LIBERTY DEFENSE (Germany) Market Value
| LD2A Stock | EUR 0.52 0.00 0.00% |
| Symbol | LIBERTY |
LIBERTY DEFENSE '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 DEFENSE'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 DEFENSE.
| 11/27/2024 |
| 12/27/2024 |
If you would invest 0.00 in LIBERTY DEFENSE on November 27, 2024 and sell it all today you would earn a total of 0.00 from holding LIBERTY DEFENSE H or generate 0.0% return on investment in LIBERTY DEFENSE over 30 days. LIBERTY DEFENSE is related to or competes with ABB PAR, ASSA ABLOY, SECOM CO, Halma Plc, Allegion Plc, ADT, and MSA Safety. DrawDown Detection Inc. develops, manufactures, and sells gunpowder detection sensor, a handheld device to detect smokel... More
LIBERTY DEFENSE 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 DEFENSE'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 DEFENSE H upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.63 | |||
| Information Ratio | 0.1148 | |||
| Maximum Drawdown | 124.44 | |||
| Value At Risk | (22.50) | |||
| Potential Upside | 59.09 |
LIBERTY DEFENSE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LIBERTY DEFENSE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LIBERTY DEFENSE's standard deviation. In reality, there are many statistical measures that can use LIBERTY DEFENSE historical prices to predict the future LIBERTY DEFENSE's volatility.| Risk Adjusted Performance | 0.1027 | |||
| Jensen Alpha | 2.62 | |||
| Total Risk Alpha | 1.37 | |||
| Sortino Ratio | 0.1429 | |||
| Treynor Ratio | (2.02) |
LIBERTY DEFENSE H Backtested Returns
LIBERTY DEFENSE is out of control given 3 months investment horizon. LIBERTY DEFENSE H retains Efficiency (Sharpe Ratio) of 0.11, which conveys that the firm had a 0.11% return per unit of return volatility over the last 3 months. We were able to analyze twenty-four different technical indicators, which can help you to evaluate if expected returns of 2.58% are justified by taking the suggested risk. Use LIBERTY DEFENSE H Downside Deviation of 17.63, mean deviation of 13.94, and Market Risk Adjusted Performance of (2.01) to evaluate company specific risk that cannot be diversified away. LIBERTY DEFENSE holds a performance score of 8 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of -1.27, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning LIBERTY DEFENSE are expected to decrease by larger amounts. On the other hand, during market turmoil, LIBERTY DEFENSE is expected to outperform it. Use LIBERTY DEFENSE H downside deviation, information ratio, and the relationship between the semi deviation and variance , to analyze future returns on LIBERTY DEFENSE H.
Auto-correlation | 0.14 |
Insignificant predictability
LIBERTY DEFENSE H has insignificant predictability. Overlapping area represents the amount of predictability between LIBERTY DEFENSE time series from 27th of November 2024 to 12th of December 2024 and 12th of December 2024 to 27th of December 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 DEFENSE H price movement. The serial correlation of 0.14 indicates that less than 14.0% of current LIBERTY DEFENSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
LIBERTY DEFENSE H lagged returns against current returns
Autocorrelation, which is LIBERTY DEFENSE 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 DEFENSE's stock expected returns. We can calculate the autocorrelation of LIBERTY DEFENSE returns to help us make a trade decision. For example, suppose you find that LIBERTY DEFENSE 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 DEFENSE 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 DEFENSE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LIBERTY DEFENSE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LIBERTY DEFENSE stock over time.
Current vs Lagged Prices |
| Timeline |
LIBERTY DEFENSE Lagged Returns
When evaluating LIBERTY DEFENSE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LIBERTY DEFENSE stock have on its future price. LIBERTY DEFENSE 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 DEFENSE autocorrelation shows the relationship between LIBERTY DEFENSE stock current value and its past values and can show if there is a momentum factor associated with investing in LIBERTY DEFENSE H.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in LIBERTY Stock
LIBERTY DEFENSE 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 DEFENSE security.