Liberty Defense Holdings Stock Market Value
| LDDFF Stock | USD 0.95 0.01 1.06% |
| Symbol | Liberty |
Liberty Defense '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 Defense's otc 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 Defense.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Liberty Defense on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Liberty Defense Holdings or generate 0.0% return on investment in Liberty Defense over 90 days. Liberty Defense is related to or competes with Evolv Technologies, Evolv Technologies, NAPCO Security, Guardforce, Geo, Iveda Solutions, and LogicMark. Liberty Defense Holdings, Ltd., through its subsidiary, Liberty Defense Technologies Inc., engages in the development an... More
Liberty Defense 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 Defense's otc 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 Defense Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.59 | |||
| Information Ratio | 0.1766 | |||
| Maximum Drawdown | 56.62 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 16.25 |
Liberty Defense Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty Defense's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty Defense's standard deviation. In reality, there are many statistical measures that can use Liberty Defense historical prices to predict the future Liberty Defense's volatility.| Risk Adjusted Performance | 0.1455 | |||
| Jensen Alpha | 1.73 | |||
| Total Risk Alpha | 2.91 | |||
| Sortino Ratio | 0.2059 | |||
| Treynor Ratio | 0.665 |
Liberty Defense Holdings Backtested Returns
Liberty Defense appears to be abnormally volatile, given 3 months investment horizon. Liberty Defense Holdings has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. By analyzing Liberty Defense's technical indicators, you can evaluate if the expected return of 0.98% is justified by implied risk. Please exercise Liberty Defense's Mean Deviation of 5.95, downside deviation of 7.59, and Risk Adjusted Performance of 0.1455 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Liberty Defense holds a performance score of 10. The company secures a Beta (Market Risk) of 2.14, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Liberty Defense will likely underperform. Please check Liberty Defense's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether Liberty Defense's current price movements will revert.
Auto-correlation | 0.26 |
Poor predictability
Liberty Defense Holdings has poor predictability. Overlapping area represents the amount of predictability between Liberty Defense time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Defense Holdings price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Liberty Defense price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Liberty Defense Holdings lagged returns against current returns
Autocorrelation, which is Liberty Defense otc 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 Defense's otc stock expected returns. We can calculate the autocorrelation of Liberty Defense returns to help us make a trade decision. For example, suppose you find that Liberty Defense has exhibited high autocorrelation historically, and you observe that the otc 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 Defense 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 Defense otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Defense otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty Defense otc stock over time.
Current vs Lagged Prices |
| Timeline |
Liberty Defense Lagged Returns
When evaluating Liberty Defense's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty Defense otc stock have on its future price. Liberty Defense 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 Defense autocorrelation shows the relationship between Liberty Defense otc stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Defense Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Liberty OTC Stock
Liberty Defense financial ratios help investors to determine whether Liberty OTC 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 Defense security.