LIVZON PHARMAC (Germany) Market Value
| LP6 Stock | EUR 3.40 0.18 5.59% |
| Symbol | LIVZON |
LIVZON PHARMAC '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 LIVZON PHARMAC'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 LIVZON PHARMAC.
| 02/04/2023 |
| 12/25/2024 |
If you would invest 0.00 in LIVZON PHARMAC on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding LIVZON PHARMAC GRP or generate 0.0% return on investment in LIVZON PHARMAC over 690 days. LIVZON PHARMAC is related to or competes with STORE ELECTRONIC, STMicroelectronics, Jacquet Metal, ADRIATIC METALS, ARROW ELECTRONICS, Nucletron Electronic, and Methode Electronics. Livzon Pharmaceutical Group Inc. engages in the research, development, production, and distribution of pharmaceutical pr... More
LIVZON PHARMAC 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 LIVZON PHARMAC'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 LIVZON PHARMAC GRP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.09 | |||
| Information Ratio | 0.1073 | |||
| Maximum Drawdown | 20.56 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 5.59 |
LIVZON PHARMAC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LIVZON PHARMAC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LIVZON PHARMAC's standard deviation. In reality, there are many statistical measures that can use LIVZON PHARMAC historical prices to predict the future LIVZON PHARMAC's volatility.| Risk Adjusted Performance | 0.1062 | |||
| Jensen Alpha | 0.3218 | |||
| Total Risk Alpha | 0.2044 | |||
| Sortino Ratio | 0.0921 | |||
| Treynor Ratio | (5.84) |
LIVZON PHARMAC GRP Backtested Returns
LIVZON PHARMAC appears to be relatively risky, given 3 months investment horizon. LIVZON PHARMAC GRP has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for LIVZON PHARMAC, which you can use to evaluate the volatility of the firm. Please exercise LIVZON PHARMAC's Risk Adjusted Performance of 0.1062, mean deviation of 1.68, and Market Risk Adjusted Performance of (5.83) to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LIVZON PHARMAC holds a performance score of 8. The company secures a Beta (Market Risk) of -0.0548, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LIVZON PHARMAC are expected to decrease at a much lower rate. During the bear market, LIVZON PHARMAC is likely to outperform the market. Please check LIVZON PHARMAC's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether LIVZON PHARMAC's current price movements will revert.
Auto-correlation | 0.79 |
Good predictability
LIVZON PHARMAC GRP has good predictability. Overlapping area represents the amount of predictability between LIVZON PHARMAC time series from 4th of February 2023 to 15th of January 2024 and 15th of January 2024 to 25th of December 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 LIVZON PHARMAC GRP price movement. The serial correlation of 0.79 indicates that around 79.0% of current LIVZON PHARMAC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.56 |
LIVZON PHARMAC GRP lagged returns against current returns
Autocorrelation, which is LIVZON PHARMAC 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 LIVZON PHARMAC's stock expected returns. We can calculate the autocorrelation of LIVZON PHARMAC returns to help us make a trade decision. For example, suppose you find that LIVZON PHARMAC 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 |
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LIVZON PHARMAC 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 LIVZON PHARMAC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LIVZON PHARMAC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LIVZON PHARMAC stock over time.
Current vs Lagged Prices |
| Timeline |
LIVZON PHARMAC Lagged Returns
When evaluating LIVZON PHARMAC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LIVZON PHARMAC stock have on its future price. LIVZON PHARMAC 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, LIVZON PHARMAC autocorrelation shows the relationship between LIVZON PHARMAC stock current value and its past values and can show if there is a momentum factor associated with investing in LIVZON PHARMAC GRP.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in LIVZON Stock
LIVZON PHARMAC financial ratios help investors to determine whether LIVZON 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 LIVZON with respect to the benefits of owning LIVZON PHARMAC security.