Lilium Nv Stock Market Value
| LILM Stock | USD 0.07 0.01 9.09% |
| Symbol | Lilium |
Is Industrial Machinery & Supplies & Components space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Lilium NV. If investors know Lilium will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Lilium NV listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Lilium NV is measured differently than its book value, which is the value of Lilium that is recorded on the company's balance sheet. Investors also form their own opinion of Lilium NV's value that differs from its market value or its book value, called intrinsic value, which is Lilium NV's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Lilium NV's market value can be influenced by many factors that don't directly affect Lilium NV's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Lilium NV's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lilium NV is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lilium NV's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Lilium NV '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 Lilium NV'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 Lilium NV.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Lilium NV on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Lilium NV or generate 0.0% return on investment in Lilium NV over 90 days. Lilium NV is related to or competes with Vertical Aerospace, Ehang Holdings, Rocket Lab, Archer Aviation, Eve Holding, Draganfly, and Heico. Lilium N.V., a transportation company, engages in the research and development of electric vertical takeoff and landing ... More
Lilium NV 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 Lilium NV'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 Lilium NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 21.05 | |||
| Information Ratio | 0.0836 | |||
| Maximum Drawdown | 318.04 | |||
| Value At Risk | (35.71) | |||
| Potential Upside | 40.0 |
Lilium NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lilium NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lilium NV's standard deviation. In reality, there are many statistical measures that can use Lilium NV historical prices to predict the future Lilium NV's volatility.| Risk Adjusted Performance | 0.0805 | |||
| Jensen Alpha | 3.58 | |||
| Total Risk Alpha | 8.43 | |||
| Sortino Ratio | 0.1624 | |||
| Treynor Ratio | 1.33 |
Lilium NV Backtested Returns
Lilium NV is out of control given 3 months investment horizon. Lilium NV has Sharpe Ratio of 0.0812, which conveys that the firm had a 0.0812 % return per unit of risk over the last 3 months. We were able to break down and interpolate twenty-nine different technical indicators, which can help you to evaluate if expected returns of 3.32% are justified by taking the suggested risk. Use Lilium NV Downside Deviation of 21.05, mean deviation of 19.03, and Risk Adjusted Performance of 0.0805 to evaluate company specific risk that cannot be diversified away. Lilium NV holds a performance score of 6 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 2.5, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Lilium NV will likely underperform. Use Lilium NV treynor ratio and the relationship between the semi variance and price action indicator , to analyze future returns on Lilium NV.
Auto-correlation | 0.00 |
No correlation between past and present
Lilium NV has no correlation between past and present. Overlapping area represents the amount of predictability between Lilium NV 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 Lilium NV price movement. The serial correlation of 0.0 indicates that just 0.0% of current Lilium NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lilium NV lagged returns against current returns
Autocorrelation, which is Lilium NV 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 Lilium NV's stock expected returns. We can calculate the autocorrelation of Lilium NV returns to help us make a trade decision. For example, suppose you find that Lilium NV 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 |
Lilium NV 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 Lilium NV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lilium NV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lilium NV stock over time.
Current vs Lagged Prices |
| Timeline |
Lilium NV Lagged Returns
When evaluating Lilium NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lilium NV stock have on its future price. Lilium NV 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, Lilium NV autocorrelation shows the relationship between Lilium NV stock current value and its past values and can show if there is a momentum factor associated with investing in Lilium NV.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Lilium NV Correlation, Lilium NV Volatility and Lilium NV Alpha and Beta module to complement your research on Lilium NV. To learn how to invest in Lilium Stock, please use our How to Invest in Lilium NV guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Lilium NV technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.