Larsen Toubro Limited Stock Market Value
| LTOUF Stock | USD 40.70 1.80 4.24% |
| Symbol | Larsen |
Larsen Toubro '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 Larsen Toubro'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 Larsen Toubro.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Larsen Toubro on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Larsen Toubro Limited or generate 0.0% return on investment in Larsen Toubro over 90 days. Larsen Toubro is related to or competes with MYR, Matrix Service, Granite Construction, Comfort Systems, and Ameresco. Larsen Toubro Limited engages in engineering, construction, and manufacturing operations worldwide More
Larsen Toubro 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 Larsen Toubro'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 Larsen Toubro Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0308 | |||
| Maximum Drawdown | 38.14 | |||
| Value At Risk | (1.16) |
Larsen Toubro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Larsen Toubro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Larsen Toubro's standard deviation. In reality, there are many statistical measures that can use Larsen Toubro historical prices to predict the future Larsen Toubro's volatility.| Risk Adjusted Performance | 0.0685 | |||
| Jensen Alpha | 0.2709 | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (2.47) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Larsen Toubro'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.
Larsen Toubro Limited Backtested Returns
Larsen Toubro appears to be very steady, given 3 months investment horizon. Larsen Toubro Limited has Sharpe Ratio of 0.0541, which conveys that the firm had a 0.0541 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Larsen Toubro, which you can use to evaluate the volatility of the firm. Please exercise Larsen Toubro's Standard Deviation of 4.11, risk adjusted performance of 0.0685, and Mean Deviation of 1.05 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Larsen Toubro holds a performance score of 4. The company secures a Beta (Market Risk) of -0.1, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Larsen Toubro are expected to decrease at a much lower rate. During the bear market, Larsen Toubro is likely to outperform the market. Please check Larsen Toubro's total risk alpha, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to make a quick decision on whether Larsen Toubro's current price movements will revert.
Auto-correlation | -0.89 |
Excellent reverse predictability
Larsen Toubro Limited has excellent reverse predictability. Overlapping area represents the amount of predictability between Larsen Toubro time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Larsen Toubro Limited price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Larsen Toubro price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 8.23 |
Larsen Toubro Limited lagged returns against current returns
Autocorrelation, which is Larsen Toubro 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 Larsen Toubro's pink sheet expected returns. We can calculate the autocorrelation of Larsen Toubro returns to help us make a trade decision. For example, suppose you find that Larsen Toubro 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 |
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Larsen Toubro 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 Larsen Toubro pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Larsen Toubro pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Larsen Toubro pink sheet over time.
Current vs Lagged Prices |
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Larsen Toubro Lagged Returns
When evaluating Larsen Toubro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Larsen Toubro pink sheet have on its future price. Larsen Toubro 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, Larsen Toubro autocorrelation shows the relationship between Larsen Toubro pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Larsen Toubro Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Larsen Pink Sheet
Larsen Toubro financial ratios help investors to determine whether Larsen 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 Larsen with respect to the benefits of owning Larsen Toubro security.