Lig Assets Stock Market Value
| LIGA Stock | USD 0.02 0 20.79% |
| Symbol | Lig |
Lig Assets '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 Lig Assets' pink sheet 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 Lig Assets.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Lig Assets on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Lig Assets or generate 0.0% return on investment in Lig Assets over 90 days. Lig Assets is related to or competes with Baosheng Media, Sun Pacific, Cimpress, Emerald Expositions, Marchex, and Townsquare Media. LIG Assets, Inc. focuses on residential and commercial real estate business in the state of Texas More
Lig Assets 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 Lig Assets' pink sheet 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 Lig Assets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.31 | |||
| Information Ratio | 0.1248 | |||
| Maximum Drawdown | 47.81 | |||
| Value At Risk | (11.21) | |||
| Potential Upside | 12.62 |
Lig Assets Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lig Assets' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lig Assets' standard deviation. In reality, there are many statistical measures that can use Lig Assets historical prices to predict the future Lig Assets' volatility.| Risk Adjusted Performance | 0.1002 | |||
| Jensen Alpha | 0.9878 | |||
| Total Risk Alpha | 2.18 | |||
| Sortino Ratio | 0.119 | |||
| Treynor Ratio | 0.857 |
Lig Assets Backtested Returns
Lig Assets appears to be out of control, given 3 months investment horizon. Lig Assets has Sharpe Ratio of 0.0934, which conveys that the firm had a 0.0934 % return per unit of risk over the last 3 months. By analyzing Lig Assets' technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please exercise Lig Assets' Mean Deviation of 4.99, downside deviation of 8.31, and Risk Adjusted Performance of 0.1002 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lig Assets holds a performance score of 7. The company secures a Beta (Market Risk) of 0.99, which conveys possible diversification benefits within a given portfolio. Lig Assets returns are very sensitive to returns on the market. As the market goes up or down, Lig Assets is expected to follow. Please check Lig Assets' coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether Lig Assets' current price movements will revert.
Auto-correlation | -0.05 |
Very weak reverse predictability
Lig Assets has very weak reverse predictability. Overlapping area represents the amount of predictability between Lig Assets time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Lig Assets price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Lig Assets price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lig Assets lagged returns against current returns
Autocorrelation, which is Lig Assets pink sheet'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 Lig Assets' pink sheet expected returns. We can calculate the autocorrelation of Lig Assets returns to help us make a trade decision. For example, suppose you find that Lig Assets has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Lig Assets 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 Lig Assets pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lig Assets pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lig Assets pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lig Assets Lagged Returns
When evaluating Lig Assets' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lig Assets pink sheet have on its future price. Lig Assets 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, Lig Assets autocorrelation shows the relationship between Lig Assets pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lig Assets.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Lig Pink Sheet
Lig Assets financial ratios help investors to determine whether Lig Pink Sheet 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 Lig with respect to the benefits of owning Lig Assets security.