Lion One Metals Stock Market Value
| LIO Stock | CAD 0.27 0.01 3.85% |
| Symbol | Lion |
Lion One Metals Price To Book Ratio
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.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in Lion One on November 21, 2024 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 30 days. Lion One is related to or competes with Altamira Gold, and Mako Mining. Lion One Metals Limited engages in the acquisition, exploration, and evaluation of mineral resources in Fiji and Austral... 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.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 15.63 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 6.25 |
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 | (0.03) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.83) |
Lion One Metals Backtested Returns
Lion One Metals has Sharpe Ratio of -0.0539, which conveys that the firm had a -0.0539% return per unit of risk over the last 3 months. Lion One exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lion One's Mean Deviation of 2.74, risk adjusted performance of (0.03), and Standard Deviation of 3.62 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. 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. At this point, Lion One Metals has a negative expected return of -0.2%. Please make sure to verify Lion One's potential upside, as well as the relationship between the daily balance of power and price action indicator , to decide if Lion One Metals performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Lion One Metals has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lion One 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 Lion One Metals price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Lion One price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.28 | |
| 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
Explore Investment Opportunities
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.