LOTTOTECH (Mauritius) Market Value
| LOTO Stock | 3.98 0.02 0.50% |
| Symbol | LOTTOTECH |
LOTTOTECH '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 LOTTOTECH'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 LOTTOTECH.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in LOTTOTECH on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding LOTTOTECH LTD or generate 0.0% return on investment in LOTTOTECH over 90 days.
LOTTOTECH 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 LOTTOTECH'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 LOTTOTECH LTD upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 5.51 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 0.939 |
LOTTOTECH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LOTTOTECH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LOTTOTECH's standard deviation. In reality, there are many statistical measures that can use LOTTOTECH historical prices to predict the future LOTTOTECH's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.38) |
LOTTOTECH LTD Backtested Returns
LOTTOTECH LTD has Sharpe Ratio of -0.094, which conveys that the firm had a -0.094 % return per unit of standard deviation over the last 3 months. LOTTOTECH exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LOTTOTECH's Risk Adjusted Performance of (0.08), mean deviation of 0.5872, and Market Risk Adjusted Performance of (0.37) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LOTTOTECH's returns are expected to increase less than the market. However, during the bear market, the loss of holding LOTTOTECH is expected to be smaller as well. At this point, LOTTOTECH LTD has a negative expected return of -0.1%. Please make sure to verify LOTTOTECH's maximum drawdown, skewness, daily balance of power, as well as the relationship between the potential upside and kurtosis , to decide if LOTTOTECH LTD performance from the past will be repeated at future time.
Auto-correlation | -0.61 |
Very good reverse predictability
LOTTOTECH LTD has very good reverse predictability. Overlapping area represents the amount of predictability between LOTTOTECH 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 LOTTOTECH LTD price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current LOTTOTECH price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
LOTTOTECH LTD lagged returns against current returns
Autocorrelation, which is LOTTOTECH 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 LOTTOTECH's stock expected returns. We can calculate the autocorrelation of LOTTOTECH returns to help us make a trade decision. For example, suppose you find that LOTTOTECH 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 |
LOTTOTECH 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 LOTTOTECH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LOTTOTECH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LOTTOTECH stock over time.
Current vs Lagged Prices |
| Timeline |
LOTTOTECH Lagged Returns
When evaluating LOTTOTECH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LOTTOTECH stock have on its future price. LOTTOTECH 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, LOTTOTECH autocorrelation shows the relationship between LOTTOTECH stock current value and its past values and can show if there is a momentum factor associated with investing in LOTTOTECH LTD.
Regressed Prices |
| Timeline |
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