Litigation Capital (UK) Market Value
| LIT Stock | 115.75 0.75 0.65% |
| Symbol | Litigation |
Litigation Capital '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 Litigation Capital'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 Litigation Capital.
| 10/30/2023 |
| 11/23/2024 |
If you would invest 0.00 in Litigation Capital on October 30, 2023 and sell it all today you would earn a total of 0.00 from holding Litigation Capital Management or generate 0.0% return on investment in Litigation Capital over 390 days. Litigation Capital is related to or competes with Catalyst Media, Oncimmune Holdings, Invesco Health, Coor Service, Surgical Science, Mereo BioPharma, and SPDR SP. Litigation Capital is entity of United Kingdom More
Litigation Capital 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 Litigation Capital'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 Litigation Capital Management upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.98 | |||
| Information Ratio | 0.0316 | |||
| Maximum Drawdown | 16.42 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 4.84 |
Litigation Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Litigation Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Litigation Capital's standard deviation. In reality, there are many statistical measures that can use Litigation Capital historical prices to predict the future Litigation Capital's volatility.| Risk Adjusted Performance | 0.0692 | |||
| Jensen Alpha | 0.1467 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0422 | |||
| Treynor Ratio | 0.4276 |
Litigation Capital Backtested Returns
Litigation Capital appears to be very steady, given 3 months investment horizon. Litigation Capital has Sharpe Ratio of 0.0794, which conveys that the firm had a 0.0794% return per unit of risk over the last 3 months. We have found thirty technical indicators for Litigation Capital, which you can use to evaluate the volatility of the firm. Please exercise Litigation Capital's Mean Deviation of 1.62, downside deviation of 1.98, and Risk Adjusted Performance of 0.0692 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Litigation Capital holds a performance score of 6. The company secures a Beta (Market Risk) of 0.48, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Litigation Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Litigation Capital is expected to be smaller as well. Please check Litigation Capital's skewness, day typical price, and the relationship between the downside variance and daily balance of power , to make a quick decision on whether Litigation Capital's current price movements will revert.
Auto-correlation | 0.59 |
Modest predictability
Litigation Capital Management has modest predictability. Overlapping area represents the amount of predictability between Litigation Capital time series from 30th of October 2023 to 12th of May 2024 and 12th of May 2024 to 23rd 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 Litigation Capital price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Litigation Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 35.82 |
Litigation Capital lagged returns against current returns
Autocorrelation, which is Litigation Capital 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 Litigation Capital's stock expected returns. We can calculate the autocorrelation of Litigation Capital returns to help us make a trade decision. For example, suppose you find that Litigation Capital 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 |
Litigation Capital 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 Litigation Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Litigation Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Litigation Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Litigation Capital Lagged Returns
When evaluating Litigation Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Litigation Capital stock have on its future price. Litigation Capital 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, Litigation Capital autocorrelation shows the relationship between Litigation Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Litigation Capital Management.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Litigation Stock
Litigation Capital financial ratios help investors to determine whether Litigation 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 Litigation with respect to the benefits of owning Litigation Capital security.