Leef Brands Stock Market Value
| LEEEF Stock | 0.14 0.01 6.67% |
| Symbol | Leef |
Leef Brands '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 Leef Brands' 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 Leef Brands.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Leef Brands on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Leef Brands or generate 0.0% return on investment in Leef Brands over 90 days. Leef Brands is related to or competes with Juniata Valley, PennantPark Floating, Pintec Technology, Exchange Bank, Guangzhou Automobile, Artisan Partners, and Nasdaq. More
Leef Brands 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 Leef Brands' 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 Leef Brands upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.85 | |||
| Information Ratio | 0.0425 | |||
| Maximum Drawdown | 47.32 | |||
| Value At Risk | (13.33) | |||
| Potential Upside | 15.38 |
Leef Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leef Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Leef Brands' standard deviation. In reality, there are many statistical measures that can use Leef Brands historical prices to predict the future Leef Brands' volatility.| Risk Adjusted Performance | 0.0364 | |||
| Jensen Alpha | 0.1831 | |||
| Total Risk Alpha | 1.4 | |||
| Sortino Ratio | 0.0388 | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Leef Brands' 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.
Leef Brands Backtested Returns
Leef Brands has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. Leef Brands exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Leef Brands' Downside Deviation of 9.85, mean deviation of 6.38, and Risk Adjusted Performance of 0.0364 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.82, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Leef Brands are expected to decrease at a much lower rate. During the bear market, Leef Brands is likely to outperform the market. At this point, Leef Brands has a negative expected return of -0.0358%. Please make sure to verify Leef Brands' maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Leef Brands performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.01 |
Very weak reverse predictability
Leef Brands has very weak reverse predictability. Overlapping area represents the amount of predictability between Leef Brands 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 Leef Brands price movement. The serial correlation of -0.01 indicates that just 1.0% of current Leef Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Leef Brands lagged returns against current returns
Autocorrelation, which is Leef Brands 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 Leef Brands' otc stock expected returns. We can calculate the autocorrelation of Leef Brands returns to help us make a trade decision. For example, suppose you find that Leef Brands 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 |
Leef Brands 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 Leef Brands otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Leef Brands otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Leef Brands otc stock over time.
Current vs Lagged Prices |
| Timeline |
Leef Brands Lagged Returns
When evaluating Leef Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Leef Brands otc stock have on its future price. Leef Brands 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, Leef Brands autocorrelation shows the relationship between Leef Brands otc stock current value and its past values and can show if there is a momentum factor associated with investing in Leef Brands.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Leef OTC Stock
Leef Brands financial ratios help investors to determine whether Leef 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 Leef with respect to the benefits of owning Leef Brands security.