Lifeist Wellness Stock Market Value
| LFSWF Stock | 0.03 0.0007 2.49% |
| Symbol | Lifeist |
Lifeist Wellness '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 Lifeist Wellness' 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 Lifeist Wellness.
| 12/26/2024 |
| 01/25/2025 |
If you would invest 0.00 in Lifeist Wellness on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Lifeist Wellness or generate 0.0% return on investment in Lifeist Wellness over 30 days.
Lifeist Wellness 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 Lifeist Wellness' 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 Lifeist Wellness upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 67.8 | |||
| Value At Risk | (18.18) | |||
| Potential Upside | 14.81 |
Lifeist Wellness Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lifeist Wellness' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lifeist Wellness' standard deviation. In reality, there are many statistical measures that can use Lifeist Wellness historical prices to predict the future Lifeist Wellness' volatility.| Risk Adjusted Performance | 0.0039 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.71) | |||
| Treynor Ratio | 0.186 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lifeist Wellness' 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.
Lifeist Wellness Backtested Returns
Lifeist Wellness 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. Lifeist Wellness exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lifeist Wellness' Risk Adjusted Performance of 0.0039, mean deviation of 7.95, and Standard Deviation of 11.74 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.45, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lifeist Wellness are expected to decrease at a much lower rate. During the bear market, Lifeist Wellness is likely to outperform the market. At this point, Lifeist Wellness has a negative expected return of -0.0745%. Please make sure to verify Lifeist Wellness' treynor ratio, as well as the relationship between the accumulation distribution and price action indicator , to decide if Lifeist Wellness performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.47 |
Modest reverse predictability
Lifeist Wellness has modest reverse predictability. Overlapping area represents the amount of predictability between Lifeist Wellness time series from 26th of December 2024 to 10th of January 2025 and 10th of January 2025 to 25th 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 Lifeist Wellness price movement. The serial correlation of -0.47 indicates that about 47.0% of current Lifeist Wellness price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lifeist Wellness lagged returns against current returns
Autocorrelation, which is Lifeist Wellness 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 Lifeist Wellness' otc stock expected returns. We can calculate the autocorrelation of Lifeist Wellness returns to help us make a trade decision. For example, suppose you find that Lifeist Wellness 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 |
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Lifeist Wellness 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 Lifeist Wellness otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lifeist Wellness otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lifeist Wellness otc stock over time.
Current vs Lagged Prices |
| Timeline |
Lifeist Wellness Lagged Returns
When evaluating Lifeist Wellness' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lifeist Wellness otc stock have on its future price. Lifeist Wellness 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, Lifeist Wellness autocorrelation shows the relationship between Lifeist Wellness otc stock current value and its past values and can show if there is a momentum factor associated with investing in Lifeist Wellness.
Regressed Prices |
| Timeline |