Laurentian Bank Of Stock Market Value
| LRCDF Stock | USD 22.50 0.34 1.49% |
| Symbol | Laurentian |
Laurentian Bank '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 Laurentian Bank's pink sheet 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 Laurentian Bank.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Laurentian Bank on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Laurentian Bank of or generate 0.0% return on investment in Laurentian Bank over 90 days. Laurentian Bank is related to or competes with China Merchants, Nordea Bank, DBS Group, Tompkins Financial, National Bank, IGM Financial, and Powerof Canada. Laurentian Bank of Canada, together with its subsidiaries, provides various financial services to personal, business, an... More
Laurentian Bank 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 Laurentian Bank's pink sheet 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 Laurentian Bank of upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.0266 | |||
| Maximum Drawdown | 11.45 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 1.49 |
Laurentian Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Laurentian Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Laurentian Bank's standard deviation. In reality, there are many statistical measures that can use Laurentian Bank historical prices to predict the future Laurentian Bank's volatility.| Risk Adjusted Performance | 0.1525 | |||
| Jensen Alpha | 0.21 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0242 | |||
| Treynor Ratio | 1.38 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Laurentian Bank's 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.
Laurentian Bank Backtested Returns
Laurentian Bank appears to be very steady, given 3 months investment horizon. Laurentian Bank 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 twenty-eight technical indicators for Laurentian Bank, which you can use to evaluate the volatility of the firm. Please exercise Laurentian Bank's Mean Deviation of 0.9782, risk adjusted performance of 0.1525, and Downside Deviation of 1.7 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Laurentian Bank 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, Laurentian Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Laurentian Bank is expected to be smaller as well. Please check Laurentian Bank's maximum drawdown, skewness, price action indicator, as well as the relationship between the downside variance and rate of daily change , to make a quick decision on whether Laurentian Bank's current price movements will revert.
Auto-correlation | 0.23 |
Weak predictability
Laurentian Bank of has weak predictability. Overlapping area represents the amount of predictability between Laurentian Bank 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 Laurentian Bank price movement. The serial correlation of 0.23 indicates that over 23.0% of current Laurentian Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Laurentian Bank lagged returns against current returns
Autocorrelation, which is Laurentian Bank pink sheet'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 Laurentian Bank's pink sheet expected returns. We can calculate the autocorrelation of Laurentian Bank returns to help us make a trade decision. For example, suppose you find that Laurentian Bank has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Laurentian Bank 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 Laurentian Bank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Laurentian Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Laurentian Bank pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Laurentian Bank Lagged Returns
When evaluating Laurentian Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Laurentian Bank pink sheet have on its future price. Laurentian Bank 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, Laurentian Bank autocorrelation shows the relationship between Laurentian Bank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Laurentian Bank of.
Regressed Prices |
| Timeline |
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Other Information on Investing in Laurentian Pink Sheet
Laurentian Bank financial ratios help investors to determine whether Laurentian Pink Sheet 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 Laurentian with respect to the benefits of owning Laurentian Bank security.