Lions Gate Entertainment Stock Market Value
| LGF-A Stock | USD 8.16 0.23 2.90% |
| Symbol | Lions |
Lions Gate Entertainment Price To Book Ratio
Lions Gate '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 Lions Gate'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 Lions Gate.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Lions Gate on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Lions Gate Entertainment or generate 0.0% return on investment in Lions Gate over 30 days. Lions Gate is related to or competes with Lions Gate, AMC Networks, Altice USA, Liberty Broadband, and Liberty Broadband. Lions Gate Entertainment Corp. engages in motion picture production and distribution, television programming and syndica... More
Lions Gate 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 Lions Gate'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 Lions Gate Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.73 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 16.0 | |||
| Value At Risk | (3.67) | |||
| Potential Upside | 3.51 |
Lions Gate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lions Gate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lions Gate's standard deviation. In reality, there are many statistical measures that can use Lions Gate historical prices to predict the future Lions Gate's volatility.| Risk Adjusted Performance | 0.0252 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0607 |
Lions Gate Entertainment Backtested Returns
Lions Gate Entertainment has Sharpe Ratio of -0.0447, which conveys that the firm had a -0.0447% return per unit of risk over the last 3 months. Lions Gate exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lions Gate's Risk Adjusted Performance of 0.0252, mean deviation of 1.8, and Downside Deviation of 2.73 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.85, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lions Gate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lions Gate is expected to be smaller as well. At this point, Lions Gate Entertainment has a negative expected return of -0.11%. Please make sure to verify Lions Gate's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Lions Gate Entertainment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.24 |
Weak reverse predictability
Lions Gate Entertainment has weak reverse predictability. Overlapping area represents the amount of predictability between Lions Gate time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Lions Gate Entertainment price movement. The serial correlation of -0.24 indicates that over 24.0% of current Lions Gate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Lions Gate Entertainment lagged returns against current returns
Autocorrelation, which is Lions Gate 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 Lions Gate's stock expected returns. We can calculate the autocorrelation of Lions Gate returns to help us make a trade decision. For example, suppose you find that Lions Gate 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 |
Lions Gate 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 Lions Gate stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lions Gate stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lions Gate stock over time.
Current vs Lagged Prices |
| Timeline |
Lions Gate Lagged Returns
When evaluating Lions Gate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lions Gate stock have on its future price. Lions Gate 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, Lions Gate autocorrelation shows the relationship between Lions Gate stock current value and its past values and can show if there is a momentum factor associated with investing in Lions Gate 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 Lions Stock
Lions Gate financial ratios help investors to determine whether Lions 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 Lions with respect to the benefits of owning Lions Gate security.