Lien Viet (Vietnam) Market Value
| LPB Stock | 31,900 450.00 1.43% |
| Symbol | Lien |
Lien Viet '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 Lien Viet'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 Lien Viet.
| 12/20/2024 |
| 01/19/2025 |
If you would invest 0.00 in Lien Viet on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding Lien Viet Post or generate 0.0% return on investment in Lien Viet over 30 days. Lien Viet is related to or competes with FIT INVEST, Damsan JSC, An Phat, APG Securities, Binhthuan Agriculture, Mekong Fisheries, and Bentre Aquaproduct. More
Lien Viet 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 Lien Viet'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 Lien Viet Post upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.86 | |||
| Information Ratio | 0.0759 | |||
| Maximum Drawdown | 33.0 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.77 |
Lien Viet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lien Viet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lien Viet's standard deviation. In reality, there are many statistical measures that can use Lien Viet historical prices to predict the future Lien Viet's volatility.| Risk Adjusted Performance | 0.0786 | |||
| Jensen Alpha | 0.2561 | |||
| Total Risk Alpha | 0.1887 | |||
| Sortino Ratio | 0.0856 | |||
| Treynor Ratio | 0.6046 |
Lien Viet Post Backtested Returns
Lien Viet appears to be very steady, given 3 months investment horizon. Lien Viet Post has Sharpe Ratio of 0.0843, which conveys that the firm had a 0.0843% return per unit of risk over the last 3 months. We have found thirty technical indicators for Lien Viet, which you can use to evaluate the volatility of the firm. Please exercise Lien Viet's Risk Adjusted Performance of 0.0786, downside deviation of 2.86, and Mean Deviation of 1.33 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lien Viet holds a performance score of 6. The company secures a Beta (Market Risk) of 0.44, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lien Viet's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lien Viet is expected to be smaller as well. Please check Lien Viet's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Lien Viet's current price movements will revert.
Auto-correlation | 0.48 |
Average predictability
Lien Viet Post has average predictability. Overlapping area represents the amount of predictability between Lien Viet time series from 20th of December 2024 to 4th of January 2025 and 4th of January 2025 to 19th of January 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 Lien Viet Post price movement. The serial correlation of 0.48 indicates that about 48.0% of current Lien Viet price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 300.2 K |
Lien Viet Post lagged returns against current returns
Autocorrelation, which is Lien Viet 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 Lien Viet's stock expected returns. We can calculate the autocorrelation of Lien Viet returns to help us make a trade decision. For example, suppose you find that Lien Viet 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 |
Lien Viet 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 Lien Viet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lien Viet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lien Viet stock over time.
Current vs Lagged Prices |
| Timeline |
Lien Viet Lagged Returns
When evaluating Lien Viet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lien Viet stock have on its future price. Lien Viet 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, Lien Viet autocorrelation shows the relationship between Lien Viet stock current value and its past values and can show if there is a momentum factor associated with investing in Lien Viet Post.
Regressed Prices |
| Timeline |
Pair Trading with Lien Viet
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Lien Viet position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Lien Viet will appreciate offsetting losses from the drop in the long position's value.Moving against Lien Stock
| 0.79 | APG | APG Securities Joint | PairCorr |
| 0.74 | AME | Alphanam ME | PairCorr |
| 0.5 | ADS | Damsan JSC | PairCorr |
| 0.49 | FIT | FIT INVEST JSC | PairCorr |
| 0.39 | ABT | Bentre Aquaproduct Import | PairCorr |
The ability to find closely correlated positions to Lien Viet could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Lien Viet when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Lien Viet - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Lien Viet Post to buy it.
The correlation of Lien Viet is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Lien Viet moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Lien Viet Post moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Lien Viet can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Lien Stock
Lien Viet financial ratios help investors to determine whether Lien 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 Lien with respect to the benefits of owning Lien Viet security.