Liberty Broadband (Germany) Market Value
| 8L8 Stock | EUR 78.50 2.50 3.29% |
| Symbol | Liberty |
Liberty Broadband '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 Liberty Broadband'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 Liberty Broadband.
| 12/01/2024 |
| 03/01/2025 |
If you would invest 0.00 in Liberty Broadband on December 1, 2024 and sell it all today you would earn a total of 0.00 from holding Liberty Broadband or generate 0.0% return on investment in Liberty Broadband over 90 days. Liberty Broadband is related to or competes with North American, Discover Financial, REVO INSURANCE, Agricultural Bank, Hanison Construction, Federal Agricultural, and Virtu Financial. Liberty Broadband Corporation, a cable operator, provides video, Internet, and voice services to residential, and small ... More
Liberty Broadband 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 Liberty Broadband'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 Liberty Broadband upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 10.03 | |||
| Value At Risk | (2.74) | |||
| Potential Upside | 2.82 |
Liberty Broadband Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty Broadband's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty Broadband's standard deviation. In reality, there are many statistical measures that can use Liberty Broadband historical prices to predict the future Liberty Broadband's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 0.4243 |
Liberty Broadband Backtested Returns
Liberty Broadband has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. Liberty Broadband exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Liberty Broadband's Standard Deviation of 1.9, risk adjusted performance of (0.03), and Mean Deviation of 1.41 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Liberty Broadband are expected to decrease at a much lower rate. During the bear market, Liberty Broadband is likely to outperform the market. At this point, Liberty Broadband has a negative expected return of -0.0117%. Please make sure to verify Liberty Broadband's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Liberty Broadband performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.41 |
Modest reverse predictability
Liberty Broadband has modest reverse predictability. Overlapping area represents the amount of predictability between Liberty Broadband time series from 1st of December 2024 to 15th of January 2025 and 15th of January 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 Liberty Broadband price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Liberty Broadband price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 3.63 |
Liberty Broadband lagged returns against current returns
Autocorrelation, which is Liberty Broadband 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 Liberty Broadband's stock expected returns. We can calculate the autocorrelation of Liberty Broadband returns to help us make a trade decision. For example, suppose you find that Liberty Broadband 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 |
Liberty Broadband 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 Liberty Broadband stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Broadband stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty Broadband stock over time.
Current vs Lagged Prices |
| Timeline |
Liberty Broadband Lagged Returns
When evaluating Liberty Broadband's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty Broadband stock have on its future price. Liberty Broadband 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, Liberty Broadband autocorrelation shows the relationship between Liberty Broadband stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Broadband.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Liberty Stock
Liberty Broadband financial ratios help investors to determine whether Liberty 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 Liberty with respect to the benefits of owning Liberty Broadband security.