Liberty Flour (Philippines) Market Value
| LFM Stock | 13.30 0.00 0.00% |
| Symbol | Liberty |
Liberty Flour '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 Flour'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 Flour.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Liberty Flour on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Liberty Flour Mills or generate 0.0% return on investment in Liberty Flour over 390 days. Liberty Flour is related to or competes with Metropolitan Bank, Bank of the, Security Bank, Crown Asia, COL Financial, Rizal Commercial, and Figaro Coffee. More
Liberty Flour 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 Flour'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 Flour Mills upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 27.83 | |||
| Value At Risk | (6.99) | |||
| Potential Upside | 10.19 |
Liberty Flour Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty Flour's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty Flour's standard deviation. In reality, there are many statistical measures that can use Liberty Flour historical prices to predict the future Liberty Flour's volatility.| Risk Adjusted Performance | 0.0014 | |||
| Jensen Alpha | 0.0263 | |||
| Total Risk Alpha | (0.80) | |||
| Treynor Ratio | 0.0714 |
Liberty Flour Mills Backtested Returns
Liberty Flour appears to be slightly risky, given 3 months investment horizon. Liberty Flour Mills has Sharpe Ratio of 0.043, which conveys that the firm had a 0.043% return per unit of risk over the last 3 months. We have found eighteen technical indicators for Liberty Flour, which you can use to evaluate the volatility of the firm. Please exercise Liberty Flour's Standard Deviation of 5.24, mean deviation of 3.35, and Risk Adjusted Performance of 0.0014 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Liberty Flour holds a performance score of 3. The company secures a Beta (Market Risk) of -0.87, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Liberty Flour are expected to decrease slowly. On the other hand, during market turmoil, Liberty Flour is expected to outperform it slightly. Please check Liberty Flour's jensen alpha, and the relationship between the standard deviation and potential upside , to make a quick decision on whether Liberty Flour's current price movements will revert.
Auto-correlation | 0.43 |
Average predictability
Liberty Flour Mills has average predictability. Overlapping area represents the amount of predictability between Liberty Flour time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th 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 Flour Mills price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Liberty Flour price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 3.02 |
Liberty Flour Mills lagged returns against current returns
Autocorrelation, which is Liberty Flour 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 Flour's stock expected returns. We can calculate the autocorrelation of Liberty Flour returns to help us make a trade decision. For example, suppose you find that Liberty Flour 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 Flour 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 Flour stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Flour stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty Flour stock over time.
Current vs Lagged Prices |
| Timeline |
Liberty Flour Lagged Returns
When evaluating Liberty Flour's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty Flour stock have on its future price. Liberty Flour 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 Flour autocorrelation shows the relationship between Liberty Flour stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Flour Mills.
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 Liberty Stock
Liberty Flour 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 Flour security.