Li Ning Co Stock Market Value
| LNNGY Stock | USD 60.07 3.36 5.92% |
| Symbol | LNNGY |
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 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 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 Co or generate 0.0% return on investment in Li Ning over 90 days. Li Ning is related to or competes with YETI Holdings, Callaway Golf, Acushnet Holdings, and Planet Fitness. 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 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 Li Ning Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.31 | |||
| Information Ratio | 0.1052 | |||
| Maximum Drawdown | 22.97 | |||
| Value At Risk | (5.24) | |||
| Potential Upside | 5.19 |
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 | 0.0726 | |||
| Jensen Alpha | 0.3456 | |||
| Total Risk Alpha | 0.6475 | |||
| Sortino Ratio | 0.1042 | |||
| Treynor Ratio | 0.2356 |
Li Ning Backtested Returns
Li Ning appears to be very steady, given 3 months investment horizon. Li Ning retains Efficiency (Sharpe Ratio) of 0.083, which conveys that the firm had a 0.083 % 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 exercise Li Ning's Standard Deviation of 3.28, mean deviation of 2.28, and Market Risk Adjusted Performance of 0.2456 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Li Ning holds a performance score of 6. The company owns a Beta (Systematic Risk) of 1.0, which conveys a somewhat significant risk relative to the market. Li Ning returns are very sensitive to returns on the market. As the market goes up or down, Li Ning is expected to follow. Please check Li Ning's potential upside, and the relationship between the jensen alpha and accumulation distribution , to make a quick decision on whether Li Ning's current price history will revert.
Auto-correlation | -0.31 |
Poor reverse predictability
Li Ning Co has poor 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 price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Li Ning price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 5.82 |
Li Ning lagged returns against current returns
Autocorrelation, which is Li Ning 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 Li Ning's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Li Ning pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Li Ning pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Li Ning Co.
Regressed Prices |
| Timeline |
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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.Additional Tools for LNNGY Pink Sheet Analysis
When running Li Ning's price analysis, check to measure Li Ning'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 Li Ning is operating at the current time. Most of Li Ning's value examination focuses on studying past and present price action to predict the probability of Li Ning's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Li Ning's price. Additionally, you may evaluate how the addition of Li Ning to your portfolios can decrease your overall portfolio volatility.