Livechat Software Sa Stock Market Value
| LCHTF Stock | USD 12.67 1.66 15.08% |
| Symbol | LiveChat |
LiveChat Software '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 LiveChat Software's pink sheet 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 LiveChat Software.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in LiveChat Software on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding LiveChat Software SA or generate 0.0% return on investment in LiveChat Software over 720 days. LiveChat Software is related to or competes with NextPlat Corp, Waldencast Acquisition, CXApp, Alkami Technology, ADEIA P, Paycor HCM, and Bentley Systems. LiveChat Software S.A. develops and distributes software-as-a-service products for business-to-consumer and business-to-... More
LiveChat Software 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 LiveChat Software's pink sheet 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 LiveChat Software SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 19.13 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 0.9271 |
LiveChat Software Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LiveChat Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LiveChat Software's standard deviation. In reality, there are many statistical measures that can use LiveChat Software historical prices to predict the future LiveChat Software's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.66) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LiveChat Software'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.
LiveChat Software Backtested Returns
LiveChat Software has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15% return per unit of risk over the last 3 months. LiveChat Software exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LiveChat Software's Standard Deviation of 3.34, risk adjusted performance of (0.07), and Mean Deviation of 1.14 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LiveChat Software's returns are expected to increase less than the market. However, during the bear market, the loss of holding LiveChat Software is expected to be smaller as well. At this point, LiveChat Software has a negative expected return of -0.55%. Please make sure to verify LiveChat Software's treynor ratio, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if LiveChat Software performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.17 |
Very weak predictability
LiveChat Software SA has very weak predictability. Overlapping area represents the amount of predictability between LiveChat Software time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th of December 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 LiveChat Software price movement. The serial correlation of 0.17 indicates that over 17.0% of current LiveChat Software price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 5.37 |
LiveChat Software lagged returns against current returns
Autocorrelation, which is LiveChat Software pink sheet'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 LiveChat Software's pink sheet expected returns. We can calculate the autocorrelation of LiveChat Software returns to help us make a trade decision. For example, suppose you find that LiveChat Software has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
LiveChat Software 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 LiveChat Software pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LiveChat Software pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LiveChat Software pink sheet over time.
Current vs Lagged Prices |
| Timeline |
LiveChat Software Lagged Returns
When evaluating LiveChat Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LiveChat Software pink sheet have on its future price. LiveChat Software 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, LiveChat Software autocorrelation shows the relationship between LiveChat Software pink sheet current value and its past values and can show if there is a momentum factor associated with investing in LiveChat Software SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in LiveChat Pink Sheet
LiveChat Software financial ratios help investors to determine whether LiveChat Pink Sheet 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 LiveChat with respect to the benefits of owning LiveChat Software security.