LION ONE (Germany) Market Value
| LY1 Stock | 0.19 0.01 5.00% |
| Symbol | LION |
LION ONE '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 LION ONE'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 LION ONE.
| 03/01/2023 |
| 02/18/2025 |
If you would invest 0.00 in LION ONE on March 1, 2023 and sell it all today you would earn a total of 0.00 from holding LION ONE METALS or generate 0.0% return on investment in LION ONE over 720 days. LION ONE is related to or competes with TRAVEL LEISURE, InPlay Oil, Columbia Sportswear, PLAYTECH, PLAYWAY SA, and Gaming. More
LION ONE 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 LION ONE'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 LION ONE METALS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.57 | |||
| Information Ratio | 0.0203 | |||
| Maximum Drawdown | 44.0 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 14.29 |
LION ONE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LION ONE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LION ONE's standard deviation. In reality, there are many statistical measures that can use LION ONE historical prices to predict the future LION ONE's volatility.| Risk Adjusted Performance | 0.0245 | |||
| Jensen Alpha | 0.1367 | |||
| Total Risk Alpha | 0.1269 | |||
| Sortino Ratio | 0.0142 | |||
| Treynor Ratio | 0.2184 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LION ONE'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.
LION ONE METALS Backtested Returns
LION ONE appears to be out of control, given 3 months investment horizon. LION ONE METALS has Sharpe Ratio of 0.0349, which conveys that the firm had a 0.0349 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for LION ONE, which you can use to evaluate the volatility of the firm. Please exercise LION ONE's mean deviation of 3.95, and Risk Adjusted Performance of 0.0245 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LION ONE holds a performance score of 2. The company secures a Beta (Market Risk) of 0.63, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LION ONE's returns are expected to increase less than the market. However, during the bear market, the loss of holding LION ONE is expected to be smaller as well. Please check LION ONE's semi variance, day median price, and the relationship between the value at risk and kurtosis , to make a quick decision on whether LION ONE's current price movements will revert.
Auto-correlation | -0.18 |
Insignificant reverse predictability
LION ONE METALS has insignificant reverse predictability. Overlapping area represents the amount of predictability between LION ONE time series from 1st of March 2023 to 24th of February 2024 and 24th of February 2024 to 18th of February 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 LION ONE METALS price movement. The serial correlation of -0.18 indicates that over 18.0% of current LION ONE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
LION ONE METALS lagged returns against current returns
Autocorrelation, which is LION ONE 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 LION ONE's stock expected returns. We can calculate the autocorrelation of LION ONE returns to help us make a trade decision. For example, suppose you find that LION ONE 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 |
LION ONE 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 LION ONE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LION ONE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LION ONE stock over time.
Current vs Lagged Prices |
| Timeline |
LION ONE Lagged Returns
When evaluating LION ONE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LION ONE stock have on its future price. LION ONE 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, LION ONE autocorrelation shows the relationship between LION ONE stock current value and its past values and can show if there is a momentum factor associated with investing in LION ONE METALS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for LION Stock Analysis
When running LION ONE's price analysis, check to measure LION ONE'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 LION ONE is operating at the current time. Most of LION ONE's value examination focuses on studying past and present price action to predict the probability of LION ONE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LION ONE's price. Additionally, you may evaluate how the addition of LION ONE to your portfolios can decrease your overall portfolio volatility.