Livechain Stock Market Value
| LICH Stock | USD 0.01 0.0003 4.11% |
| Symbol | LiveChain |
LiveChain '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 LiveChain'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 LiveChain.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in LiveChain on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding LiveChain or generate 0.0% return on investment in LiveChain over 30 days. LIVECHAIN INC., a tech technology company, engages in the development and distribution of live streaming technology and ... More
LiveChain 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 LiveChain'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 LiveChain upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 50.35 | |||
| Information Ratio | 0.2021 | |||
| Maximum Drawdown | 420.71 | |||
| Value At Risk | (42.86) | |||
| Potential Upside | 204.17 |
LiveChain Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LiveChain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LiveChain's standard deviation. In reality, there are many statistical measures that can use LiveChain historical prices to predict the future LiveChain's volatility.| Risk Adjusted Performance | 0.1663 | |||
| Jensen Alpha | 12.36 | |||
| Total Risk Alpha | 3.13 | |||
| Sortino Ratio | 0.2707 | |||
| Treynor Ratio | 1.2 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LiveChain'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.
LiveChain Backtested Returns
LiveChain is out of control given 3 months investment horizon. LiveChain has Sharpe Ratio of 0.2, which conveys that the firm had a 0.2% return per unit of risk over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 13.76% are justified by taking the suggested risk. Use LiveChain Downside Deviation of 50.35, risk adjusted performance of 0.1663, and Mean Deviation of 32.46 to evaluate company specific risk that cannot be diversified away. LiveChain holds a performance score of 16 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 11.49, 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, LiveChain will likely underperform. Use LiveChain value at risk, kurtosis, period momentum indicator, as well as the relationship between the semi variance and day median price , to analyze future returns on LiveChain.
Auto-correlation | -0.27 |
Weak reverse predictability
LiveChain has weak reverse predictability. Overlapping area represents the amount of predictability between LiveChain time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 LiveChain price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current LiveChain price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
LiveChain lagged returns against current returns
Autocorrelation, which is LiveChain 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 LiveChain's pink sheet expected returns. We can calculate the autocorrelation of LiveChain returns to help us make a trade decision. For example, suppose you find that LiveChain 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 |
LiveChain 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 LiveChain pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LiveChain pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LiveChain pink sheet over time.
Current vs Lagged Prices |
| Timeline |
LiveChain Lagged Returns
When evaluating LiveChain's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LiveChain pink sheet have on its future price. LiveChain 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, LiveChain autocorrelation shows the relationship between LiveChain pink sheet current value and its past values and can show if there is a momentum factor associated with investing in LiveChain.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in LiveChain Pink Sheet
LiveChain financial ratios help investors to determine whether LiveChain Pink Sheet 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 LiveChain with respect to the benefits of owning LiveChain security.