LIVINGTRUST MORTGAGE's market value is the price at which a share of LIVINGTRUST MORTGAGE trades on a public exchange. It measures the collective expectations of LIVINGTRUST MORTGAGE BANK investors about its performance. LIVINGTRUST MORTGAGE is selling for under 4.38 as of the 7th of January 2025; that is No Change since the beginning of the trading day. The stock's last reported lowest price was 4.38. With this module, you can estimate the performance of a buy and hold strategy of LIVINGTRUST MORTGAGE BANK and determine expected loss or profit from investing in LIVINGTRUST MORTGAGE over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
LIVINGTRUST
LIVINGTRUST MORTGAGE '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 LIVINGTRUST MORTGAGE'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 LIVINGTRUST MORTGAGE.
0.00
05/12/2024
No Change 0.00
0.0
In 7 months and 29 days
01/07/2025
0.00
If you would invest 0.00 in LIVINGTRUST MORTGAGE on May 12, 2024 and sell it all today you would earn a total of 0.00 from holding LIVINGTRUST MORTGAGE BANK or generate 0.0% return on investment in LIVINGTRUST MORTGAGE over 240 days.
LIVINGTRUST MORTGAGE 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 LIVINGTRUST MORTGAGE'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 LIVINGTRUST MORTGAGE BANK upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for LIVINGTRUST MORTGAGE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LIVINGTRUST MORTGAGE's standard deviation. In reality, there are many statistical measures that can use LIVINGTRUST MORTGAGE historical prices to predict the future LIVINGTRUST MORTGAGE's volatility.
LIVINGTRUST MORTGAGE appears to be slightly risky, given 3 months investment horizon. LIVINGTRUST MORTGAGE BANK has Sharpe Ratio of 0.26, which conveys that the firm had a 0.26% return per unit of standard deviation over the last 3 months. By inspecting LIVINGTRUST MORTGAGE's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please exercise LIVINGTRUST MORTGAGE's Risk Adjusted Performance of 0.2193, market risk adjusted performance of (1.00), and Mean Deviation of 1.22 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LIVINGTRUST MORTGAGE holds a performance score of 20. The company secures a Beta (Market Risk) of -0.63, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning LIVINGTRUST MORTGAGE are expected to decrease at a much lower rate. During the bear market, LIVINGTRUST MORTGAGE is likely to outperform the market. Please check LIVINGTRUST MORTGAGE's market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and kurtosis , to make a quick decision on whether LIVINGTRUST MORTGAGE's current price movements will revert.
Auto-correlation
0.03
Virtually no predictability
LIVINGTRUST MORTGAGE BANK has virtually no predictability. Overlapping area represents the amount of predictability between LIVINGTRUST MORTGAGE time series from 12th of May 2024 to 9th of September 2024 and 9th of September 2024 to 7th 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 LIVINGTRUST MORTGAGE BANK price movement. The serial correlation of 0.03 indicates that only 3.0% of current LIVINGTRUST MORTGAGE price fluctuation can be explain by its past prices.
Correlation Coefficient
0.03
Spearman Rank Test
0.0
Residual Average
0.0
Price Variance
0.11
LIVINGTRUST MORTGAGE BANK lagged returns against current returns
Autocorrelation, which is LIVINGTRUST MORTGAGE 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 LIVINGTRUST MORTGAGE's stock expected returns. We can calculate the autocorrelation of LIVINGTRUST MORTGAGE returns to help us make a trade decision. For example, suppose you find that LIVINGTRUST MORTGAGE 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
LIVINGTRUST MORTGAGE 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 LIVINGTRUST MORTGAGE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LIVINGTRUST MORTGAGE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LIVINGTRUST MORTGAGE stock over time.
Current vs Lagged Prices
Timeline
LIVINGTRUST MORTGAGE Lagged Returns
When evaluating LIVINGTRUST MORTGAGE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LIVINGTRUST MORTGAGE stock have on its future price. LIVINGTRUST MORTGAGE 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, LIVINGTRUST MORTGAGE autocorrelation shows the relationship between LIVINGTRUST MORTGAGE stock current value and its past values and can show if there is a momentum factor associated with investing in LIVINGTRUST MORTGAGE BANK.
Regressed Prices
Timeline
Also Currently Popular
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.
When running LIVINGTRUST MORTGAGE's price analysis, check to measure LIVINGTRUST MORTGAGE'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 LIVINGTRUST MORTGAGE is operating at the current time. Most of LIVINGTRUST MORTGAGE's value examination focuses on studying past and present price action to predict the probability of LIVINGTRUST MORTGAGE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LIVINGTRUST MORTGAGE's price. Additionally, you may evaluate how the addition of LIVINGTRUST MORTGAGE to your portfolios can decrease your overall portfolio volatility.