Liberty Media (UK) Market Value
| 0JUJ Stock | 80.40 2.74 3.53% |
| Symbol | Liberty |
Liberty Media '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 Media'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 Media.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Liberty Media on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Liberty Media Corp or generate 0.0% return on investment in Liberty Media over 30 days. Liberty Media is related to or competes with Samsung Electronics, Samsung Electronics, Hyundai, Toyota, Reliance Industries, SoftBank Group, and Hon Hai. Liberty Media is entity of United Kingdom More
Liberty Media 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 Media'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 Media Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.03 | |||
| Information Ratio | 0.0228 | |||
| Maximum Drawdown | 5.29 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 2.89 |
Liberty Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty Media's standard deviation. In reality, there are many statistical measures that can use Liberty Media historical prices to predict the future Liberty Media's volatility.| Risk Adjusted Performance | 0.0959 | |||
| Jensen Alpha | 0.0503 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0299 | |||
| Treynor Ratio | 0.1807 |
Liberty Media Corp Backtested Returns
Liberty Media appears to be very steady, given 3 months investment horizon. Liberty Media Corp has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16% return per unit of risk over the last 3 months. We have found thirty technical indicators for Liberty Media, which you can use to evaluate the volatility of the firm. Please exercise Liberty Media's Mean Deviation of 1.05, risk adjusted performance of 0.0959, and Downside Deviation of 1.03 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Liberty Media holds a performance score of 12. The company secures a Beta (Market Risk) of 0.84, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Liberty Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding Liberty Media is expected to be smaller as well. Please check Liberty Media's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Liberty Media's current price movements will revert.
Auto-correlation | 0.19 |
Very weak predictability
Liberty Media Corp has very weak predictability. Overlapping area represents the amount of predictability between Liberty Media time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Liberty Media Corp price movement. The serial correlation of 0.19 indicates that over 19.0% of current Liberty Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 4.1 |
Liberty Media Corp lagged returns against current returns
Autocorrelation, which is Liberty Media 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 Media's stock expected returns. We can calculate the autocorrelation of Liberty Media returns to help us make a trade decision. For example, suppose you find that Liberty Media 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 Media 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 Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty Media stock over time.
Current vs Lagged Prices |
| Timeline |
Liberty Media Lagged Returns
When evaluating Liberty Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty Media stock have on its future price. Liberty Media 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 Media autocorrelation shows the relationship between Liberty Media stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Media Corp.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Liberty Stock Analysis
When running Liberty Media's price analysis, check to measure Liberty Media'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 Media is operating at the current time. Most of Liberty Media's value examination focuses on studying past and present price action to predict the probability of Liberty Media'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 Media's price. Additionally, you may evaluate how the addition of Liberty Media to your portfolios can decrease your overall portfolio volatility.