Land Securities Group Stock Market Value
| LSGOF Stock | USD 7.84 0.08 1.03% |
| Symbol | Land |
Land Securities '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 Land Securities' 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 Land Securities.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Land Securities on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Land Securities Group or generate 0.0% return on investment in Land Securities over 90 days. Land Securities is related to or competes with Land Securities, British Land, British Land, Taylor Wimpey, and Klpierre. At Landsec, we build and invest in buildings, spaces and partnerships to create sustainable places, connect communities ... More
Land Securities 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 Land Securities' 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 Land Securities Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0517 | |||
| Maximum Drawdown | 19.67 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 2.4 |
Land Securities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Land Securities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Land Securities' standard deviation. In reality, there are many statistical measures that can use Land Securities historical prices to predict the future Land Securities' volatility.| Risk Adjusted Performance | 0.1146 | |||
| Jensen Alpha | 0.2395 | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 9.34 |
Land Securities Group Backtested Returns
Land Securities appears to be not too volatile, given 3 months investment horizon. Land Securities Group has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Land Securities, which you can use to evaluate the volatility of the firm. Please exercise Land Securities' Standard Deviation of 2.17, risk adjusted performance of 0.1146, and Mean Deviation of 1.07 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Land Securities holds a performance score of 8. The company secures a Beta (Market Risk) of 0.026, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Land Securities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Land Securities is expected to be smaller as well. Please check Land Securities' potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to make a quick decision on whether Land Securities' current price movements will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
Land Securities Group has poor reverse predictability. Overlapping area represents the amount of predictability between Land Securities time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Land Securities Group price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Land Securities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Land Securities Group lagged returns against current returns
Autocorrelation, which is Land Securities 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 Land Securities' pink sheet expected returns. We can calculate the autocorrelation of Land Securities returns to help us make a trade decision. For example, suppose you find that Land Securities 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 |
Land Securities 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 Land Securities pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Land Securities pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Land Securities pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Land Securities Lagged Returns
When evaluating Land Securities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Land Securities pink sheet have on its future price. Land Securities 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, Land Securities autocorrelation shows the relationship between Land Securities pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Land Securities Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Land Pink Sheet
Land Securities financial ratios help investors to determine whether Land 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 Land with respect to the benefits of owning Land Securities security.