Liandi Clean Technology Stock Market Value
| LNDT Stock | USD 0.0001 0.00 0.00% |
| Symbol | LianDi |
LianDi Clean '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 LianDi Clean's 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 LianDi Clean.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in LianDi Clean on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding LianDi Clean Technology or generate 0.0% return on investment in LianDi Clean over 90 days. LianDi Clean is related to or competes with Enerflex, Natural Gas, Archrock, and Geospace Technologies. LianDi Clean Technology, Inc., through its subsidiaries, distributes petroleum and petrochemical valves, equipment, and ... More
LianDi Clean 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 LianDi Clean's 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 LianDi Clean Technology upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 50.0 |
LianDi Clean Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LianDi Clean's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LianDi Clean's standard deviation. In reality, there are many statistical measures that can use LianDi Clean historical prices to predict the future LianDi Clean's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.74) | |||
| Total Risk Alpha | 0.2695 | |||
| Treynor Ratio | (4.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LianDi Clean'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.
LianDi Clean Technology Backtested Returns
LianDi Clean Technology has Sharpe Ratio of -0.12, which conveys that the firm had a -0.12 % return per unit of risk over the last 3 months. LianDi Clean exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LianDi Clean's Mean Deviation of 1.49, risk adjusted performance of (0.1), and Standard Deviation of 6.15 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LianDi Clean's returns are expected to increase less than the market. However, during the bear market, the loss of holding LianDi Clean is expected to be smaller as well. At this point, LianDi Clean Technology has a negative expected return of -0.78%. Please make sure to verify LianDi Clean's market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and rate of daily change , to decide if LianDi Clean Technology performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
LianDi Clean Technology has no correlation between past and present. Overlapping area represents the amount of predictability between LianDi Clean 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 LianDi Clean Technology price movement. The serial correlation of 0.0 indicates that just 0.0% of current LianDi Clean price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
LianDi Clean Technology lagged returns against current returns
Autocorrelation, which is LianDi Clean 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 LianDi Clean's pink sheet expected returns. We can calculate the autocorrelation of LianDi Clean returns to help us make a trade decision. For example, suppose you find that LianDi Clean 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 |
LianDi Clean 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 LianDi Clean pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LianDi Clean pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LianDi Clean pink sheet over time.
Current vs Lagged Prices |
| Timeline |
LianDi Clean Lagged Returns
When evaluating LianDi Clean's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LianDi Clean pink sheet have on its future price. LianDi Clean 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, LianDi Clean autocorrelation shows the relationship between LianDi Clean pink sheet current value and its past values and can show if there is a momentum factor associated with investing in LianDi Clean Technology.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for LianDi Pink Sheet Analysis
When running LianDi Clean's price analysis, check to measure LianDi Clean'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 LianDi Clean is operating at the current time. Most of LianDi Clean's value examination focuses on studying past and present price action to predict the probability of LianDi Clean's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LianDi Clean's price. Additionally, you may evaluate how the addition of LianDi Clean to your portfolios can decrease your overall portfolio volatility.