Lilium Nv Stock Market Value
| LILM Stock | USD 0.09 0 4.26% |
| Symbol | Lilium |
Lilium NV Price To Book Ratio
Is Industrial Machinery & Supplies & Components space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Lilium NV. If investors know Lilium will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Lilium NV listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.07 | Quarterly Revenue Growth (0.52) | Return On Assets (0.79) | Return On Equity (3.24) |
The market value of Lilium NV is measured differently than its book value, which is the value of Lilium that is recorded on the company's balance sheet. Investors also form their own opinion of Lilium NV's value that differs from its market value or its book value, called intrinsic value, which is Lilium NV's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Lilium NV's market value can be influenced by many factors that don't directly affect Lilium NV's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Lilium NV's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lilium NV is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lilium NV's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Lilium NV '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 Lilium NV'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 Lilium NV.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Lilium NV on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Lilium NV or generate 0.0% return on investment in Lilium NV over 30 days. Lilium NV is related to or competes with Vertical Aerospace, Ehang Holdings, Rocket Lab, Archer Aviation, Eve Holding, Draganfly, and Heico. Lilium N.V., a transportation company, engages in the research and development of electric vertical takeoff and landing ... More
Lilium NV 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 Lilium NV'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 Lilium NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 126.32 | |||
| Value At Risk | (31.43) | |||
| Potential Upside | 14.58 |
Lilium NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lilium NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lilium NV's standard deviation. In reality, there are many statistical measures that can use Lilium NV historical prices to predict the future Lilium NV's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.90) | |||
| Total Risk Alpha | (3.90) | |||
| Treynor Ratio | 0.2885 |
Lilium NV Backtested Returns
Lilium NV has Sharpe Ratio of -0.0708, which conveys that the firm had a -0.0708% return per unit of risk over the last 3 months. Lilium NV exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lilium NV's Mean Deviation of 10.14, risk adjusted performance of (0.04), and Standard Deviation of 19.4 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -4.75, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Lilium NV are expected to decrease by larger amounts. On the other hand, during market turmoil, Lilium NV is expected to outperform it. At this point, Lilium NV has a negative expected return of -1.41%. Please make sure to verify Lilium NV's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Lilium NV performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.31 |
Poor reverse predictability
Lilium NV has poor reverse predictability. Overlapping area represents the amount of predictability between Lilium NV time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Lilium NV price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Lilium NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lilium NV lagged returns against current returns
Autocorrelation, which is Lilium NV 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 Lilium NV's stock expected returns. We can calculate the autocorrelation of Lilium NV returns to help us make a trade decision. For example, suppose you find that Lilium NV 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 |
Lilium NV 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 Lilium NV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lilium NV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lilium NV stock over time.
Current vs Lagged Prices |
| Timeline |
Lilium NV Lagged Returns
When evaluating Lilium NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lilium NV stock have on its future price. Lilium NV 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, Lilium NV autocorrelation shows the relationship between Lilium NV stock current value and its past values and can show if there is a momentum factor associated with investing in Lilium NV.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Lilium NV Correlation, Lilium NV Volatility and Lilium NV Alpha and Beta module to complement your research on Lilium NV. To learn how to invest in Lilium Stock, please use our How to Invest in Lilium NV guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Lilium NV 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.