Lqwd Fintech Corp Stock Market Value
| LQWD Stock | 1.50 0.03 2.04% |
| Symbol | LQwD |
LQwD FinTech Corp Price To Book Ratio
LQwD FinTech '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 LQwD FinTech'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 LQwD FinTech.
| 09/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in LQwD FinTech on September 30, 2024 and sell it all today you would earn a total of 0.00 from holding LQwD FinTech Corp or generate 0.0% return on investment in LQwD FinTech over 60 days. LQwD FinTech is related to or competes with Mene, Africa Oil, Financial, Rubicon Organics, Amazon CDR, First Trust, and Rocky Mountain. LQwD FinTech is entity of Canada. It is traded as Stock on V exchange. More
LQwD FinTech 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 LQwD FinTech'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 LQwD FinTech Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.83 | |||
| Information Ratio | 0.2246 | |||
| Maximum Drawdown | 47.6 | |||
| Value At Risk | (7.02) | |||
| Potential Upside | 14.18 |
LQwD FinTech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LQwD FinTech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LQwD FinTech's standard deviation. In reality, there are many statistical measures that can use LQwD FinTech historical prices to predict the future LQwD FinTech's volatility.| Risk Adjusted Performance | 0.1945 | |||
| Jensen Alpha | 1.89 | |||
| Total Risk Alpha | 0.6433 | |||
| Sortino Ratio | 0.3314 | |||
| Treynor Ratio | (1.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LQwD FinTech'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.
LQwD FinTech Corp Backtested Returns
LQwD FinTech is abnormally volatile given 3 months investment horizon. LQwD FinTech Corp has Sharpe Ratio of 0.25, which conveys that the firm had a 0.25% return per unit of risk over the last 3 months. We are able to interpolate and break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.81% are justified by taking the suggested risk. Use LQwD FinTech Corp Mean Deviation of 4.37, downside deviation of 4.83, and Risk Adjusted Performance of 0.1945 to evaluate company specific risk that cannot be diversified away. LQwD FinTech holds a performance score of 19 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -1.49, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning LQwD FinTech are expected to decrease by larger amounts. On the other hand, during market turmoil, LQwD FinTech is expected to outperform it. Use LQwD FinTech Corp value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to analyze future returns on LQwD FinTech Corp.
Auto-correlation | -0.44 |
Modest reverse predictability
LQwD FinTech Corp has modest reverse predictability. Overlapping area represents the amount of predictability between LQwD FinTech time series from 30th of September 2024 to 30th of October 2024 and 30th of October 2024 to 29th of November 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 LQwD FinTech Corp price movement. The serial correlation of -0.44 indicates that just about 44.0% of current LQwD FinTech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
LQwD FinTech Corp lagged returns against current returns
Autocorrelation, which is LQwD FinTech 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 LQwD FinTech's stock expected returns. We can calculate the autocorrelation of LQwD FinTech returns to help us make a trade decision. For example, suppose you find that LQwD FinTech 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 |
LQwD FinTech 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 LQwD FinTech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LQwD FinTech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LQwD FinTech stock over time.
Current vs Lagged Prices |
| Timeline |
LQwD FinTech Lagged Returns
When evaluating LQwD FinTech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LQwD FinTech stock have on its future price. LQwD FinTech 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, LQwD FinTech autocorrelation shows the relationship between LQwD FinTech stock current value and its past values and can show if there is a momentum factor associated with investing in LQwD FinTech Corp.
Regressed Prices |
| Timeline |
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Additional Tools for LQwD Stock Analysis
When running LQwD FinTech's price analysis, check to measure LQwD FinTech'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 LQwD FinTech is operating at the current time. Most of LQwD FinTech's value examination focuses on studying past and present price action to predict the probability of LQwD FinTech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LQwD FinTech's price. Additionally, you may evaluate how the addition of LQwD FinTech to your portfolios can decrease your overall portfolio volatility.