Lopez Holdings' market value is the price at which a share of Lopez Holdings trades on a public exchange. It measures the collective expectations of Lopez Holdings Corp investors about its performance. Lopez Holdings is trading at 4.02 as of the 24th of July 2025, a 0.5% down since the beginning of the trading day. The stock's lowest day price was 4.02. With this module, you can estimate the performance of a buy and hold strategy of Lopez Holdings Corp and determine expected loss or profit from investing in Lopez Holdings over a given investment horizon. Check out Lopez Holdings Correlation, Lopez Holdings Volatility and Lopez Holdings Alpha and Beta module to complement your research on Lopez Holdings.
Please note, there is a significant difference between Lopez Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Lopez Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lopez 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.
Lopez 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 Lopez 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 Lopez Holdings.
0.00
04/25/2025
No Change 0.00
0.0
In 2 months and 31 days
07/24/2025
0.00
If you would invest 0.00 in Lopez Holdings on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Lopez Holdings Corp or generate 0.0% return on investment in Lopez Holdings over 90 days. Lopez Holdings is related to or competes with Metro Retail, Robinsons Retail, SM Investments, Figaro Coffee, and Semirara Mining. More
Lopez 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 Lopez 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 Lopez Holdings Corp 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 Lopez Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lopez Holdings' standard deviation. In reality, there are many statistical measures that can use Lopez Holdings historical prices to predict the future Lopez Holdings' volatility.
Lopez Holdings appears to be relatively risky, given 3 months investment horizon. Lopez Holdings Corp has Sharpe Ratio of 0.27, which conveys that the firm had a 0.27 % return per unit of risk over the last 3 months. By analyzing Lopez Holdings' technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please exercise Lopez Holdings' Mean Deviation of 2.14, risk adjusted performance of 0.2471, and Downside Deviation of 2.8 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lopez Holdings holds a performance score of 20. The company secures a Beta (Market Risk) of -0.0327, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Lopez Holdings are expected to decrease at a much lower rate. During the bear market, Lopez Holdings is likely to outperform the market. Please check Lopez Holdings' semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Lopez Holdings' current price movements will revert.
Auto-correlation
0.84
Very good predictability
Lopez Holdings Corp has very good predictability. Overlapping area represents the amount of predictability between Lopez Holdings time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Lopez Holdings Corp price movement. The serial correlation of 0.84 indicates that around 84.0% of current Lopez Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient
0.84
Spearman Rank Test
0.84
Residual Average
0.0
Price Variance
0.04
Lopez Holdings Corp lagged returns against current returns
Autocorrelation, which is Lopez 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 Lopez Holdings' stock expected returns. We can calculate the autocorrelation of Lopez Holdings returns to help us make a trade decision. For example, suppose you find that Lopez 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
Lopez 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 Lopez Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lopez Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lopez Holdings stock over time.
Current vs Lagged Prices
Timeline
Lopez Holdings Lagged Returns
When evaluating Lopez Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lopez Holdings stock have on its future price. Lopez 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, Lopez Holdings autocorrelation shows the relationship between Lopez Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Lopez Holdings Corp.
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.
Lopez Holdings financial ratios help investors to determine whether Lopez 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 Lopez with respect to the benefits of owning Lopez Holdings security.