Lontium Semiconductor's market value is the price at which a share of Lontium Semiconductor trades on a public exchange. It measures the collective expectations of Lontium Semiconductor Corp investors about its performance. Lontium Semiconductor is trading at 78.50 as of the 2nd of January 2025, a 0.59% up since the beginning of the trading day. The stock's open price was 78.04. With this module, you can estimate the performance of a buy and hold strategy of Lontium Semiconductor Corp and determine expected loss or profit from investing in Lontium Semiconductor over a given investment horizon. Check out Lontium Semiconductor Correlation, Lontium Semiconductor Volatility and Lontium Semiconductor Alpha and Beta module to complement your research on Lontium Semiconductor.
Please note, there is a significant difference between Lontium Semiconductor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lontium Semiconductor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lontium Semiconductor'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.
Lontium Semiconductor '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 Lontium Semiconductor'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 Lontium Semiconductor.
0.00
01/13/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/02/2025
0.00
If you would invest 0.00 in Lontium Semiconductor on January 13, 2023 and sell it all today you would earn a total of 0.00 from holding Lontium Semiconductor Corp or generate 0.0% return on investment in Lontium Semiconductor over 720 days. Lontium Semiconductor is related to or competes with Industrial, China Construction, Bank of China, Agricultural Bank, PetroChina, China Mobile, and Ping An. Lontium Semiconductor is entity of China More
Lontium Semiconductor 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 Lontium Semiconductor'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 Lontium Semiconductor Corp 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 Lontium Semiconductor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lontium Semiconductor's standard deviation. In reality, there are many statistical measures that can use Lontium Semiconductor historical prices to predict the future Lontium Semiconductor's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Lontium Semiconductor. Your research has to be compared to or analyzed against Lontium Semiconductor's peers to derive any actionable benefits. When done correctly, Lontium Semiconductor's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Lontium Semiconductor.
Lontium Semiconductor Backtested Returns
Lontium Semiconductor appears to be very steady, given 3 months investment horizon. Lontium Semiconductor has Sharpe Ratio of 0.0708, which conveys that the firm had a 0.0708% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Lontium Semiconductor, which you can use to evaluate the volatility of the firm. Please exercise Lontium Semiconductor's Mean Deviation of 4.26, risk adjusted performance of 0.1567, and Downside Deviation of 4.91 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lontium Semiconductor holds a performance score of 5. The company secures a Beta (Market Risk) of 0.41, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lontium Semiconductor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lontium Semiconductor is expected to be smaller as well. Please check Lontium Semiconductor's information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Lontium Semiconductor's current price movements will revert.
Auto-correlation
-0.05
Very weak reverse predictability
Lontium Semiconductor Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Lontium Semiconductor time series from 13th of January 2023 to 8th of January 2024 and 8th of January 2024 to 2nd 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 Lontium Semiconductor price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Lontium Semiconductor price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.05
Spearman Rank Test
-0.06
Residual Average
0.0
Price Variance
41.73
Lontium Semiconductor lagged returns against current returns
Autocorrelation, which is Lontium Semiconductor 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 Lontium Semiconductor's stock expected returns. We can calculate the autocorrelation of Lontium Semiconductor returns to help us make a trade decision. For example, suppose you find that Lontium Semiconductor 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
Lontium Semiconductor 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 Lontium Semiconductor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lontium Semiconductor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lontium Semiconductor stock over time.
Current vs Lagged Prices
Timeline
Lontium Semiconductor Lagged Returns
When evaluating Lontium Semiconductor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lontium Semiconductor stock have on its future price. Lontium Semiconductor 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, Lontium Semiconductor autocorrelation shows the relationship between Lontium Semiconductor stock current value and its past values and can show if there is a momentum factor associated with investing in Lontium Semiconductor Corp.
Lontium Semiconductor financial ratios help investors to determine whether Lontium Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lontium with respect to the benefits of owning Lontium Semiconductor security.