LBI Capital's market value is the price at which a share of LBI Capital trades on a public exchange. It measures the collective expectations of LBI Capital Bhd investors about its performance. LBI Capital is selling for 0.49 as of the 28th of November 2024. This is a 3.92 percent decrease since the beginning of the trading day. The stock's lowest day price was 0.49. With this module, you can estimate the performance of a buy and hold strategy of LBI Capital Bhd and determine expected loss or profit from investing in LBI Capital 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
LBI
LBI Capital '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 LBI Capital'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 LBI Capital.
0.00
10/29/2024
No Change 0.00
0.0
In 31 days
11/28/2024
0.00
If you would invest 0.00 in LBI Capital on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding LBI Capital Bhd or generate 0.0% return on investment in LBI Capital over 30 days.
LBI Capital 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 LBI Capital'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 LBI Capital Bhd 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 LBI Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LBI Capital's standard deviation. In reality, there are many statistical measures that can use LBI Capital historical prices to predict the future LBI Capital's volatility.
LBI Capital Bhd has Sharpe Ratio of -0.0386, which conveys that the company had a -0.0386% return per unit of risk over the last 3 months. LBI Capital exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LBI Capital's Mean Deviation of 2.04, standard deviation of 3.83, and Coefficient Of Variation of (3,054) to check out the risk estimate we provide. The firm secures a Beta (Market Risk) of 0.45, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LBI Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding LBI Capital is expected to be smaller as well. At this point, LBI Capital Bhd has a negative expected return of -0.15%. Please make sure to verify LBI Capital's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if LBI Capital Bhd performance from the past will be repeated in the future.
Auto-correlation
-0.19
Insignificant reverse predictability
LBI Capital Bhd has insignificant reverse predictability. Overlapping area represents the amount of predictability between LBI Capital time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 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 LBI Capital Bhd price movement. The serial correlation of -0.19 indicates that over 19.0% of current LBI Capital price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.19
Spearman Rank Test
0.41
Residual Average
0.0
Price Variance
0.0
LBI Capital Bhd lagged returns against current returns
Autocorrelation, which is LBI Capital 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 LBI Capital's stock expected returns. We can calculate the autocorrelation of LBI Capital returns to help us make a trade decision. For example, suppose you find that LBI Capital 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
LBI Capital 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 LBI Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LBI Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LBI Capital stock over time.
Current vs Lagged Prices
Timeline
LBI Capital Lagged Returns
When evaluating LBI Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LBI Capital stock have on its future price. LBI Capital 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, LBI Capital autocorrelation shows the relationship between LBI Capital stock current value and its past values and can show if there is a momentum factor associated with investing in LBI Capital Bhd.
Regressed Prices
Timeline
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