Lionsgate Studios Corp Stock Market Value
| LION Stock | USD 7.23 0.19 2.70% |
| Symbol | Lionsgate |
Lionsgate Studios Corp Price To Book Ratio
Is Asset Management & Custody Banks 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 Lionsgate Studios. If investors know Lionsgate 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 Lionsgate Studios listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.17) |
The market value of Lionsgate Studios Corp is measured differently than its book value, which is the value of Lionsgate that is recorded on the company's balance sheet. Investors also form their own opinion of Lionsgate Studios' value that differs from its market value or its book value, called intrinsic value, which is Lionsgate Studios' 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 Lionsgate Studios' market value can be influenced by many factors that don't directly affect Lionsgate Studios' 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 Lionsgate Studios' value and its price as these two are different measures arrived at by different means. Investors typically determine if Lionsgate Studios is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lionsgate Studios' 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.
Lionsgate Studios '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 Lionsgate Studios' 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 Lionsgate Studios.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Lionsgate Studios on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Lionsgate Studios Corp or generate 0.0% return on investment in Lionsgate Studios over 180 days. Lionsgate Studios is related to or competes with ASE Industrial, Amkor Technology, Everspin Technologies, Emerson Radio, Advanced Micro, Allient, and Nextnav Acquisition. It intends to effect a merger, capital stock exchange, asset acquisition, stock purchase, reorganization, or similar bus... More
Lionsgate Studios 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 Lionsgate Studios' 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 Lionsgate Studios Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.06 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 21.79 | |||
| Value At Risk | (3.22) | |||
| Potential Upside | 4.43 |
Lionsgate Studios Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lionsgate Studios' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lionsgate Studios' standard deviation. In reality, there are many statistical measures that can use Lionsgate Studios historical prices to predict the future Lionsgate Studios' volatility.| Risk Adjusted Performance | 0.0232 | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0443 |
Lionsgate Studios Corp Backtested Returns
As of now, Lionsgate Stock is somewhat reliable. Lionsgate Studios Corp has Sharpe Ratio of 0.0552, which conveys that the firm had a 0.0552% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lionsgate Studios, which you can use to evaluate the volatility of the firm. Please verify Lionsgate Studios' Mean Deviation of 1.82, risk adjusted performance of 0.0232, and Downside Deviation of 2.06 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Lionsgate Studios has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.12, which conveys a somewhat significant risk relative to the market. Lionsgate Studios returns are very sensitive to returns on the market. As the market goes up or down, Lionsgate Studios is expected to follow. Lionsgate Studios Corp right now secures a risk of 2.9%. Please verify Lionsgate Studios Corp expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if Lionsgate Studios Corp will be following its current price movements.
Auto-correlation | 0.06 |
Virtually no predictability
Lionsgate Studios Corp has virtually no predictability. Overlapping area represents the amount of predictability between Lionsgate Studios time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 Lionsgate Studios Corp price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Lionsgate Studios price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Lionsgate Studios Corp lagged returns against current returns
Autocorrelation, which is Lionsgate Studios 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 Lionsgate Studios' stock expected returns. We can calculate the autocorrelation of Lionsgate Studios returns to help us make a trade decision. For example, suppose you find that Lionsgate Studios 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 |
Lionsgate Studios 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 Lionsgate Studios stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lionsgate Studios stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lionsgate Studios stock over time.
Current vs Lagged Prices |
| Timeline |
Lionsgate Studios Lagged Returns
When evaluating Lionsgate Studios' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lionsgate Studios stock have on its future price. Lionsgate Studios 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, Lionsgate Studios autocorrelation shows the relationship between Lionsgate Studios stock current value and its past values and can show if there is a momentum factor associated with investing in Lionsgate Studios Corp.
Regressed Prices |
| Timeline |
Pair Trading with Lionsgate Studios
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Lionsgate Studios position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Lionsgate Studios will appreciate offsetting losses from the drop in the long position's value.Moving against Lionsgate Stock
The ability to find closely correlated positions to Lionsgate Studios could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Lionsgate Studios when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Lionsgate Studios - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Lionsgate Studios Corp to buy it.
The correlation of Lionsgate Studios is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Lionsgate Studios moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Lionsgate Studios Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Lionsgate Studios can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Lionsgate Studios Correlation, Lionsgate Studios Volatility and Lionsgate Studios Alpha and Beta module to complement your research on Lionsgate Studios. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Lionsgate Studios 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.