Li Auto Stock Market Value
| LI Stock | USD 23.68 0.37 1.59% |
| Symbol | Li Auto |
Li Auto Price To Book Ratio
Is Automobile Manufacturers space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Li Auto. If investors know Li Auto will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Li Auto listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.01) | Earnings Share 1.33 | Revenue Per Share 142.771 | Quarterly Revenue Growth 0.236 | Return On Assets 0.0289 |
The market value of Li Auto is measured differently than its book value, which is the value of Li Auto that is recorded on the company's balance sheet. Investors also form their own opinion of Li Auto's value that differs from its market value or its book value, called intrinsic value, which is Li Auto's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Li Auto's market value can be influenced by many factors that don't directly affect Li Auto's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Li Auto's value and its price as these two are different measures arrived at by different means. Investors typically determine if Li Auto is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Li Auto's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Li Auto '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 Auto'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 Auto.
| 09/01/2024 |
| 11/30/2024 |
If you would invest 0.00 in Li Auto on September 1, 2024 and sell it all today you would earn a total of 0.00 from holding Li Auto or generate 0.0% return on investment in Li Auto over 90 days. Li Auto is related to or competes with Nio, Rivian Automotive, Lucid, Tesla, Xpeng, Mullen Automotive, and BYD Company. Li Auto Inc., through its subsidiaries, designs, develops, manufactures, and sells new energy vehicles in the Peoples Re... More
Li Auto 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 Auto'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 Auto upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.29 | |||
| Information Ratio | 0.0871 | |||
| Maximum Drawdown | 25.86 | |||
| Value At Risk | (7.07) | |||
| Potential Upside | 10.62 |
Li Auto Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Li Auto's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Li Auto's standard deviation. In reality, there are many statistical measures that can use Li Auto historical prices to predict the future Li Auto's volatility.| Risk Adjusted Performance | 0.0979 | |||
| Jensen Alpha | 0.4802 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.0928 | |||
| Treynor Ratio | 1.47 |
Li Auto Backtested Returns
Li Auto appears to be not too volatile, given 3 months investment horizon. Li Auto retains Efficiency (Sharpe Ratio) of 0.1, which conveys that the firm had a 0.1% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for Li Auto, which you can use to evaluate the volatility of the firm. Please exercise Li Auto's Standard Deviation of 4.57, mean deviation of 3.31, and Market Risk Adjusted Performance of 1.48 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Li Auto holds a performance score of 7. The company owns a Beta (Systematic Risk) of 0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Li Auto's returns are expected to increase less than the market. However, during the bear market, the loss of holding Li Auto is expected to be smaller as well. Please check Li Auto's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Li Auto's current price history will revert.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Li Auto has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Li Auto time series from 1st of September 2024 to 16th of October 2024 and 16th of October 2024 to 30th of November 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 Auto price movement. The serial correlation of -0.78 indicates that around 78.0% of current Li Auto price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 4.47 |
Li Auto lagged returns against current returns
Autocorrelation, which is Li Auto 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 Auto's stock expected returns. We can calculate the autocorrelation of Li Auto returns to help us make a trade decision. For example, suppose you find that Li Auto 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 Auto 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 Auto stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Li Auto stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Li Auto stock over time.
Current vs Lagged Prices |
| Timeline |
Li Auto Lagged Returns
When evaluating Li Auto's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Li Auto stock have on its future price. Li Auto 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 Auto autocorrelation shows the relationship between Li Auto stock current value and its past values and can show if there is a momentum factor associated with investing in Li Auto.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Li Auto Correlation, Li Auto Volatility and Li Auto Alpha and Beta module to complement your research on Li Auto. For more detail on how to invest in Li Auto Stock please use our How to Invest in Li Auto guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Li Auto technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.