Liontown Resources (Australia) Market Value
| LTR Stock | 0.65 0.03 4.84% |
| Symbol | Liontown |
Liontown Resources '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 Liontown Resources' 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 Liontown Resources.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Liontown Resources on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Liontown Resources or generate 0.0% return on investment in Liontown Resources over 90 days. Liontown Resources is related to or competes with Super Retail, Perseus Mining, Dexus Convenience, Retail Food, and Mayfield Childcare. Liontown Resources is entity of Australia More
Liontown Resources 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 Liontown Resources' 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 Liontown Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.94 | |||
| Information Ratio | 0.0675 | |||
| Maximum Drawdown | 21.79 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 7.55 |
Liontown Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liontown Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liontown Resources' standard deviation. In reality, there are many statistical measures that can use Liontown Resources historical prices to predict the future Liontown Resources' volatility.| Risk Adjusted Performance | 0.0457 | |||
| Jensen Alpha | 0.209 | |||
| Total Risk Alpha | 0.6828 | |||
| Sortino Ratio | 0.0705 | |||
| Treynor Ratio | 0.4513 |
Liontown Resources Backtested Returns
Liontown Resources appears to be abnormally volatile, given 3 months investment horizon. Liontown Resources has Sharpe Ratio of 0.0859, which conveys that the firm had a 0.0859 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Liontown Resources, which you can use to evaluate the volatility of the firm. Please exercise Liontown Resources' Risk Adjusted Performance of 0.0457, downside deviation of 3.94, and Mean Deviation of 2.99 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Liontown Resources holds a performance score of 6. The company secures a Beta (Market Risk) of 0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Liontown Resources' returns are expected to increase less than the market. However, during the bear market, the loss of holding Liontown Resources is expected to be smaller as well. Please check Liontown Resources' sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Liontown Resources' current price movements will revert.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Liontown Resources has insignificant reverse predictability. Overlapping area represents the amount of predictability between Liontown Resources 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 Liontown Resources price movement. The serial correlation of -0.18 indicates that over 18.0% of current Liontown Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Liontown Resources lagged returns against current returns
Autocorrelation, which is Liontown Resources 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 Liontown Resources' stock expected returns. We can calculate the autocorrelation of Liontown Resources returns to help us make a trade decision. For example, suppose you find that Liontown Resources 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 |
Liontown Resources 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 Liontown Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liontown Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liontown Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Liontown Resources Lagged Returns
When evaluating Liontown Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liontown Resources stock have on its future price. Liontown Resources 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, Liontown Resources autocorrelation shows the relationship between Liontown Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Liontown Resources.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Liontown Stock Analysis
When running Liontown Resources' price analysis, check to measure Liontown Resources' 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 Liontown Resources is operating at the current time. Most of Liontown Resources' value examination focuses on studying past and present price action to predict the probability of Liontown Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Liontown Resources' price. Additionally, you may evaluate how the addition of Liontown Resources to your portfolios can decrease your overall portfolio volatility.