Lattice Semiconductor (Germany) Market Value
| LTT Stock | EUR 45.05 1.90 4.40% |
| Symbol | Lattice |
Lattice Semiconductor '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 Lattice Semiconductor's stock 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 Lattice Semiconductor.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Lattice Semiconductor on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Lattice Semiconductor or generate 0.0% return on investment in Lattice Semiconductor over 90 days. Lattice Semiconductor is related to or competes with Eagle Materials, Spirent Communications, Shenandoah Telecommunicatio, Martin Marietta, EAGLE MATERIALS, and Cogent Communications. Lattice Semiconductor Corporation, together with its subsidiaries, develops and sells semiconductor technologies in Asia... More
Lattice Semiconductor 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 Lattice Semiconductor's stock 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 Lattice Semiconductor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.36 | |||
| Information Ratio | 0.0379 | |||
| Maximum Drawdown | 22.66 | |||
| Value At Risk | (5.42) | |||
| Potential Upside | 5.61 |
Lattice Semiconductor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lattice Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lattice Semiconductor's standard deviation. In reality, there are many statistical measures that can use Lattice Semiconductor historical prices to predict the future Lattice Semiconductor's volatility.| Risk Adjusted Performance | 0.0739 | |||
| Jensen Alpha | 0.291 | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | 0.0483 | |||
| Treynor Ratio | 16.3 |
Lattice Semiconductor Backtested Returns
Lattice Semiconductor appears to be not too volatile, given 3 months investment horizon. Lattice Semiconductor has Sharpe Ratio of 0.0848, which conveys that the firm had a 0.0848 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Lattice Semiconductor, which you can use to evaluate the volatility of the firm. Please exercise Lattice Semiconductor's Downside Deviation of 3.36, risk adjusted performance of 0.0739, and Mean Deviation of 3.24 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lattice Semiconductor holds a performance score of 6. The company secures a Beta (Market Risk) of 0.018, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lattice Semiconductor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lattice Semiconductor is expected to be smaller as well. Please check Lattice Semiconductor's treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to make a quick decision on whether Lattice Semiconductor's current price movements will revert.
Auto-correlation | -0.08 |
Very weak reverse predictability
Lattice Semiconductor has very weak reverse predictability. Overlapping area represents the amount of predictability between Lattice Semiconductor 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 Lattice Semiconductor price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Lattice Semiconductor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 2.67 |
Lattice Semiconductor lagged returns against current returns
Autocorrelation, which is Lattice Semiconductor stock'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 Lattice Semiconductor's stock expected returns. We can calculate the autocorrelation of Lattice Semiconductor returns to help us make a trade decision. For example, suppose you find that Lattice Semiconductor has exhibited high autocorrelation historically, and you observe that the stock 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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Lattice Semiconductor 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 Lattice Semiconductor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lattice Semiconductor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lattice Semiconductor stock over time.
Current vs Lagged Prices |
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Lattice Semiconductor Lagged Returns
When evaluating Lattice Semiconductor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lattice Semiconductor stock have on its future price. Lattice Semiconductor 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, Lattice Semiconductor autocorrelation shows the relationship between Lattice Semiconductor stock current value and its past values and can show if there is a momentum factor associated with investing in Lattice Semiconductor.
Regressed Prices |
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Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Lattice Stock
When determining whether Lattice Semiconductor offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Lattice Semiconductor's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Lattice Semiconductor Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Lattice Semiconductor Stock:Check out Lattice Semiconductor Correlation, Lattice Semiconductor Volatility and Lattice Semiconductor Alpha and Beta module to complement your research on Lattice Semiconductor. For more detail on how to invest in Lattice Stock please use our How to Invest in Lattice Semiconductor guide.You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Lattice Semiconductor technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.