Li FT's market value is the price at which a share of Li FT trades on a public exchange. It measures the collective expectations of Li FT Power investors about its performance. Li FT is trading at 1.79 as of the 17th of December 2024. This is a 4.07% up since the beginning of the trading day. The stock's lowest day price was 1.79. With this module, you can estimate the performance of a buy and hold strategy of Li FT Power and determine expected loss or profit from investing in Li FT over a given investment horizon. Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
WS0
Li FT '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 Li FT'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 Li FT.
0.00
12/28/2022
No Change 0.00
0.0
In 1 year 11 months and 22 days
12/17/2024
0.00
If you would invest 0.00 in Li FT on December 28, 2022 and sell it all today you would earn a total of 0.00 from holding Li FT Power or generate 0.0% return on investment in Li FT over 720 days.
Li FT 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 Li FT'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 Li FT Power upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Li FT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Li FT's standard deviation. In reality, there are many statistical measures that can use Li FT historical prices to predict the future Li FT's volatility.
At this point, Li FT is dangerous. Li FT Power retains Efficiency (Sharpe Ratio) of 0.0154, which conveys that the firm had a 0.0154% return per unit of price deviation over the last 3 months. We have found twenty-three technical indicators for Li FT, which you can use to evaluate the volatility of the firm. Please verify Li FT's Information Ratio of (0.02), market risk adjusted performance of 0.0677, and Mean Deviation of 5.03 to check out if the risk estimate we provide is consistent with the expected return of 0.0989%. Li FT has a performance score of 1 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.85, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Li FT are expected to decrease slowly. On the other hand, during market turmoil, Li FT is expected to outperform it slightly. Li FT Power at this time owns a risk of 6.43%. Please verify Li FT Power coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Li FT Power will be following its current price history.
Auto-correlation
0.58
Modest predictability
Li FT Power has modest predictability. Overlapping area represents the amount of predictability between Li FT time series from 28th of December 2022 to 23rd of December 2023 and 23rd of December 2023 to 17th of December 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 Li FT Power price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Li FT price fluctuation can be explain by its past prices.
Correlation Coefficient
0.58
Spearman Rank Test
0.58
Residual Average
0.0
Price Variance
0.53
Li FT Power lagged returns against current returns
Autocorrelation, which is Li FT 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 Li FT's stock expected returns. We can calculate the autocorrelation of Li FT returns to help us make a trade decision. For example, suppose you find that Li FT 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
Li FT 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 Li FT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Li FT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Li FT stock over time.
Current vs Lagged Prices
Timeline
Li FT Lagged Returns
When evaluating Li FT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Li FT stock have on its future price. Li FT 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, Li FT autocorrelation shows the relationship between Li FT stock current value and its past values and can show if there is a momentum factor associated with investing in Li FT Power.