Live Nation (Germany) Market Value
| 3LN Stock | EUR 135.40 1.75 1.28% |
| Symbol | Live |
Live Nation '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 Live Nation'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 Live Nation.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Live Nation on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Live Nation Entertainment or generate 0.0% return on investment in Live Nation over 30 days. Live Nation is related to or competes with Taylor Morn, Sporting Clube, CAIRN HOMES, JD SPORTS, and American Homes. Live Nation Entertainment, Inc. operates as a live entertainment company More
Live Nation 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 Live Nation'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 Live Nation Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.83 | |||
| Information Ratio | 0.0523 | |||
| Maximum Drawdown | 7.93 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 1.84 |
Live Nation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Live Nation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Live Nation's standard deviation. In reality, there are many statistical measures that can use Live Nation historical prices to predict the future Live Nation's volatility.| Risk Adjusted Performance | 0.0359 | |||
| Jensen Alpha | 0.0533 | |||
| Total Risk Alpha | 0.0893 | |||
| Sortino Ratio | 0.0385 | |||
| Treynor Ratio | 0.1832 |
Live Nation Entertainment Backtested Returns
At this point, Live Nation is very steady. Live Nation Entertainment has Sharpe Ratio of 0.0512, which conveys that the firm had a 0.0512 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Live Nation, which you can use to evaluate the volatility of the firm. Please verify Live Nation's Mean Deviation of 0.9433, risk adjusted performance of 0.0359, and Downside Deviation of 1.83 to check out if the risk estimate we provide is consistent with the expected return of 0.0684%. Live Nation has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Live Nation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Live Nation is expected to be smaller as well. Live Nation Entertainment right now secures a risk of 1.34%. Please verify Live Nation Entertainment jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Live Nation Entertainment will be following its current price movements.
Auto-correlation | -0.32 |
Poor reverse predictability
Live Nation Entertainment has poor reverse predictability. Overlapping area represents the amount of predictability between Live Nation time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st of March 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 Live Nation Entertainment price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Live Nation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 23.12 |
Live Nation Entertainment lagged returns against current returns
Autocorrelation, which is Live Nation 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 Live Nation's stock expected returns. We can calculate the autocorrelation of Live Nation returns to help us make a trade decision. For example, suppose you find that Live Nation 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 |
Live Nation 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 Live Nation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Live Nation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Live Nation stock over time.
Current vs Lagged Prices |
| Timeline |
Live Nation Lagged Returns
When evaluating Live Nation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Live Nation stock have on its future price. Live Nation 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, Live Nation autocorrelation shows the relationship between Live Nation stock current value and its past values and can show if there is a momentum factor associated with investing in Live Nation Entertainment.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Live Stock
When determining whether Live Nation Entertainment is a strong investment it is important to analyze Live Nation's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Live Nation's future performance. For an informed investment choice regarding Live Stock, refer to the following important reports:Check out Live Nation Correlation, Live Nation Volatility and Live Nation Alpha and Beta module to complement your research on Live Nation. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Live Nation 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.