Lindblad Expeditions (Germany) Market Value
| LI4 Stock | EUR 11.80 0.20 1.67% |
| Symbol | Lindblad |
Lindblad Expeditions '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 Lindblad Expeditions' 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 Lindblad Expeditions.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Lindblad Expeditions on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Lindblad Expeditions Holdings or generate 0.0% return on investment in Lindblad Expeditions over 30 days. Lindblad Expeditions is related to or competes with Digilife Technologies, Carsales, BORR DRILLING, BOS BETTER, Gruppo Mutuionline, SOFI TECHNOLOGIES, and Salesforce. Lindblad Expeditions Holdings, Inc. provides expedition cruising and adventure travel experiences More
Lindblad Expeditions 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 Lindblad Expeditions' 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 Lindblad Expeditions Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | 0.0711 | |||
| Maximum Drawdown | 43.19 | |||
| Value At Risk | (4.14) | |||
| Potential Upside | 5.1 |
Lindblad Expeditions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lindblad Expeditions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lindblad Expeditions' standard deviation. In reality, there are many statistical measures that can use Lindblad Expeditions historical prices to predict the future Lindblad Expeditions' volatility.| Risk Adjusted Performance | 0.0821 | |||
| Jensen Alpha | 0.2834 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | 0.1491 | |||
| Treynor Ratio | 0.2809 |
Lindblad Expeditions Backtested Returns
Lindblad Expeditions appears to be slightly risky, given 3 months investment horizon. Lindblad Expeditions has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1% return per unit of risk over the last 3 months. By analyzing Lindblad Expeditions' technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please exercise Lindblad Expeditions' Risk Adjusted Performance of 0.0821, downside deviation of 2.63, and Mean Deviation of 2.63 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lindblad Expeditions holds a performance score of 8. The company secures a Beta (Market Risk) of 1.85, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Lindblad Expeditions will likely underperform. Please check Lindblad Expeditions' sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Lindblad Expeditions' current price movements will revert.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Lindblad Expeditions Holdings has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Lindblad Expeditions time series from 1st of November 2024 to 16th of November 2024 and 16th of November 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 Lindblad Expeditions price movement. The serial correlation of -0.8 indicates that around 80.0% of current Lindblad Expeditions price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Lindblad Expeditions lagged returns against current returns
Autocorrelation, which is Lindblad Expeditions 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 Lindblad Expeditions' stock expected returns. We can calculate the autocorrelation of Lindblad Expeditions returns to help us make a trade decision. For example, suppose you find that Lindblad Expeditions 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 |
Lindblad Expeditions 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 Lindblad Expeditions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lindblad Expeditions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lindblad Expeditions stock over time.
Current vs Lagged Prices |
| Timeline |
Lindblad Expeditions Lagged Returns
When evaluating Lindblad Expeditions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lindblad Expeditions stock have on its future price. Lindblad Expeditions 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, Lindblad Expeditions autocorrelation shows the relationship between Lindblad Expeditions stock current value and its past values and can show if there is a momentum factor associated with investing in Lindblad Expeditions Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Lindblad Stock
When determining whether Lindblad Expeditions is a strong investment it is important to analyze Lindblad Expeditions' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Lindblad Expeditions' future performance. For an informed investment choice regarding Lindblad Stock, refer to the following important reports:Check out Lindblad Expeditions Correlation, Lindblad Expeditions Volatility and Lindblad Expeditions Alpha and Beta module to complement your research on Lindblad Expeditions. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Lindblad Expeditions 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.