Lion Brewery (Sri Lanka) Market Value
| LIONN0000 | LKR 1,218 21.75 1.82% |
| Symbol | Lion |
Please note, there is a significant difference between Lion Brewery's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lion Brewery is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lion Brewery'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.
Lion Brewery '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 Brewery'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 Brewery.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in Lion Brewery on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding Lion Brewery Ceylon or generate 0.0% return on investment in Lion Brewery over 30 days. More
Lion Brewery 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 Brewery'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 Brewery Ceylon upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.64 | |||
| Information Ratio | 0.0994 | |||
| Maximum Drawdown | 10.15 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 5.47 |
Lion Brewery Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lion Brewery's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lion Brewery's standard deviation. In reality, there are many statistical measures that can use Lion Brewery historical prices to predict the future Lion Brewery's volatility.| Risk Adjusted Performance | 0.111 | |||
| Jensen Alpha | 0.3637 | |||
| Total Risk Alpha | 0.0339 | |||
| Sortino Ratio | 0.085 | |||
| Treynor Ratio | (0.57) |
Lion Brewery Ceylon Backtested Returns
Lion Brewery appears to be very steady, given 3 months investment horizon. Lion Brewery Ceylon has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lion Brewery, which you can use to evaluate the volatility of the firm. Please exercise Lion Brewery's Risk Adjusted Performance of 0.111, mean deviation of 1.36, and Downside Deviation of 2.64 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lion Brewery holds a performance score of 11. The company secures a Beta (Market Risk) of -0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lion Brewery are expected to decrease at a much lower rate. During the bear market, Lion Brewery is likely to outperform the market. Please check Lion Brewery's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Lion Brewery's current price movements will revert.
Auto-correlation | 0.67 |
Good predictability
Lion Brewery Ceylon has good predictability. Overlapping area represents the amount of predictability between Lion Brewery time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 Brewery Ceylon price movement. The serial correlation of 0.67 indicates that around 67.0% of current Lion Brewery price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 1741.72 |
Lion Brewery Ceylon lagged returns against current returns
Autocorrelation, which is Lion Brewery 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 Brewery's stock expected returns. We can calculate the autocorrelation of Lion Brewery returns to help us make a trade decision. For example, suppose you find that Lion Brewery 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 Brewery 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 Brewery stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lion Brewery stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lion Brewery stock over time.
Current vs Lagged Prices |
| Timeline |
Lion Brewery Lagged Returns
When evaluating Lion Brewery's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lion Brewery stock have on its future price. Lion Brewery 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 Brewery autocorrelation shows the relationship between Lion Brewery stock current value and its past values and can show if there is a momentum factor associated with investing in Lion Brewery Ceylon.
Regressed Prices |
| Timeline |
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Lion Brewery financial ratios help investors to determine whether Lion 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 Lion with respect to the benefits of owning Lion Brewery security.