Lifevantage Stock Market Value
| LFVN Stock | USD 12.93 0.63 4.65% |
| Symbol | Lifevantage |
Lifevantage Price To Book Ratio
Is Personal Care Products space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Lifevantage. If investors know Lifevantage will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Lifevantage listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.8 | Dividend Share 0.15 | Earnings Share 0.32 | Revenue Per Share 15.853 | Quarterly Revenue Growth (0.08) |
The market value of Lifevantage is measured differently than its book value, which is the value of Lifevantage that is recorded on the company's balance sheet. Investors also form their own opinion of Lifevantage's value that differs from its market value or its book value, called intrinsic value, which is Lifevantage's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Lifevantage's market value can be influenced by many factors that don't directly affect Lifevantage's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Lifevantage's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lifevantage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lifevantage'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.
Lifevantage '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 Lifevantage'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 Lifevantage.
| 10/22/2024 |
| 11/21/2024 |
If you would invest 0.00 in Lifevantage on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Lifevantage or generate 0.0% return on investment in Lifevantage over 30 days. Lifevantage is related to or competes with Central Garden, Central Garden, Lifeway Foods, Seneca Foods, J J, Aryzta AG, and Coffee Holding. LifeVantage Corporation engages in the identification, research, development, formulation, sale, and distribution of nut... More
Lifevantage 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 Lifevantage'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 Lifevantage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.52 | |||
| Information Ratio | 0.1392 | |||
| Maximum Drawdown | 26.14 | |||
| Value At Risk | (6.81) | |||
| Potential Upside | 8.92 |
Lifevantage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lifevantage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lifevantage's standard deviation. In reality, there are many statistical measures that can use Lifevantage historical prices to predict the future Lifevantage's volatility.| Risk Adjusted Performance | 0.1281 | |||
| Jensen Alpha | 0.8097 | |||
| Total Risk Alpha | 0.2118 | |||
| Sortino Ratio | 0.1507 | |||
| Treynor Ratio | (1.50) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lifevantage's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Lifevantage Backtested Returns
Lifevantage appears to be slightly risky, given 3 months investment horizon. Lifevantage has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15% return per unit of risk over the last 3 months. By analyzing Lifevantage's technical indicators, you can evaluate if the expected return of 0.77% is justified by implied risk. Please exercise Lifevantage's Downside Deviation of 4.52, risk adjusted performance of 0.1281, and Mean Deviation of 3.59 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lifevantage holds a performance score of 12. The company secures a Beta (Market Risk) of -0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lifevantage are expected to decrease at a much lower rate. During the bear market, Lifevantage is likely to outperform the market. Please check Lifevantage's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether Lifevantage's current price movements will revert.
Auto-correlation | -0.59 |
Good reverse predictability
Lifevantage has good reverse predictability. Overlapping area represents the amount of predictability between Lifevantage time series from 22nd of October 2024 to 6th of November 2024 and 6th of November 2024 to 21st of November 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 Lifevantage price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Lifevantage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Lifevantage lagged returns against current returns
Autocorrelation, which is Lifevantage 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 Lifevantage's stock expected returns. We can calculate the autocorrelation of Lifevantage returns to help us make a trade decision. For example, suppose you find that Lifevantage 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 |
Lifevantage 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 Lifevantage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lifevantage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lifevantage stock over time.
Current vs Lagged Prices |
| Timeline |
Lifevantage Lagged Returns
When evaluating Lifevantage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lifevantage stock have on its future price. Lifevantage 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, Lifevantage autocorrelation shows the relationship between Lifevantage stock current value and its past values and can show if there is a momentum factor associated with investing in Lifevantage.
Regressed Prices |
| Timeline |
Pair Trading with Lifevantage
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Lifevantage position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Lifevantage will appreciate offsetting losses from the drop in the long position's value.Moving against Lifevantage Stock
| 0.86 | CL | Colgate Palmolive Fiscal Year End 24th of January 2025 | PairCorr |
| 0.81 | EPC | Edgewell Personal Care | PairCorr |
| 0.74 | KMB | Kimberly Clark Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.72 | NUS | Nu Skin Enterprises | PairCorr |
| 0.67 | UL | Unilever PLC ADR | PairCorr |
The ability to find closely correlated positions to Lifevantage could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Lifevantage when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Lifevantage - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Lifevantage to buy it.
The correlation of Lifevantage is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Lifevantage moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Lifevantage moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Lifevantage can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Lifevantage Correlation, Lifevantage Volatility and Lifevantage Alpha and Beta module to complement your research on Lifevantage. To learn how to invest in Lifevantage Stock, please use our How to Invest in Lifevantage guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Lifevantage technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.