Li Ning (Germany) Market Value
| LNLB Stock | EUR 2.05 0.10 4.65% |
| Symbol | LNLB |
Li Ning '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 Li Ning'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 Li Ning.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Li Ning on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Li Ning Company or generate 0.0% return on investment in Li Ning over 90 days. Li Ning is related to or competes with MINCO SILVER, Tradegate, Harmony Gold, Aya Gold, and GOLDQUEST MINING. Li Ning Company Limited engages in the research and development, design, manufacture, marketing, distribution, and retai... More
Li Ning 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 Li Ning'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 Li Ning Company upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.79 | |||
| Information Ratio | 0.0822 | |||
| Maximum Drawdown | 16.51 | |||
| Value At Risk | (4.88) | |||
| Potential Upside | 3.74 |
Li Ning Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Li Ning's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Li Ning's standard deviation. In reality, there are many statistical measures that can use Li Ning historical prices to predict the future Li Ning's volatility.| Risk Adjusted Performance | 0.049 | |||
| Jensen Alpha | 0.1842 | |||
| Total Risk Alpha | 0.4962 | |||
| Sortino Ratio | 0.0861 | |||
| Treynor Ratio | 0.2671 |
Li Ning Company Backtested Returns
At this point, Li Ning is risky. Li Ning Company retains Efficiency (Sharpe Ratio) of 0.0253, which conveys that the firm had a 0.0253 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for Li Ning, which you can use to evaluate the volatility of the firm. Please verify Li Ning's Standard Deviation of 2.92, mean deviation of 2.27, and Market Risk Adjusted Performance of 0.2771 to check out if the risk estimate we provide is consistent with the expected return of 0.0693%. Li Ning has a performance score of 1 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Li Ning's returns are expected to increase less than the market. However, during the bear market, the loss of holding Li Ning is expected to be smaller as well. Li Ning Company at this time owns a risk of 2.74%. Please verify Li Ning Company mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Li Ning Company will be following its current price history.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Li Ning Company has insignificant reverse predictability. Overlapping area represents the amount of predictability between Li Ning time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Li Ning Company price movement. The serial correlation of -0.16 indicates that over 16.0% of current Li Ning price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Li Ning Company lagged returns against current returns
Autocorrelation, which is Li Ning 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 Li Ning's stock expected returns. We can calculate the autocorrelation of Li Ning returns to help us make a trade decision. For example, suppose you find that Li Ning 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 |
Li Ning 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 Li Ning stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Li Ning stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Li Ning stock over time.
Current vs Lagged Prices |
| Timeline |
Li Ning Lagged Returns
When evaluating Li Ning's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Li Ning stock have on its future price. Li Ning 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, Li Ning autocorrelation shows the relationship between Li Ning stock current value and its past values and can show if there is a momentum factor associated with investing in Li Ning Company.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in LNLB Stock
Li Ning financial ratios help investors to determine whether LNLB 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 LNLB with respect to the benefits of owning Li Ning security.