Lincoln National Stock Market Value
| LNC Stock | USD 28.26 0.61 2.21% |
| Symbol | Lincoln |
Lincoln National Price To Book Ratio
Is Lincoln National's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Lincoln National. If investors know Lincoln will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Lincoln National listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.39) | Dividend Share 1.8 | Earnings Share (4.92) | Revenue Per Share 68.677 | Quarterly Revenue Growth (0.82) |
The market value of Lincoln National is measured differently than its book value, which is the value of Lincoln that is recorded on the company's balance sheet. Investors also form their own opinion of Lincoln National's value that differs from its market value or its book value, called intrinsic value, which is Lincoln National's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Lincoln National's market value can be influenced by many factors that don't directly affect Lincoln National's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Lincoln National's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lincoln National is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lincoln National's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Lincoln National '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 Lincoln National'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 Lincoln National.
| 01/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Lincoln National on January 24, 2024 and sell it all today you would earn a total of 0.00 from holding Lincoln National or generate 0.0% return on investment in Lincoln National over 90 days. Lincoln National is related to or competes with Jackson Financial, and Brighthouse Financial. Lincoln National Corporation, through its subsidiaries, operates multiple insurance and retirement businesses in the Uni... More
Lincoln National 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 Lincoln National'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 Lincoln National upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.25 | |||
| Information Ratio | 0.0127 | |||
| Maximum Drawdown | 13.1 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 3.16 |
Lincoln National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lincoln National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lincoln National's standard deviation. In reality, there are many statistical measures that can use Lincoln National historical prices to predict the future Lincoln National's volatility.| Risk Adjusted Performance | 0.0394 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0127 | |||
| Treynor Ratio | 0.0611 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lincoln National'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.
Lincoln National Backtested Returns
We consider Lincoln National very steady. Lincoln National has Sharpe Ratio of 0.0319, which conveys that the firm had a 0.0319% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lincoln National, which you can use to evaluate the volatility of the firm. Please verify Lincoln National's Risk Adjusted Performance of 0.0394, downside deviation of 2.25, and Mean Deviation of 1.7 to check out if the risk estimate we provide is consistent with the expected return of 0.0734%. Lincoln National has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.76, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Lincoln National will likely underperform. Lincoln National right now secures a risk of 2.3%. Please verify Lincoln National treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Lincoln National will be following its current price movements.
Auto-correlation | -0.39 |
Poor reverse predictability
Lincoln National has poor reverse predictability. Overlapping area represents the amount of predictability between Lincoln National time series from 24th of January 2024 to 9th of March 2024 and 9th of March 2024 to 23rd of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lincoln National price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Lincoln National price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 2.7 |
Lincoln National lagged returns against current returns
Autocorrelation, which is Lincoln National 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 Lincoln National's stock expected returns. We can calculate the autocorrelation of Lincoln National returns to help us make a trade decision. For example, suppose you find that Lincoln National 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 |
| Timeline |
Lincoln National 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 Lincoln National stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lincoln National stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lincoln National stock over time.
Current vs Lagged Prices |
| Timeline |
Lincoln National Lagged Returns
When evaluating Lincoln National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lincoln National stock have on its future price. Lincoln National 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, Lincoln National autocorrelation shows the relationship between Lincoln National stock current value and its past values and can show if there is a momentum factor associated with investing in Lincoln National.
Regressed Prices |
| Timeline |
Lincoln National Investors Sentiment
The influence of Lincoln National's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Lincoln. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Lincoln National's public news can be used to forecast risks associated with an investment in Lincoln. The trend in average sentiment can be used to explain how an investor holding Lincoln can time the market purely based on public headlines and social activities around Lincoln National. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Lincoln National's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Lincoln National's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Lincoln National's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Lincoln National.
Lincoln National Implied Volatility | 46.46 |
Lincoln National's implied volatility exposes the market's sentiment of Lincoln National stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Lincoln National's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Lincoln National stock will not fluctuate a lot when Lincoln National's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Lincoln National in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Lincoln National's short interest history, or implied volatility extrapolated from Lincoln National options trading.
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When running Lincoln National's price analysis, check to measure Lincoln National'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 Lincoln National is operating at the current time. Most of Lincoln National's value examination focuses on studying past and present price action to predict the probability of Lincoln National's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lincoln National's price. Additionally, you may evaluate how the addition of Lincoln National to your portfolios can decrease your overall portfolio volatility.
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Lincoln National 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.