Liberty Defense's market value is the price at which a share of Liberty Defense trades on a public exchange. It measures the collective expectations of Liberty Defense Holdings investors about its performance. Liberty Defense is trading at 0.95 as of the 1st of February 2025. This is a 1.06 percent increase since the beginning of the trading day. The stock's lowest day price was 0.91. With this module, you can estimate the performance of a buy and hold strategy of Liberty Defense Holdings and determine expected loss or profit from investing in Liberty Defense over a given investment horizon. Check out Liberty Defense Correlation, Liberty Defense Volatility and Liberty Defense Alpha and Beta module to complement your research on Liberty Defense.
Please note, there is a significant difference between Liberty Defense's value and its price as these two are different measures arrived at by different means. Investors typically determine if Liberty Defense is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Liberty Defense's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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 otc 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.
0.00
01/02/2025
No Change 0.00
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In 31 days
02/01/2025
0.00
If you would invest 0.00 in Liberty Defense on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Liberty Defense Holdings or generate 0.0% return on investment in Liberty Defense over 30 days. Liberty Defense is related to or competes with Evolv Technologies, Evolv Technologies, NAPCO Security, Guardforce, Geo, Iveda Solutions, and LogicMark. Liberty Defense Holdings, Ltd., through its subsidiary, Liberty Defense Technologies Inc., engages in the development an... 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 otc 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 Holdings upside and downside potential and time the market with a certain degree of confidence.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Liberty Defense. Your research has to be compared to or analyzed against Liberty Defense's peers to derive any actionable benefits. When done correctly, Liberty Defense's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Liberty Defense Holdings.
Liberty Defense Holdings Backtested Returns
Liberty Defense is out of control given 3 months investment horizon. Liberty Defense Holdings has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.15% are justified by taking the suggested risk. Use Liberty Defense Holdings Risk Adjusted Performance of 0.091, mean deviation of 6.59, and Downside Deviation of 8.47 to evaluate company specific risk that cannot be diversified away. Liberty Defense holds a performance score of 9 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.71, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Liberty Defense are expected to decrease at a much lower rate. During the bear market, Liberty Defense is likely to outperform the market. Use Liberty Defense Holdings treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to analyze future returns on Liberty Defense Holdings.
Auto-correlation
0.63
Good predictability
Liberty Defense Holdings has good predictability. Overlapping area represents the amount of predictability between Liberty Defense time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Liberty Defense Holdings price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Liberty Defense price fluctuation can be explain by its past prices.
Correlation Coefficient
0.63
Spearman Rank Test
0.72
Residual Average
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Price Variance
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Liberty Defense Holdings lagged returns against current returns
Autocorrelation, which is Liberty Defense otc 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 otc 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 otc 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 otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Defense otc 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 otc 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 otc 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 otc stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Defense Holdings.
Other Information on Investing in Liberty OTC Stock
Liberty Defense financial ratios help investors to determine whether Liberty OTC 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.