Live Nation (Brazil) Market Value
| L1YV34 Stock | BRL 165.40 0.20 0.12% |
| Symbol | Live |
Live Nation '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 Live Nation'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 Live Nation.
| 02/04/2023 |
| 01/24/2025 |
If you would invest 0.00 in Live Nation on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Live Nation Entertainment, or generate 0.0% return on investment in Live Nation over 720 days. Live Nation is related to or competes with MAHLE Metal, Verizon Communications, Charter Communications, Darden Restaurants,, and METISA Metalrgica. Live Nation Entertainment, Inc. operates as a live entertainment company More
Live Nation 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 Live Nation'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 Live Nation Entertainment, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.54 | |||
| Information Ratio | 0.1535 | |||
| Maximum Drawdown | 10.23 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 5.0 |
Live Nation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Live Nation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Live Nation's standard deviation. In reality, there are many statistical measures that can use Live Nation historical prices to predict the future Live Nation's volatility.| Risk Adjusted Performance | 0.1596 | |||
| Jensen Alpha | 0.3361 | |||
| Total Risk Alpha | 0.2375 | |||
| Sortino Ratio | 0.1913 | |||
| Treynor Ratio | 3.47 |
Live Nation Entertai Backtested Returns
Live Nation appears to be very steady, given 3 months investment horizon. Live Nation Entertai has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Live Nation, which you can use to evaluate the volatility of the firm. Please exercise Live Nation's Downside Deviation of 1.54, mean deviation of 1.38, and Risk Adjusted Performance of 0.1596 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Live Nation holds a performance score of 14. The company secures a Beta (Market Risk) of 0.0981, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Live Nation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Live Nation is expected to be smaller as well. Please check Live Nation's semi variance, daily balance of power, and the relationship between the potential upside and skewness , to make a quick decision on whether Live Nation's current price movements will revert.
Auto-correlation | 0.47 |
Average predictability
Live Nation Entertainment, has average predictability. Overlapping area represents the amount of predictability between Live Nation time series from 4th of February 2023 to 30th of January 2024 and 30th of January 2024 to 24th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Live Nation Entertai price movement. The serial correlation of 0.47 indicates that about 47.0% of current Live Nation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 584.77 |
Live Nation Entertai lagged returns against current returns
Autocorrelation, which is Live Nation 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 Live Nation's stock expected returns. We can calculate the autocorrelation of Live Nation returns to help us make a trade decision. For example, suppose you find that Live Nation 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 |
Live Nation 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 Live Nation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Live Nation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Live Nation stock over time.
Current vs Lagged Prices |
| Timeline |
Live Nation Lagged Returns
When evaluating Live Nation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Live Nation stock have on its future price. Live Nation 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, Live Nation autocorrelation shows the relationship between Live Nation stock current value and its past values and can show if there is a momentum factor associated with investing in Live Nation Entertainment,.
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 Live Stock
Live Nation financial ratios help investors to determine whether Live 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 Live with respect to the benefits of owning Live Nation security.