trade decision. For example, suppose you find that Lancashire Holdings 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
Lancashire Holdings 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 Lancashire Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lancashire Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lancashire Holdings stock over time.
Current vs Lagged Prices
Timeline
Lancashire Holdings Lagged Returns
When evaluating Lancashire Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lancashire Holdings stock have on its future price. Lancashire Holdings 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, Lancashire Holdings autocorrelation shows the relationship between Lancashire Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Lancashire Holdings Limited.
Other Information on Investing in Lancashire Stock
Lancashire Holdings financial ratios help investors to determine whether Lancashire 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 Lancashire with respect to the benefits of owning Lancashire Holdings security.