Liontown Resources (Germany) Market Value
| LIS Stock | EUR 0.46 0.02 4.17% |
| Symbol | Liontown |
Liontown Resources '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 Liontown Resources' 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 Liontown Resources.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Liontown Resources on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Liontown Resources Limited or generate 0.0% return on investment in Liontown Resources over 720 days. Liontown Resources is related to or competes with Rio Tinto, and American Lithium. Liontown Resources Limited engages in the exploration and evaluation of mineral properties in Australia More
Liontown Resources 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 Liontown Resources' 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 Liontown Resources Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.85 | |||
| Information Ratio | 0.0514 | |||
| Maximum Drawdown | 98.06 | |||
| Value At Risk | (9.26) | |||
| Potential Upside | 8.16 |
Liontown Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liontown Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liontown Resources' standard deviation. In reality, there are many statistical measures that can use Liontown Resources historical prices to predict the future Liontown Resources' volatility.| Risk Adjusted Performance | 0.0558 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | (1.59) | |||
| Sortino Ratio | 0.0454 | |||
| Treynor Ratio | (0.81) |
Liontown Resources Backtested Returns
Liontown Resources appears to be out of control, given 3 months investment horizon. Liontown Resources has Sharpe Ratio of 0.0611, which conveys that the firm had a 0.0611% return per unit of risk over the last 3 months. By analyzing Liontown Resources' technical indicators, you can evaluate if the expected return of 0.92% is justified by implied risk. Please exercise Liontown Resources' Mean Deviation of 5.5, downside deviation of 16.85, and Risk Adjusted Performance of 0.0558 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Liontown Resources holds a performance score of 4. The company secures a Beta (Market Risk) of -1.1, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Liontown Resources are expected to decrease slowly. On the other hand, during market turmoil, Liontown Resources is expected to outperform it slightly. Please check Liontown Resources' total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to make a quick decision on whether Liontown Resources' current price movements will revert.
Auto-correlation | -0.06 |
Very weak reverse predictability
Liontown Resources Limited has very weak reverse predictability. Overlapping area represents the amount of predictability between Liontown Resources time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Liontown Resources price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Liontown Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Liontown Resources lagged returns against current returns
Autocorrelation, which is Liontown Resources 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 Liontown Resources' stock expected returns. We can calculate the autocorrelation of Liontown Resources returns to help us make a trade decision. For example, suppose you find that Liontown Resources 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 |
Liontown Resources 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 Liontown Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liontown Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liontown Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Liontown Resources Lagged Returns
When evaluating Liontown Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liontown Resources stock have on its future price. Liontown Resources 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, Liontown Resources autocorrelation shows the relationship between Liontown Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Liontown Resources Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Liontown Stock
Liontown Resources financial ratios help investors to determine whether Liontown 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 Liontown with respect to the benefits of owning Liontown Resources security.