Lianbio Stock Market Value
| LIANY Stock | 0.1 0.01 6.52% |
| Symbol | LianBio |
LianBio '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 LianBio's pink sheet 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 LianBio.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in LianBio on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding LianBio or generate 0.0% return on investment in LianBio over 30 days.
LianBio 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 LianBio's pink sheet 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 LianBio upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.9 | |||
| Information Ratio | 0.0994 | |||
| Maximum Drawdown | 60.61 | |||
| Value At Risk | (15.15) | |||
| Potential Upside | 12.73 |
LianBio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LianBio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LianBio's standard deviation. In reality, there are many statistical measures that can use LianBio historical prices to predict the future LianBio's volatility.| Risk Adjusted Performance | 0.0852 | |||
| Jensen Alpha | 1.02 | |||
| Total Risk Alpha | 0.0281 | |||
| Sortino Ratio | 0.0807 | |||
| Treynor Ratio | 8.09 |
LianBio Backtested Returns
LianBio is out of control given 3 months investment horizon. LianBio has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. We were able to interpolate twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.42% are justified by taking the suggested risk. Use LianBio Risk Adjusted Performance of 0.0852, mean deviation of 5.91, and Downside Deviation of 11.9 to evaluate company specific risk that cannot be diversified away. LianBio holds a performance score of 11 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LianBio's returns are expected to increase less than the market. However, during the bear market, the loss of holding LianBio is expected to be smaller as well. Use LianBio jensen alpha and the relationship between the potential upside and relative strength index , to analyze future returns on LianBio.
Auto-correlation | 0.37 |
Below average predictability
LianBio has below average predictability. Overlapping area represents the amount of predictability between LianBio time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LianBio price movement. The serial correlation of 0.37 indicates that just about 37.0% of current LianBio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
LianBio lagged returns against current returns
Autocorrelation, which is LianBio pink sheet'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 LianBio's pink sheet expected returns. We can calculate the autocorrelation of LianBio returns to help us make a trade decision. For example, suppose you find that LianBio has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
LianBio 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 LianBio pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LianBio pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LianBio pink sheet over time.
Current vs Lagged Prices |
| Timeline |
LianBio Lagged Returns
When evaluating LianBio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LianBio pink sheet have on its future price. LianBio 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, LianBio autocorrelation shows the relationship between LianBio pink sheet current value and its past values and can show if there is a momentum factor associated with investing in LianBio.
Regressed Prices |
| Timeline |
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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.Additional Tools for LianBio Pink Sheet Analysis
When running LianBio's price analysis, check to measure LianBio's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy LianBio is operating at the current time. Most of LianBio's value examination focuses on studying past and present price action to predict the probability of LianBio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LianBio's price. Additionally, you may evaluate how the addition of LianBio to your portfolios can decrease your overall portfolio volatility.