Liberty Defense Holdings Stock Market Value
| SCAN Stock | CAD 0.84 0.04 4.55% |
| Symbol | Liberty |
Liberty Defense Holdings Price To Book Ratio
Liberty Defense '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 Liberty Defense'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 Liberty Defense.
| 11/17/2024 |
| 12/17/2024 |
If you would invest 0.00 in Liberty Defense on November 17, 2024 and sell it all today you would earn a total of 0.00 from holding Liberty Defense Holdings or generate 0.0% return on investment in Liberty Defense over 30 days. Liberty Defense is related to or competes with Liberty Defense, and Defense Metals. Liberty Defense Holdings, Ltd. provides security solutions for concealed weapons detection in high volume foot traffic a... More
Liberty Defense 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 Liberty Defense'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 Liberty Defense Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.55 | |||
| Information Ratio | 0.0229 | |||
| Maximum Drawdown | 51.3 | |||
| Value At Risk | (11.76) | |||
| Potential Upside | 10.0 |
Liberty Defense Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty Defense's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty Defense's standard deviation. In reality, there are many statistical measures that can use Liberty Defense historical prices to predict the future Liberty Defense's volatility.| Risk Adjusted Performance | 0.0311 | |||
| Jensen Alpha | 0.2733 | |||
| Total Risk Alpha | (0.47) | |||
| Sortino Ratio | 0.0247 | |||
| Treynor Ratio | (3.61) |
Liberty Defense Holdings Backtested Returns
Liberty Defense appears to be out of control, given 3 months investment horizon. Liberty Defense Holdings has Sharpe Ratio of 0.025, which conveys that the firm had a 0.025% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Liberty Defense, which you can use to evaluate the volatility of the firm. Please exercise Liberty Defense's Risk Adjusted Performance of 0.0311, mean deviation of 5.25, and Downside Deviation of 8.55 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Liberty Defense holds a performance score of 1. The company secures a Beta (Market Risk) of -0.0746, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Liberty Defense are expected to decrease at a much lower rate. During the bear market, Liberty Defense is likely to outperform the market. Please check Liberty Defense's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether Liberty Defense's current price movements will revert.
Auto-correlation | 0.18 |
Very weak predictability
Liberty Defense Holdings has very weak predictability. Overlapping area represents the amount of predictability between Liberty Defense time series from 17th of November 2024 to 2nd of December 2024 and 2nd of December 2024 to 17th 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 Liberty Defense Holdings price movement. The serial correlation of 0.18 indicates that over 18.0% of current Liberty Defense price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Liberty Defense Holdings lagged returns against current returns
Autocorrelation, which is Liberty Defense 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 Liberty Defense's stock expected returns. We can calculate the autocorrelation of Liberty Defense returns to help us make a trade decision. For example, suppose you find that Liberty Defense 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 |
Liberty Defense 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 Liberty Defense stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Defense stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty Defense stock over time.
Current vs Lagged Prices |
| Timeline |
Liberty Defense Lagged Returns
When evaluating Liberty Defense's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty Defense stock have on its future price. Liberty Defense 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, Liberty Defense autocorrelation shows the relationship between Liberty Defense stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Defense Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Liberty Stock Analysis
When running Liberty Defense's price analysis, check to measure Liberty Defense'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 Liberty Defense is operating at the current time. Most of Liberty Defense's value examination focuses on studying past and present price action to predict the probability of Liberty Defense's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Liberty Defense's price. Additionally, you may evaluate how the addition of Liberty Defense to your portfolios can decrease your overall portfolio volatility.