Luna Innovations Stock Performance

LUNA
 Stock
  

USD 7.44  0.17  2.34%   

On a scale of 0 to 100, Luna Innovations holds a performance score of 10. The company secures a Beta (Market Risk) of 0.735, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Luna Innovations's beta means in this case. As returns on the market increase, Luna Innovations returns are expected to increase less than the market. However, during the bear market, the loss on holding Luna Innovations will be expected to be smaller as well. Although it is vital to follow Luna Innovations price patterns, it is good to be conservative about what you can do with the information regarding equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. We have found twenty-eight technical indicators for Luna Innovations, which you can use to evaluate the performance of the firm. Please exercises Luna Innovations Incorporated downside variance, and the relationship between the treynor ratio and kurtosis to make a quick decision on whether Luna Innovations current price movements will revert.
  
Luna Innovations Performance
10 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Luna Innovations Incorporated are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unsteady basic indicators, Luna Innovations sustained solid returns over the last few months and may actually be approaching a breakup point. ...more

Luna Innovations Price Channel

Begin Period Cash Flow15366000.00
Total Cashflows From Investing Activities-1768000.00

Luna Innovations Relative Risk vs. Return Landscape

If you would invest  554.00  in Luna Innovations Incorporated on September 4, 2022 and sell it today you would earn a total of  190.00  from holding Luna Innovations Incorporated or generate 34.3% return on investment over 90 days. Luna Innovations Incorporated is currently generating 0.5258% in daily expected returns and assumes 3.6896% risk (volatility on return distribution) over the 90 days horizon. In different words, 32% of stocks are less volatile than Luna Innovations, and 90% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Daily Expected Return (%)  
       Risk (%)  
Given the investment horizon of 90 days Luna Innovations is expected to generate 2.47 times more return on investment than the market. However, the company is 2.47 times more volatile than its market benchmark. It trades about 0.14 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.09 per unit of risk.

Luna Innovations Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Luna Innovations' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Luna Innovations Incorporated, and traders can use it to determine the average amount a Luna Innovations' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.1425

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsLUNA
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns
Estimated Market Risk
 3.69
  actual daily
 
 32 %
of total potential
 
3232
Expected Return
 0.53
  actual daily
 
 10 %
of total potential
 
1010
Risk-Adjusted Return
 0.14
  actual daily
 
 10 %
of total potential
 
1010
Based on monthly moving average Luna Innovations is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Luna Innovations by adding it to a well-diversified portfolio.

About Luna Innovations Performance

To evaluate Luna Innovations Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Luna Innovations generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Luna Innovations Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Luna Innovations market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Luna Innovations's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2022
Effect of Exchange Rate Changes on Cash311 K257.8 K
Return on Investment(2.69) (2.91) 
Return on Average Assets 1.06  1.09 
Return on Average Equity 1.77  1.91 
Return on Invested Capital(0.002) (0.002053) 
Return on Sales(0.001) (0.001026) 

Things to note about Luna Innovations

Checking the ongoing alerts about Luna Innovations for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Luna Innovations help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Luna Innovations Alerts

Equity Alerts and Improvement Suggestions

Luna Innovations appears to be risky and price may revert if volatility continues
Latest headline from news.google.com: StockNews.com Lowers Luna Innovations to Hold - MarketBeat
Additionally, see Correlation Analysis. You can also try Money Managers module to screen money managers from public funds and ETFs managed around the world.

Complementary Tools for analysis

When running Luna Innovations price analysis, check to measure Luna Innovations' 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 Luna Innovations is operating at the current time. Most of Luna Innovations' value examination focuses on studying past and present price action to predict the probability of Luna Innovations' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Luna Innovations' price. Additionally, you may evaluate how the addition of Luna Innovations to your portfolios can decrease your overall portfolio volatility.
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Is Luna Innovations' 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 Luna Innovations. If investors know Luna Innovations 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 Luna Innovations 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 YOY
1.77
Market Capitalization
245.2 M
Quarterly Revenue Growth YOY
0.43
Return On Assets
(0.0105) 
Return On Equity
(0.0197) 
The market value of Luna Innovations is measured differently than its book value, which is the value of Luna Innovations that is recorded on the company's balance sheet. Investors also form their own opinion of Luna Innovations' value that differs from its market value or its book value, called intrinsic value, which is Luna Innovations' 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 Luna Innovations' market value can be influenced by many factors that don't directly affect Luna Innovations' 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 Luna Innovations' value and its price as these two are different measures arrived at by different means. Investors typically determine Luna Innovations value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Luna Innovations' 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.