LIWANLI Innovation's market value is the price at which a share of LIWANLI Innovation trades on a public exchange. It measures the collective expectations of LIWANLI Innovation Co investors about its performance. LIWANLI Innovation is selling for under 24.90 as of the 8th of January 2025; that is 1.84 percent increase since the beginning of the trading day. The stock's lowest day price was 24.7. With this module, you can estimate the performance of a buy and hold strategy of LIWANLI Innovation Co and determine expected loss or profit from investing in LIWANLI Innovation over a given investment horizon. Check out LIWANLI Innovation Correlation, LIWANLI Innovation Volatility and LIWANLI Innovation Alpha and Beta module to complement your research on LIWANLI Innovation.
Please note, there is a significant difference between LIWANLI Innovation's value and its price as these two are different measures arrived at by different means. Investors typically determine if LIWANLI Innovation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, LIWANLI Innovation'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.
LIWANLI Innovation '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 LIWANLI Innovation'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 LIWANLI Innovation.
0.00
12/09/2024
No Change 0.00
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In 31 days
01/08/2025
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If you would invest 0.00 in LIWANLI Innovation on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding LIWANLI Innovation Co or generate 0.0% return on investment in LIWANLI Innovation over 30 days. LIWANLI Innovation is related to or competes with ALi Corp, Altek Corp, Edimax Technology, ITE Tech, and Bright Led. LIWANLI Innovation Co., Ltd. operates in the biomedical science industry More
LIWANLI Innovation 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 LIWANLI Innovation'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 LIWANLI Innovation Co upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for LIWANLI Innovation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LIWANLI Innovation's standard deviation. In reality, there are many statistical measures that can use LIWANLI Innovation historical prices to predict the future LIWANLI Innovation's volatility.
At this stage we consider LIWANLI Stock to be very steady. LIWANLI Innovation has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for LIWANLI Innovation, which you can use to evaluate the volatility of the firm. Please verify LIWANLI Innovation's Risk Adjusted Performance of 0.0827, market risk adjusted performance of 23.21, and Mean Deviation of 0.9397 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. LIWANLI Innovation has a performance score of 9 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0049, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LIWANLI Innovation's returns are expected to increase less than the market. However, during the bear market, the loss of holding LIWANLI Innovation is expected to be smaller as well. LIWANLI Innovation currently secures a risk of 1.22%. Please verify LIWANLI Innovation Co jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if LIWANLI Innovation Co will be following its current price movements.
Auto-correlation
0.05
Virtually no predictability
LIWANLI Innovation Co has virtually no predictability. Overlapping area represents the amount of predictability between LIWANLI Innovation time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 LIWANLI Innovation price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current LIWANLI Innovation price fluctuation can be explain by its past prices.
Correlation Coefficient
0.05
Spearman Rank Test
-0.06
Residual Average
0.0
Price Variance
0.02
LIWANLI Innovation lagged returns against current returns
Autocorrelation, which is LIWANLI Innovation 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 LIWANLI Innovation's stock expected returns. We can calculate the autocorrelation of LIWANLI Innovation returns to help us make a trade decision. For example, suppose you find that LIWANLI Innovation 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
LIWANLI Innovation 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 LIWANLI Innovation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LIWANLI Innovation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LIWANLI Innovation stock over time.
Current vs Lagged Prices
Timeline
LIWANLI Innovation Lagged Returns
When evaluating LIWANLI Innovation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LIWANLI Innovation stock have on its future price. LIWANLI Innovation 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, LIWANLI Innovation autocorrelation shows the relationship between LIWANLI Innovation stock current value and its past values and can show if there is a momentum factor associated with investing in LIWANLI Innovation Co.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running LIWANLI Innovation's price analysis, check to measure LIWANLI Innovation'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 LIWANLI Innovation is operating at the current time. Most of LIWANLI Innovation's value examination focuses on studying past and present price action to predict the probability of LIWANLI Innovation's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LIWANLI Innovation's price. Additionally, you may evaluate how the addition of LIWANLI Innovation to your portfolios can decrease your overall portfolio volatility.