Lasertec Stock Market Value
| LSRCF Stock | USD 127.77 0.00 0.00% |
| Symbol | Lasertec |
Lasertec '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 Lasertec'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 Lasertec.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Lasertec on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Lasertec or generate 0.0% return on investment in Lasertec over 90 days. Lasertec is related to or competes with Advantest, Disco Corp, Lasertec, and Sumco Corp. Lasertec Corporation develops, manufactures, sells, and services semiconductor-related equipment, laser microscopes, and... More
Lasertec 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 Lasertec'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 Lasertec upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1695 | |||
| Maximum Drawdown | 24.68 | |||
| Potential Upside | 6.95 |
Lasertec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lasertec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lasertec's standard deviation. In reality, there are many statistical measures that can use Lasertec historical prices to predict the future Lasertec's volatility.| Risk Adjusted Performance | 0.2002 | |||
| Jensen Alpha | 0.8693 | |||
| Total Risk Alpha | 0.2286 | |||
| Treynor Ratio | (1.60) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lasertec'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.
Lasertec Backtested Returns
Lasertec appears to be very steady, given 3 months investment horizon. Lasertec has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17 % return per unit of risk over the last 3 months. By analyzing Lasertec's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please exercise Lasertec's Standard Deviation of 3.93, risk adjusted performance of 0.2002, and Mean Deviation of 1.76 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lasertec holds a performance score of 13. The company secures a Beta (Market Risk) of -0.5, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lasertec are expected to decrease at a much lower rate. During the bear market, Lasertec is likely to outperform the market. Please check Lasertec's information ratio, and the relationship between the coefficient of variation and potential upside , to make a quick decision on whether Lasertec's current price movements will revert.
Auto-correlation | 0.18 |
Very weak predictability
Lasertec has very weak predictability. Overlapping area represents the amount of predictability between Lasertec time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Lasertec price movement. The serial correlation of 0.18 indicates that over 18.0% of current Lasertec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 118.57 |
Lasertec lagged returns against current returns
Autocorrelation, which is Lasertec 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 Lasertec's pink sheet expected returns. We can calculate the autocorrelation of Lasertec returns to help us make a trade decision. For example, suppose you find that Lasertec 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 |
Lasertec 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 Lasertec pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lasertec pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lasertec pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lasertec Lagged Returns
When evaluating Lasertec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lasertec pink sheet have on its future price. Lasertec 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, Lasertec autocorrelation shows the relationship between Lasertec pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lasertec.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lasertec Pink Sheet
Lasertec financial ratios help investors to determine whether Lasertec 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 Lasertec with respect to the benefits of owning Lasertec security.