L1 Long (Australia) Market Value
| LSF Stock | 2.79 0.07 2.57% |
| Symbol | LSF |
L1 Long '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 L1 Long'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 L1 Long.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in L1 Long on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding L1 Long Short or generate 0.0% return on investment in L1 Long over 90 days. L1 Long is related to or competes with Readytech Holdings, Clime Investment, Navigator Global, Hansen Technologies, and Flagship Investments. L1 Long is entity of Australia. It is traded as Stock on AU exchange. More
L1 Long 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 L1 Long'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 L1 Long Short upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 5.94 | |||
| Value At Risk | (2.35) | |||
| Potential Upside | 1.37 |
L1 Long Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for L1 Long's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as L1 Long's standard deviation. In reality, there are many statistical measures that can use L1 Long historical prices to predict the future L1 Long's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (1.23) |
L1 Long Short Backtested Returns
L1 Long Short retains Efficiency (Sharpe Ratio) of -0.11, which conveys that the company had a -0.11 % return per unit of price deviation over the last 3 months. L1 Long exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify L1 Long's Mean Deviation of 0.8452, information ratio of (0.04), and Market Risk Adjusted Performance of (1.22) to check out the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, L1 Long's returns are expected to increase less than the market. However, during the bear market, the loss of holding L1 Long is expected to be smaller as well. At this point, L1 Long Short has a negative expected return of -0.13%. Please make sure to verify L1 Long's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if L1 Long Short performance from the past will be repeated sooner or later.
Auto-correlation | 0.83 |
Very good predictability
L1 Long Short has very good predictability. Overlapping area represents the amount of predictability between L1 Long time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 L1 Long Short price movement. The serial correlation of 0.83 indicates that around 83.0% of current L1 Long price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
L1 Long Short lagged returns against current returns
Autocorrelation, which is L1 Long 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 L1 Long's stock expected returns. We can calculate the autocorrelation of L1 Long returns to help us make a trade decision. For example, suppose you find that L1 Long 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 |
L1 Long 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 L1 Long stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if L1 Long stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in L1 Long stock over time.
Current vs Lagged Prices |
| Timeline |
L1 Long Lagged Returns
When evaluating L1 Long's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of L1 Long stock have on its future price. L1 Long 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, L1 Long autocorrelation shows the relationship between L1 Long stock current value and its past values and can show if there is a momentum factor associated with investing in L1 Long Short.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for LSF Stock Analysis
When running L1 Long's price analysis, check to measure L1 Long'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 L1 Long is operating at the current time. Most of L1 Long's value examination focuses on studying past and present price action to predict the probability of L1 Long's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move L1 Long's price. Additionally, you may evaluate how the addition of L1 Long to your portfolios can decrease your overall portfolio volatility.