Loreal Co Adr Stock Market Value
| LRLCY Stock | USD 84.04 0.62 0.73% |
| Symbol | LOreal |
LOreal Co '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 LOreal Co'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 LOreal Co.
| 07/31/2023 |
| 07/20/2025 |
If you would invest 0.00 in LOreal Co on July 31, 2023 and sell it all today you would earn a total of 0.00 from holding LOreal Co ADR or generate 0.0% return on investment in LOreal Co over 720 days. LOreal Co is related to or competes with BNP Paribas, Estee Lauder, European Wax, Hermes International, Inter Parfums, Intesa Sanpaolo, and LOral SA. LOral S.A., through its subsidiaries, manufactures and sells cosmetic products for women and men worldwide More
LOreal Co 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 LOreal Co'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 LOreal Co ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | 0.0116 | |||
| Maximum Drawdown | 8.92 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.76 |
LOreal Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LOreal Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LOreal Co's standard deviation. In reality, there are many statistical measures that can use LOreal Co historical prices to predict the future LOreal Co's volatility.| Risk Adjusted Performance | 0.0955 | |||
| Jensen Alpha | 0.0665 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0135 | |||
| Treynor Ratio | 0.2353 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LOreal Co'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.
LOreal Co ADR Backtested Returns
At this stage we consider LOreal Pink Sheet to be very steady. LOreal Co ADR has Sharpe Ratio of 0.066, which conveys that the firm had a 0.066 % return per unit of risk over the last 3 months. We have found thirty technical indicators for LOreal Co, which you can use to evaluate the volatility of the firm. Please verify LOreal Co's Risk Adjusted Performance of 0.0955, downside deviation of 1.4, and Mean Deviation of 1.28 to check out if the risk estimate we provide is consistent with the expected return of 0.1%. LOreal Co has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.64, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LOreal Co's returns are expected to increase less than the market. However, during the bear market, the loss of holding LOreal Co is expected to be smaller as well. LOreal Co ADR right now secures a risk of 1.52%. Please verify LOreal Co ADR potential upside, as well as the relationship between the accumulation distribution and price action indicator , to decide if LOreal Co ADR will be following its current price movements.
Auto-correlation | -0.26 |
Weak reverse predictability
LOreal Co ADR has weak reverse predictability. Overlapping area represents the amount of predictability between LOreal Co time series from 31st of July 2023 to 25th of July 2024 and 25th of July 2024 to 20th 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 LOreal Co ADR price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current LOreal Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 48.76 |
LOreal Co ADR lagged returns against current returns
Autocorrelation, which is LOreal Co 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 LOreal Co's pink sheet expected returns. We can calculate the autocorrelation of LOreal Co returns to help us make a trade decision. For example, suppose you find that LOreal Co 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 |
LOreal Co 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 LOreal Co pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LOreal Co pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LOreal Co pink sheet over time.
Current vs Lagged Prices |
| Timeline |
LOreal Co Lagged Returns
When evaluating LOreal Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LOreal Co pink sheet have on its future price. LOreal Co 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, LOreal Co autocorrelation shows the relationship between LOreal Co pink sheet current value and its past values and can show if there is a momentum factor associated with investing in LOreal Co ADR.
Regressed Prices |
| Timeline |
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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.Additional Tools for LOreal Pink Sheet Analysis
When running LOreal Co's price analysis, check to measure LOreal Co's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy LOreal Co is operating at the current time. Most of LOreal Co's value examination focuses on studying past and present price action to predict the probability of LOreal Co's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LOreal Co's price. Additionally, you may evaluate how the addition of LOreal Co to your portfolios can decrease your overall portfolio volatility.