Lions Gate (Germany) Market Value
| LGNB Stock | EUR 6.95 0.05 0.71% |
| Symbol | Lions |
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.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Lions Gate on December 7, 2023 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 360 days. Lions Gate is related to or competes with Wizz Air, DELTA AIR, Lion One, and Perseus Mining. 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 | 2.09 | |||
| Information Ratio | 0.0322 | |||
| Maximum Drawdown | 13.61 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 4.72 |
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 | 0.0777 | |||
| Jensen Alpha | 0.1341 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0348 | |||
| Treynor Ratio | 0.3855 |
Lions Gate Entertainment Backtested Returns
Lions Gate appears to be somewhat reliable, given 3 months investment horizon. Lions Gate Entertainment has Sharpe Ratio of 0.0876, which conveys that the firm had a 0.0876% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Lions Gate, which you can use to evaluate the volatility of the firm. Please exercise Lions Gate's Risk Adjusted Performance of 0.0777, downside deviation of 2.09, and Mean Deviation of 1.61 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lions Gate holds a performance score of 6. The company secures a Beta (Market Risk) of 0.52, 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. Please check Lions Gate's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Lions Gate's current price movements will revert.
Auto-correlation | 0.23 |
Weak predictability
Lions Gate Entertainment has weak predictability. Overlapping area represents the amount of predictability between Lions Gate time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 Lions Gate Entertainment price movement. The serial correlation of 0.23 indicates that over 23.0% of current Lions Gate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
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 |
Currently Active Assets on Macroaxis
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.