Liberty Financial (Australia) Market Value
| LFG Stock | 3.45 0.07 2.07% |
| Symbol | Liberty |
Liberty Financial '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 Financial'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 Liberty Financial.
| 12/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in Liberty Financial on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding Liberty Financial Group or generate 0.0% return on investment in Liberty Financial over 30 days. Liberty Financial is related to or competes with Seven West, Ras Technology, Southern Cross, Skycity Entertainment, Richmond Vanadium, and Australian Agricultural. Liberty Financial is entity of Australia More
Liberty Financial 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 Financial'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 Liberty Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.12 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 2.54 |
Liberty Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty Financial's standard deviation. In reality, there are many statistical measures that can use Liberty Financial historical prices to predict the future Liberty Financial's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.3981 |
Liberty Financial Backtested Returns
Currently, Liberty Financial Group is slightly risky. Liberty Financial has Sharpe Ratio of 0.0062, which conveys that the firm had a 0.0062% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Liberty Financial, which you can use to evaluate the volatility of the firm. Please verify Liberty Financial's Risk Adjusted Performance of (0.01), mean deviation of 1.39, and Standard Deviation of 1.74 to check out if the risk estimate we provide is consistent with the expected return of 0.0112%. The company secures a Beta (Market Risk) of -0.0986, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Liberty Financial are expected to decrease at a much lower rate. During the bear market, Liberty Financial is likely to outperform the market. Liberty Financial right now secures a risk of 1.79%. Please verify Liberty Financial Group mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Liberty Financial Group will be following its current price movements.
Auto-correlation | 0.18 |
Very weak predictability
Liberty Financial Group has very weak predictability. Overlapping area represents the amount of predictability between Liberty Financial time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th of January 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 Financial price movement. The serial correlation of 0.18 indicates that over 18.0% of current Liberty Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Liberty Financial lagged returns against current returns
Autocorrelation, which is Liberty Financial 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 Financial's stock expected returns. We can calculate the autocorrelation of Liberty Financial returns to help us make a trade decision. For example, suppose you find that Liberty Financial 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 |
Liberty Financial 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 Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Liberty Financial Lagged Returns
When evaluating Liberty Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty Financial stock have on its future price. Liberty Financial 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 Financial autocorrelation shows the relationship between Liberty Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Financial Group.
Regressed Prices |
| Timeline |
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Additional Tools for Liberty Stock Analysis
When running Liberty Financial's price analysis, check to measure Liberty Financial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Liberty Financial is operating at the current time. Most of Liberty Financial's value examination focuses on studying past and present price action to predict the probability of Liberty Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Liberty Financial's price. Additionally, you may evaluate how the addition of Liberty Financial to your portfolios can decrease your overall portfolio volatility.