Liberty Media Stock Market Value
| LLYVK Stock | 73.02 0.15 0.21% |
| Symbol | Liberty |
Liberty Media Company Valuation
Is Movies & Entertainment 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 Liberty Media. If investors know Liberty 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 Liberty Media listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.54) | Return On Assets (0.01) |
The market value of Liberty Media is measured differently than its book value, which is the value of Liberty that is recorded on the company's balance sheet. Investors also form their own opinion of Liberty Media's value that differs from its market value or its book value, called intrinsic value, which is Liberty Media'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 Liberty Media's market value can be influenced by many factors that don't directly affect Liberty Media'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 Liberty Media's value and its price as these two are different measures arrived at by different means. Investors typically determine if Liberty Media is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Liberty Media'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.
Liberty Media '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 Liberty Media'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 Liberty Media.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Liberty Media on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Liberty Media or generate 0.0% return on investment in Liberty Media over 180 days. Liberty Media is related to or competes with Stepstone, Morgan Stanley, SEI Investments, Artisan Partners, Western Acquisition, Maanshan Iron, and Nomura Holdings. Liberty Media is entity of United States More
Liberty Media 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 Liberty Media'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 Liberty Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.3783 | |||
| Maximum Drawdown | 10.51 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 4.5 |
Liberty Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty Media's standard deviation. In reality, there are many statistical measures that can use Liberty Media historical prices to predict the future Liberty Media's volatility.| Risk Adjusted Performance | 0.3464 | |||
| Jensen Alpha | 0.7786 | |||
| Total Risk Alpha | 0.5642 | |||
| Sortino Ratio | 0.7053 | |||
| Treynor Ratio | 0.8902 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Liberty Media's 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.
Liberty Media Backtested Returns
Liberty Media is very steady given 3 months investment horizon. Liberty Media has Sharpe Ratio of 0.49, which conveys that the firm had a 0.49% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.01% are justified by taking the suggested risk. Use Liberty Media Mean Deviation of 1.42, coefficient of variation of 224.74, and Risk Adjusted Performance of 0.3464 to evaluate company specific risk that cannot be diversified away. Liberty Media holds a performance score of 38 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 1.02, which conveys a somewhat significant risk relative to the market. Liberty Media returns are very sensitive to returns on the market. As the market goes up or down, Liberty Media is expected to follow. Use Liberty Media value at risk, and the relationship between the jensen alpha and skewness , to analyze future returns on Liberty Media.
Auto-correlation | 0.74 |
Good predictability
Liberty Media has good predictability. Overlapping area represents the amount of predictability between Liberty Media time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 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 Liberty Media price movement. The serial correlation of 0.74 indicates that around 74.0% of current Liberty Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 101.61 |
Liberty Media lagged returns against current returns
Autocorrelation, which is Liberty Media 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 Liberty Media's stock expected returns. We can calculate the autocorrelation of Liberty Media returns to help us make a trade decision. For example, suppose you find that Liberty Media 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 |
Liberty Media 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 Liberty Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty Media stock over time.
Current vs Lagged Prices |
| Timeline |
Liberty Media Lagged Returns
When evaluating Liberty Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty Media stock have on its future price. Liberty Media 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, Liberty Media autocorrelation shows the relationship between Liberty Media stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Media.
Regressed Prices |
| Timeline |
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Liberty Media 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.