N Leventeris (Greece) Market Value
| LEBEP Stock | EUR 0.24 0.00 0.00% |
| Symbol | LEBEP |
N Leventeris '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 N Leventeris' 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 N Leventeris.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in N Leventeris on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding N Leventeris SA or generate 0.0% return on investment in N Leventeris over 90 days. N Leventeris is related to or competes with Performance Technologies, Profile Systems, Aegean Airlines, Hellenic Telecommunicatio, Technical Olympic, Optronics Technologies, and Elvalhalcor Hellenic. N. Leventeris S.A. manufactures and sells wires and wire ropes in Greece. More
N Leventeris 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 N Leventeris' 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 N Leventeris SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0174 | |||
| Maximum Drawdown | 36.26 | |||
| Value At Risk | (7.41) | |||
| Potential Upside | 4.0 |
N Leventeris Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for N Leventeris' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as N Leventeris' standard deviation. In reality, there are many statistical measures that can use N Leventeris historical prices to predict the future N Leventeris' volatility.| Risk Adjusted Performance | 0.005 | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | 0.5619 | |||
| Treynor Ratio | 0.0295 |
N Leventeris SA Backtested Returns
N Leventeris SA has Sharpe Ratio of close to zero, which conveys that the company had a close to zero % return per unit of volatility over the last 3 months. N Leventeris exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify N Leventeris' Standard Deviation of 4.7, market risk adjusted performance of 0.0395, and Mean Deviation of 1.39 to check out the risk estimate we provide. The firm secures a Beta (Market Risk) of -0.92, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning N Leventeris are expected to decrease slowly. On the other hand, during market turmoil, N Leventeris is expected to outperform it slightly. At this point, N Leventeris SA has a negative expected return of -0.0193%. Please make sure to verify N Leventeris' variance, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if N Leventeris SA performance from the past will be repeated sooner or later.
Auto-correlation | -0.04 |
Very weak reverse predictability
N Leventeris SA has very weak reverse predictability. Overlapping area represents the amount of predictability between N Leventeris 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 N Leventeris SA price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current N Leventeris price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
N Leventeris SA lagged returns against current returns
Autocorrelation, which is N Leventeris 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 N Leventeris' stock expected returns. We can calculate the autocorrelation of N Leventeris returns to help us make a trade decision. For example, suppose you find that N Leventeris 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 |
N Leventeris 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 N Leventeris stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if N Leventeris stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in N Leventeris stock over time.
Current vs Lagged Prices |
| Timeline |
N Leventeris Lagged Returns
When evaluating N Leventeris' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of N Leventeris stock have on its future price. N Leventeris 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, N Leventeris autocorrelation shows the relationship between N Leventeris stock current value and its past values and can show if there is a momentum factor associated with investing in N Leventeris SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in LEBEP Stock
N Leventeris financial ratios help investors to determine whether LEBEP 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 LEBEP with respect to the benefits of owning N Leventeris security.