LIGHTON (France) Market Value
| ALTAI Stock | 5.58 0.28 5.28% |
| Symbol | LIGHTON |
LIGHTON '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 LIGHTON'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 LIGHTON.
| 10/19/2025 |
| 01/17/2026 |
If you would invest 0.00 in LIGHTON on October 19, 2025 and sell it all today you would earn a total of 0.00 from holding LIGHTON or generate 0.0% return on investment in LIGHTON over 90 days.
LIGHTON 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 LIGHTON'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 LIGHTON upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 63.48 | |||
| Value At Risk | (7.62) | |||
| Potential Upside | 6.34 |
LIGHTON Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LIGHTON's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LIGHTON's standard deviation. In reality, there are many statistical measures that can use LIGHTON historical prices to predict the future LIGHTON's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (1.21) | |||
| Treynor Ratio | (0.22) |
LIGHTON Backtested Returns
LIGHTON has Sharpe Ratio of -0.0381, which conveys that the firm had a -0.0381 % return per unit of risk over the last 3 months. LIGHTON exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LIGHTON's risk adjusted performance of (0.01), and Mean Deviation of 3.54 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.04, which conveys a somewhat significant risk relative to the market. LIGHTON returns are very sensitive to returns on the market. As the market goes up or down, LIGHTON is expected to follow. At this point, LIGHTON has a negative expected return of -0.29%. Please make sure to verify LIGHTON's potential upside, and the relationship between the jensen alpha and daily balance of power , to decide if LIGHTON performance from the past will be repeated in the future.
Auto-correlation | 0.46 |
Average predictability
LIGHTON has average predictability. Overlapping area represents the amount of predictability between LIGHTON time series from 19th of October 2025 to 3rd of December 2025 and 3rd of December 2025 to 17th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LIGHTON price movement. The serial correlation of 0.46 indicates that about 46.0% of current LIGHTON price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
LIGHTON lagged returns against current returns
Autocorrelation, which is LIGHTON 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 LIGHTON's stock expected returns. We can calculate the autocorrelation of LIGHTON returns to help us make a trade decision. For example, suppose you find that LIGHTON 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 |
LIGHTON 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 LIGHTON stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LIGHTON stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LIGHTON stock over time.
Current vs Lagged Prices |
| Timeline |
LIGHTON Lagged Returns
When evaluating LIGHTON's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LIGHTON stock have on its future price. LIGHTON 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, LIGHTON autocorrelation shows the relationship between LIGHTON stock current value and its past values and can show if there is a momentum factor associated with investing in LIGHTON.
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 LIGHTON Stock Analysis
When running LIGHTON's price analysis, check to measure LIGHTON'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 LIGHTON is operating at the current time. Most of LIGHTON's value examination focuses on studying past and present price action to predict the probability of LIGHTON's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LIGHTON's price. Additionally, you may evaluate how the addition of LIGHTON to your portfolios can decrease your overall portfolio volatility.