LBG Media (UK) Market Value
| LBG Stock | 127.00 3.00 2.31% |
| Symbol | LBG |
LBG Media '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 LBG Media'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 LBG Media.
| 06/02/2024 |
| 11/29/2024 |
If you would invest 0.00 in LBG Media on June 2, 2024 and sell it all today you would earn a total of 0.00 from holding LBG Media PLC or generate 0.0% return on investment in LBG Media over 180 days. LBG Media is related to or competes with Gear4music Plc, Bet At, Flutter Entertainment, Norwegian Air, Wizz Air, and Centaur Media. LBG Media is entity of United Kingdom. It is traded as Stock on LSE exchange. More
LBG Media 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 LBG Media'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 LBG Media PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.69 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.46 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 3.73 |
LBG Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LBG Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LBG Media's standard deviation. In reality, there are many statistical measures that can use LBG Media historical prices to predict the future LBG Media's volatility.| Risk Adjusted Performance | 0.0251 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0921 |
LBG Media PLC Backtested Returns
At this point, LBG Media is very steady. LBG Media PLC has Sharpe Ratio of 0.0085, which conveys that the company had a 0.0085% return per unit of risk over the last 3 months. We have found thirty technical indicators for LBG Media, which you can use to evaluate the volatility of the entity. Please verify LBG Media's Mean Deviation of 1.65, semi deviation of 2.06, and Downside Deviation of 2.69 to check out if the risk estimate we provide is consistent with the expected return of 0.0192%. The firm secures a Beta (Market Risk) of 0.48, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LBG Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding LBG Media is expected to be smaller as well. LBG Media PLC at this time secures a risk of 2.27%. Please verify LBG Media PLC sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to decide if LBG Media PLC will be following its current price movements.
Auto-correlation | -0.51 |
Good reverse predictability
LBG Media PLC has good reverse predictability. Overlapping area represents the amount of predictability between LBG Media time series from 2nd of June 2024 to 31st of August 2024 and 31st of August 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LBG Media PLC price movement. The serial correlation of -0.51 indicates that about 51.0% of current LBG Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 11.72 |
LBG Media PLC lagged returns against current returns
Autocorrelation, which is LBG Media 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 LBG Media's stock expected returns. We can calculate the autocorrelation of LBG Media returns to help us make a trade decision. For example, suppose you find that LBG Media 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 |
LBG Media 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 LBG Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LBG Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LBG Media stock over time.
Current vs Lagged Prices |
| Timeline |
LBG Media Lagged Returns
When evaluating LBG Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LBG Media stock have on its future price. LBG Media 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, LBG Media autocorrelation shows the relationship between LBG Media stock current value and its past values and can show if there is a momentum factor associated with investing in LBG Media PLC.
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.Other Information on Investing in LBG Stock
LBG Media financial ratios help investors to determine whether LBG 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 LBG with respect to the benefits of owning LBG Media security.