Liontrust Asset (UK) Market Value
| LIO Stock | 460.00 9.00 2.00% |
| Symbol | Liontrust |
Liontrust Asset '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 Liontrust Asset'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 Liontrust Asset.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Liontrust Asset on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Liontrust Asset Management or generate 0.0% return on investment in Liontrust Asset over 720 days. Liontrust Asset is related to or competes with Home Depot, River, Chrysalis Investments, and Sherborne Investors. Liontrust Asset is entity of United Kingdom More
Liontrust Asset 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 Liontrust Asset'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 Liontrust Asset Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 11.7 | |||
| Value At Risk | (3.59) | |||
| Potential Upside | 2.99 |
Liontrust Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liontrust Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liontrust Asset's standard deviation. In reality, there are many statistical measures that can use Liontrust Asset historical prices to predict the future Liontrust Asset's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.58) | |||
| Total Risk Alpha | (0.84) | |||
| Treynor Ratio | (1.07) |
Liontrust Asset Mana Backtested Returns
Liontrust Asset Mana has Sharpe Ratio of -0.22, which conveys that the firm had a -0.22% return per unit of risk over the last 3 months. Liontrust Asset exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Liontrust Asset's Standard Deviation of 2.36, risk adjusted performance of (0.16), and Mean Deviation of 1.59 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Liontrust Asset's returns are expected to increase less than the market. However, during the bear market, the loss of holding Liontrust Asset is expected to be smaller as well. At this point, Liontrust Asset Mana has a negative expected return of -0.52%. Please make sure to verify Liontrust Asset's kurtosis, day median price, and the relationship between the potential upside and daily balance of power , to decide if Liontrust Asset Mana performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.05 |
Very weak reverse predictability
Liontrust Asset Management has very weak reverse predictability. Overlapping area represents the amount of predictability between Liontrust Asset time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 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 Liontrust Asset Mana price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Liontrust Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 5613.39 |
Liontrust Asset Mana lagged returns against current returns
Autocorrelation, which is Liontrust Asset 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 Liontrust Asset's stock expected returns. We can calculate the autocorrelation of Liontrust Asset returns to help us make a trade decision. For example, suppose you find that Liontrust Asset 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 |
Liontrust Asset 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 Liontrust Asset stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liontrust Asset stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liontrust Asset stock over time.
Current vs Lagged Prices |
| Timeline |
Liontrust Asset Lagged Returns
When evaluating Liontrust Asset's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liontrust Asset stock have on its future price. Liontrust Asset 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, Liontrust Asset autocorrelation shows the relationship between Liontrust Asset stock current value and its past values and can show if there is a momentum factor associated with investing in Liontrust Asset Management.
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.Other Information on Investing in Liontrust Stock
Liontrust Asset financial ratios help investors to determine whether Liontrust Stock 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 Liontrust with respect to the benefits of owning Liontrust Asset security.