Liberty Broadband (Germany) Market Value
| 8L8C Stock | EUR 83.00 0.50 0.61% |
| Symbol | Liberty |
Liberty Broadband '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 Broadband'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 Broadband.
| 09/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Liberty Broadband on September 24, 2024 and sell it all today you would earn a total of 0.00 from holding Liberty Broadband or generate 0.0% return on investment in Liberty Broadband over 60 days. Liberty Broadband is related to or competes with Comcast, Liberty Broadband, Roku, WideOpenWest, and Sporttotal. Liberty Broadband Corporation, a cable operator, provides video, Internet, and voice services to residential, and small ... More
Liberty Broadband 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 Broadband'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 Broadband upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | 0.1657 | |||
| Maximum Drawdown | 23.44 | |||
| Value At Risk | (2.74) | |||
| Potential Upside | 6.25 |
Liberty Broadband Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty Broadband's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty Broadband's standard deviation. In reality, there are many statistical measures that can use Liberty Broadband historical prices to predict the future Liberty Broadband's volatility.| Risk Adjusted Performance | 0.1652 | |||
| Jensen Alpha | 0.6153 | |||
| Total Risk Alpha | 0.1477 | |||
| Sortino Ratio | 0.2693 | |||
| Treynor Ratio | 1.6 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Liberty Broadband's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Liberty Broadband Backtested Returns
Liberty Broadband appears to be very steady, given 3 months investment horizon. Liberty Broadband has Sharpe Ratio of 0.2, which conveys that the firm had a 0.2% return per unit of risk over the last 3 months. By analyzing Liberty Broadband's technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please exercise Liberty Broadband's Mean Deviation of 2.03, downside deviation of 2.02, and Risk Adjusted Performance of 0.1652 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Liberty Broadband holds a performance score of 15. The company secures a Beta (Market Risk) of 0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Liberty Broadband's returns are expected to increase less than the market. However, during the bear market, the loss of holding Liberty Broadband is expected to be smaller as well. Please check Liberty Broadband's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Liberty Broadband's current price movements will revert.
Auto-correlation | 0.57 |
Modest predictability
Liberty Broadband has modest predictability. Overlapping area represents the amount of predictability between Liberty Broadband time series from 24th of September 2024 to 24th of October 2024 and 24th of October 2024 to 23rd 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 Broadband price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Liberty Broadband price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 36.99 |
Liberty Broadband lagged returns against current returns
Autocorrelation, which is Liberty Broadband 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 Broadband's stock expected returns. We can calculate the autocorrelation of Liberty Broadband returns to help us make a trade decision. For example, suppose you find that Liberty Broadband 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 Broadband 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 Broadband stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Broadband stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty Broadband stock over time.
Current vs Lagged Prices |
| Timeline |
Liberty Broadband Lagged Returns
When evaluating Liberty Broadband's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty Broadband stock have on its future price. Liberty Broadband 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 Broadband autocorrelation shows the relationship between Liberty Broadband stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Broadband.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Liberty Stock
Liberty Broadband financial ratios help investors to determine whether Liberty 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 Liberty with respect to the benefits of owning Liberty Broadband security.