Levi Strauss Co Stock Market Value
| LEVI Stock | USD 21.95 0.11 0.50% |
| Symbol | Levi |
Levi Strauss Price To Book Ratio
Is Levi Strauss' 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 Levi Strauss. If investors know Levi 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 Levi Strauss 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 (0.18) | Dividend Share 0.48 | Earnings Share 0.3 | Revenue Per Share 15.197 | Quarterly Revenue Growth (0.08) |
The market value of Levi Strauss is measured differently than its book value, which is the value of Levi that is recorded on the company's balance sheet. Investors also form their own opinion of Levi Strauss' value that differs from its market value or its book value, called intrinsic value, which is Levi Strauss' 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 Levi Strauss' market value can be influenced by many factors that don't directly affect Levi Strauss' 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 Levi Strauss' value and its price as these two are different measures arrived at by different means. Investors typically determine if Levi Strauss is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Levi Strauss' 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.
Levi Strauss '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 Levi Strauss' 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 Levi Strauss.
| 04/22/2024 |
| 05/22/2024 |
If you would invest 0.00 in Levi Strauss on April 22, 2024 and sell it all today you would earn a total of 0.00 from holding Levi Strauss Co or generate 0.0% return on investment in Levi Strauss over 30 days. Levi Strauss is related to or competes with Columbia Sportswear, Kontoor Brands, G III, Hanesbrands, PVH Corp, and Oxford Industries. The company designs, markets, and sells jeans, casual and dress pants, activewear, tops, shorts, skirts, dresses, jacket... More
Levi Strauss 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 Levi Strauss' 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 Levi Strauss Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | 0.1106 | |||
| Maximum Drawdown | 16.09 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 3.54 |
Levi Strauss Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Levi Strauss' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Levi Strauss' standard deviation. In reality, there are many statistical measures that can use Levi Strauss historical prices to predict the future Levi Strauss' volatility.| Risk Adjusted Performance | 0.0899 | |||
| Jensen Alpha | 0.2747 | |||
| Total Risk Alpha | 0.0405 | |||
| Sortino Ratio | 0.1243 | |||
| Treynor Ratio | 0.3658 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Levi Strauss' 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.
Levi Strauss Backtested Returns
Levi Strauss appears to be very steady, given 3 months investment horizon. Levi Strauss has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Levi Strauss, which you can use to evaluate the volatility of the firm. Please exercise Levi Strauss' Risk Adjusted Performance of 0.0899, downside deviation of 2.17, and Mean Deviation of 1.51 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Levi Strauss holds a performance score of 11. The company secures a Beta (Market Risk) of 0.93, which conveys possible diversification benefits within a given portfolio. Levi Strauss returns are very sensitive to returns on the market. As the market goes up or down, Levi Strauss is expected to follow. Please check Levi Strauss' downside variance, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether Levi Strauss' current price movements will revert.
Auto-correlation | -0.46 |
Modest reverse predictability
Levi Strauss Co has modest reverse predictability. Overlapping area represents the amount of predictability between Levi Strauss time series from 22nd of April 2024 to 7th of May 2024 and 7th of May 2024 to 22nd of May 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 Levi Strauss price movement. The serial correlation of -0.46 indicates that about 46.0% of current Levi Strauss price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Levi Strauss lagged returns against current returns
Autocorrelation, which is Levi Strauss 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 Levi Strauss' stock expected returns. We can calculate the autocorrelation of Levi Strauss returns to help us make a trade decision. For example, suppose you find that Levi Strauss 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 |
Levi Strauss 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 Levi Strauss stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Levi Strauss stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Levi Strauss stock over time.
Current vs Lagged Prices |
| Timeline |
Levi Strauss Lagged Returns
When evaluating Levi Strauss' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Levi Strauss stock have on its future price. Levi Strauss 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, Levi Strauss autocorrelation shows the relationship between Levi Strauss stock current value and its past values and can show if there is a momentum factor associated with investing in Levi Strauss Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Levi Strauss offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Levi Strauss' 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 Levi Strauss Co Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Levi Strauss Co Stock:Check out Levi Strauss Correlation, Levi Strauss Volatility and Levi Strauss Alpha and Beta module to complement your research on Levi Strauss. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Complementary Tools for Levi Stock analysis
When running Levi Strauss' price analysis, check to measure Levi Strauss' 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 Levi Strauss is operating at the current time. Most of Levi Strauss' value examination focuses on studying past and present price action to predict the probability of Levi Strauss' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Levi Strauss' price. Additionally, you may evaluate how the addition of Levi Strauss to your portfolios can decrease your overall portfolio volatility.
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Levi Strauss 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.