Lisi SA (France) Market Value
| FII Stock | EUR 21.60 0.10 0.46% |
| Symbol | Lisi |
Lisi SA '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 Lisi SA'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 Lisi SA.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Lisi SA on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Lisi SA or generate 0.0% return on investment in Lisi SA over 720 days. Lisi SA is related to or competes with Interparfums, Manitou BF, Lectra SA, Ipsos SA, and Guerbet S. LISI S.A. engages in the production and sale of fasteners and assembly components in France and internationally More
Lisi SA 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 Lisi SA'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 Lisi SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 6.81 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 1.63 |
Lisi SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lisi SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lisi SA's standard deviation. In reality, there are many statistical measures that can use Lisi SA historical prices to predict the future Lisi SA's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (6.39) |
Lisi SA Backtested Returns
Lisi SA has Sharpe Ratio of -0.26, which conveys that the firm had a -0.26% return per unit of risk over the last 3 months. Lisi SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lisi SA's Risk Adjusted Performance of (0.17), mean deviation of 1.06, and Standard Deviation of 1.38 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0498, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lisi SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lisi SA is expected to be smaller as well. At this point, Lisi SA has a negative expected return of -0.35%. Please make sure to verify Lisi SA's accumulation distribution, and the relationship between the potential upside and day median price , to decide if Lisi SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.21 |
Weak predictability
Lisi SA has weak predictability. Overlapping area represents the amount of predictability between Lisi SA time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Lisi SA price movement. The serial correlation of 0.21 indicates that over 21.0% of current Lisi SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 4.31 |
Lisi SA lagged returns against current returns
Autocorrelation, which is Lisi SA 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 Lisi SA's stock expected returns. We can calculate the autocorrelation of Lisi SA returns to help us make a trade decision. For example, suppose you find that Lisi SA 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 |
Lisi SA 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 Lisi SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lisi SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lisi SA stock over time.
Current vs Lagged Prices |
| Timeline |
Lisi SA Lagged Returns
When evaluating Lisi SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lisi SA stock have on its future price. Lisi SA 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, Lisi SA autocorrelation shows the relationship between Lisi SA stock current value and its past values and can show if there is a momentum factor associated with investing in Lisi SA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Lisi Stock
Lisi SA financial ratios help investors to determine whether Lisi Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Lisi with respect to the benefits of owning Lisi SA security.