LPI Capital (Malaysia) Market Value
| 8621 Stock | 13.26 0.04 0.30% |
| Symbol | LPI |
LPI 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 LPI 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 LPI Capital.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in LPI Capital on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding LPI Capital Bhd or generate 0.0% return on investment in LPI Capital over 60 days. LPI Capital is related to or competes with EA Technique, PMB Technology, Minetech Resources, TAS Offshore, Greatech Technology, ES Ceramics, and Duopharma Biotech. More
LPI 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 LPI 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 LPI Capital Bhd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 4.8 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.59 |
LPI Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LPI Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LPI Capital's standard deviation. In reality, there are many statistical measures that can use LPI Capital historical prices to predict the future LPI Capital's volatility.| Risk Adjusted Performance | 0.0266 | |||
| Jensen Alpha | 0.0504 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | (0.07) |
LPI Capital Bhd Backtested Returns
As of now, LPI Stock is very steady. LPI Capital Bhd has Sharpe Ratio of 0.0179, which conveys that the firm had a 0.0179% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for LPI Capital, which you can use to evaluate the volatility of the firm. Please verify LPI Capital's risk adjusted performance of 0.0266, and Mean Deviation of 0.6124 to check out if the risk estimate we provide is consistent with the expected return of 0.0164%. LPI Capital has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LPI Capital are expected to decrease at a much lower rate. During the bear market, LPI Capital is likely to outperform the market. LPI Capital Bhd currently secures a risk of 0.92%. Please verify LPI Capital Bhd downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if LPI Capital Bhd will be following its current price movements.
Auto-correlation | -0.2 |
Insignificant reverse predictability
LPI Capital Bhd has insignificant reverse predictability. Overlapping area represents the amount of predictability between LPI Capital time series from 27th of September 2024 to 27th of October 2024 and 27th of October 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 LPI Capital Bhd price movement. The serial correlation of -0.2 indicates that over 20.0% of current LPI Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
LPI Capital Bhd lagged returns against current returns
Autocorrelation, which is LPI 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 LPI Capital's stock expected returns. We can calculate the autocorrelation of LPI Capital returns to help us make a trade decision. For example, suppose you find that LPI 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 |
LPI 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 LPI Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LPI Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LPI Capital stock over time.
Current vs Lagged Prices |
| Timeline |
LPI Capital Lagged Returns
When evaluating LPI Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LPI Capital stock have on its future price. LPI 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, LPI Capital autocorrelation shows the relationship between LPI Capital stock current value and its past values and can show if there is a momentum factor associated with investing in LPI Capital Bhd.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in LPI Stock
LPI Capital financial ratios help investors to determine whether LPI 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 LPI with respect to the benefits of owning LPI Capital security.