LIVESTOCK FEED (Mauritius) Market Value
| LFL-O Stock | 19.15 0.05 0.26% |
| Symbol | LIVESTOCK |
LIVESTOCK FEED '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 LIVESTOCK FEED'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 LIVESTOCK FEED.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in LIVESTOCK FEED on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding LIVESTOCK FEED LTD or generate 0.0% return on investment in LIVESTOCK FEED over 30 days.
LIVESTOCK FEED 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 LIVESTOCK FEED'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 LIVESTOCK FEED LTD upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0257 | |||
| Maximum Drawdown | 8.9 | |||
| Potential Upside | 1.32 |
LIVESTOCK FEED Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LIVESTOCK FEED's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LIVESTOCK FEED's standard deviation. In reality, there are many statistical measures that can use LIVESTOCK FEED historical prices to predict the future LIVESTOCK FEED's volatility.| Risk Adjusted Performance | 0.0487 | |||
| Jensen Alpha | 0.0455 | |||
| Total Risk Alpha | 0.02 | |||
| Treynor Ratio | 0.7298 |
LIVESTOCK FEED LTD Backtested Returns
Currently, LIVESTOCK FEED LTD is very steady. LIVESTOCK FEED LTD has Sharpe Ratio of 0.0596, which conveys that the firm had a 0.0596% return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for LIVESTOCK FEED, which you can use to evaluate the volatility of the firm. Please verify LIVESTOCK FEED's Mean Deviation of 0.3409, risk adjusted performance of 0.0487, and Market Risk Adjusted Performance of 0.7398 to check out if the risk estimate we provide is consistent with the expected return of 0.0578%. LIVESTOCK FEED has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0643, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LIVESTOCK FEED's returns are expected to increase less than the market. However, during the bear market, the loss of holding LIVESTOCK FEED is expected to be smaller as well. LIVESTOCK FEED LTD currently secures a risk of 0.97%. Please verify LIVESTOCK FEED LTD daily balance of power, as well as the relationship between the day typical price and relative strength index , to decide if LIVESTOCK FEED LTD will be following its current price movements.
Auto-correlation | 0.47 |
Average predictability
LIVESTOCK FEED LTD has average predictability. Overlapping area represents the amount of predictability between LIVESTOCK FEED time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st 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 LIVESTOCK FEED LTD price movement. The serial correlation of 0.47 indicates that about 47.0% of current LIVESTOCK FEED price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
LIVESTOCK FEED LTD lagged returns against current returns
Autocorrelation, which is LIVESTOCK FEED 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 LIVESTOCK FEED's stock expected returns. We can calculate the autocorrelation of LIVESTOCK FEED returns to help us make a trade decision. For example, suppose you find that LIVESTOCK FEED 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 |
LIVESTOCK FEED 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 LIVESTOCK FEED stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LIVESTOCK FEED stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LIVESTOCK FEED stock over time.
Current vs Lagged Prices |
| Timeline |
LIVESTOCK FEED Lagged Returns
When evaluating LIVESTOCK FEED's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LIVESTOCK FEED stock have on its future price. LIVESTOCK FEED 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, LIVESTOCK FEED autocorrelation shows the relationship between LIVESTOCK FEED stock current value and its past values and can show if there is a momentum factor associated with investing in LIVESTOCK FEED LTD.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectAdditional Tools for LIVESTOCK Stock Analysis
When running LIVESTOCK FEED's price analysis, check to measure LIVESTOCK FEED'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 LIVESTOCK FEED is operating at the current time. Most of LIVESTOCK FEED's value examination focuses on studying past and present price action to predict the probability of LIVESTOCK FEED's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LIVESTOCK FEED's price. Additionally, you may evaluate how the addition of LIVESTOCK FEED to your portfolios can decrease your overall portfolio volatility.