Lexibook Linguistic (France) Market Value
| ALLEX Stock | EUR 5.34 0.04 0.74% |
| Symbol | Lexibook |
Lexibook Linguistic '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 Lexibook Linguistic'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 Lexibook Linguistic.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Lexibook Linguistic on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Lexibook Linguistic Electronic or generate 0.0% return on investment in Lexibook Linguistic over 90 days. Lexibook Linguistic is related to or competes with SA Catana, Reworld Media, Biosynex, Moulinvest, and Groupe LDLC. Lexibook - Linguistic Electronic System Socit anonyme develops and markets a range of leisure electronic products for th... More
Lexibook Linguistic 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 Lexibook Linguistic'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 Lexibook Linguistic Electronic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.44 | |||
| Information Ratio | 0.1658 | |||
| Maximum Drawdown | 24.73 | |||
| Value At Risk | (4.20) | |||
| Potential Upside | 7.31 |
Lexibook Linguistic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lexibook Linguistic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lexibook Linguistic's standard deviation. In reality, there are many statistical measures that can use Lexibook Linguistic historical prices to predict the future Lexibook Linguistic's volatility.| Risk Adjusted Performance | 0.1281 | |||
| Jensen Alpha | 0.5187 | |||
| Total Risk Alpha | 0.9461 | |||
| Sortino Ratio | 0.1749 | |||
| Treynor Ratio | 2.01 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lexibook Linguistic's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Lexibook Linguistic Backtested Returns
Lexibook Linguistic appears to be slightly risky, given 3 months investment horizon. Lexibook Linguistic has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. By analyzing Lexibook Linguistic's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please exercise Lexibook Linguistic's Mean Deviation of 2.25, downside deviation of 3.44, and Risk Adjusted Performance of 0.1281 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lexibook Linguistic holds a performance score of 11. The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lexibook Linguistic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lexibook Linguistic is expected to be smaller as well. Please check Lexibook Linguistic's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Lexibook Linguistic's current price movements will revert.
Auto-correlation | 0.40 |
Average predictability
Lexibook Linguistic Electronic has average predictability. Overlapping area represents the amount of predictability between Lexibook Linguistic time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Lexibook Linguistic price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Lexibook Linguistic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Lexibook Linguistic lagged returns against current returns
Autocorrelation, which is Lexibook Linguistic 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 Lexibook Linguistic's stock expected returns. We can calculate the autocorrelation of Lexibook Linguistic returns to help us make a trade decision. For example, suppose you find that Lexibook Linguistic 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 |
Lexibook Linguistic 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 Lexibook Linguistic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lexibook Linguistic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lexibook Linguistic stock over time.
Current vs Lagged Prices |
| Timeline |
Lexibook Linguistic Lagged Returns
When evaluating Lexibook Linguistic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lexibook Linguistic stock have on its future price. Lexibook Linguistic 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, Lexibook Linguistic autocorrelation shows the relationship between Lexibook Linguistic stock current value and its past values and can show if there is a momentum factor associated with investing in Lexibook Linguistic Electronic.
Regressed Prices |
| Timeline |
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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.Additional Tools for Lexibook Stock Analysis
When running Lexibook Linguistic's price analysis, check to measure Lexibook Linguistic'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 Lexibook Linguistic is operating at the current time. Most of Lexibook Linguistic's value examination focuses on studying past and present price action to predict the probability of Lexibook Linguistic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lexibook Linguistic's price. Additionally, you may evaluate how the addition of Lexibook Linguistic to your portfolios can decrease your overall portfolio volatility.