Lion Forest's market value is the price at which a share of Lion Forest trades on a public exchange. It measures the collective expectations of Lion Forest Industries investors about its performance. Lion Forest is selling for 0.38 as of the 28th of November 2024. This is a 5.56 percent increase since the beginning of the trading day. The stock's lowest day price was 0.37. With this module, you can estimate the performance of a buy and hold strategy of Lion Forest Industries and determine expected loss or profit from investing in Lion Forest over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Lion
Lion Forest '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 Forest'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 Forest.
0.00
12/09/2022
No Change 0.00
0.0
In 1 year 11 months and 22 days
11/28/2024
0.00
If you would invest 0.00 in Lion Forest on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Lion Forest Industries or generate 0.0% return on investment in Lion Forest over 720 days.
Lion Forest 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 Forest'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 Forest Industries upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lion Forest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lion Forest's standard deviation. In reality, there are many statistical measures that can use Lion Forest historical prices to predict the future Lion Forest's volatility.
As of now, Lion Stock is out of control. Lion Forest Industries has Sharpe Ratio of 7.0E-4, which conveys that the firm had a 7.0E-4% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Lion Forest, which you can use to evaluate the volatility of the firm. Please verify Lion Forest's Standard Deviation of 4.88, risk adjusted performance of 0.0022, and Mean Deviation of 2.41 to check out if the risk estimate we provide is consistent with the expected return of 0.0035%. The company secures a Beta (Market Risk) of 1.01, which conveys a somewhat significant risk relative to the market. Lion Forest returns are very sensitive to returns on the market. As the market goes up or down, Lion Forest is expected to follow. Lion Forest Industries right now secures a risk of 5.06%. Please verify Lion Forest Industries information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Lion Forest Industries will be following its current price movements.
Auto-correlation
0.37
Below average predictability
Lion Forest Industries has below average predictability. Overlapping area represents the amount of predictability between Lion Forest time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Lion Forest Industries price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Lion Forest price fluctuation can be explain by its past prices.
Correlation Coefficient
0.37
Spearman Rank Test
-0.02
Residual Average
0.0
Price Variance
0.0
Lion Forest Industries lagged returns against current returns
Autocorrelation, which is Lion Forest 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 Forest's stock expected returns. We can calculate the autocorrelation of Lion Forest returns to help us make a trade decision. For example, suppose you find that Lion Forest 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 Forest 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 Forest stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lion Forest stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lion Forest stock over time.
Current vs Lagged Prices
Timeline
Lion Forest Lagged Returns
When evaluating Lion Forest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lion Forest stock have on its future price. Lion Forest 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 Forest autocorrelation shows the relationship between Lion Forest stock current value and its past values and can show if there is a momentum factor associated with investing in Lion Forest Industries.
Regressed Prices
Timeline
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