Li Ft Power Stock Market Value
| LIFT Stock | CAD 4.35 0.06 1.36% |
| Symbol | LIFT |
Li FT '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 Li FT'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 Li FT.
| 01/09/2024 |
| 12/29/2025 |
If you would invest 0.00 in Li FT on January 9, 2024 and sell it all today you would earn a total of 0.00 from holding Li FT Power or generate 0.0% return on investment in Li FT over 720 days. Li FT is related to or competes with Power Metals, American Lithium, Generation Mining, Kenorland Minerals, Black Mammoth, FPX Nickel, and CVW CleanTech. Corp. operates as a cannabis-focused technology and media company in Canada More
Li FT 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 Li FT'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 Li FT Power upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.41 | |||
| Information Ratio | 0.1431 | |||
| Maximum Drawdown | 39.14 | |||
| Value At Risk | (7.01) | |||
| Potential Upside | 12.56 |
Li FT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Li FT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Li FT's standard deviation. In reality, there are many statistical measures that can use Li FT historical prices to predict the future Li FT's volatility.| Risk Adjusted Performance | 0.1183 | |||
| Jensen Alpha | 1.06 | |||
| Total Risk Alpha | 0.3149 | |||
| Sortino Ratio | 0.1767 | |||
| Treynor Ratio | (2.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Li FT'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.
Li FT Power Backtested Returns
Li FT is very risky given 3 months investment horizon. Li FT Power retains Efficiency (Sharpe Ratio) of 0.16, which conveys that the firm had a 0.16 % return per unit of price deviation over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.04% are justified by taking the suggested risk. Use Li FT Power Standard Deviation of 6.68, mean deviation of 4.95, and Market Risk Adjusted Performance of (2.60) to evaluate company specific risk that cannot be diversified away. Li FT holds a performance score of 12 on a scale of zero to a hundred. The company owns a Beta (Systematic Risk) of -0.39, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Li FT are expected to decrease at a much lower rate. During the bear market, Li FT is likely to outperform the market. Use Li FT Power mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to analyze future returns on Li FT Power.
Auto-correlation | -0.09 |
Very weak reverse predictability
Li FT Power has very weak reverse predictability. Overlapping area represents the amount of predictability between Li FT time series from 9th of January 2024 to 3rd of January 2025 and 3rd of January 2025 to 29th 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 Li FT Power price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Li FT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Li FT Power lagged returns against current returns
Autocorrelation, which is Li FT 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 Li FT's stock expected returns. We can calculate the autocorrelation of Li FT returns to help us make a trade decision. For example, suppose you find that Li FT 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 |
Li FT 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 Li FT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Li FT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Li FT stock over time.
Current vs Lagged Prices |
| Timeline |
Li FT Lagged Returns
When evaluating Li FT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Li FT stock have on its future price. Li FT 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, Li FT autocorrelation shows the relationship between Li FT stock current value and its past values and can show if there is a momentum factor associated with investing in Li FT Power.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for LIFT Stock Analysis
When running Li FT's price analysis, check to measure Li FT'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 Li FT is operating at the current time. Most of Li FT's value examination focuses on studying past and present price action to predict the probability of Li FT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Li FT's price. Additionally, you may evaluate how the addition of Li FT to your portfolios can decrease your overall portfolio volatility.