Lenovo Group Ltd Stock Market Value
| LNVGY Stock | USD 24.01 0.03 0.13% |
| Symbol | Lenovo |
Lenovo Group '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 Lenovo Group's pink sheet 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 Lenovo Group.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Lenovo Group on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Lenovo Group Ltd or generate 0.0% return on investment in Lenovo Group over 180 days. Lenovo Group is related to or competes with Lasertec, Lasertec, OBIC CoLtd, Kyocera, KyoceraADR, Nexon Co, and Nomura Research. Lenovo Group Limited, an investment holding company, develops, manufactures, and markets technology products and service... More
Lenovo Group 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 Lenovo Group's pink sheet 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 Lenovo Group Ltd upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 9.73 | |||
| Value At Risk | (3.54) | |||
| Potential Upside | 2.0 |
Lenovo Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lenovo Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lenovo Group's standard deviation. In reality, there are many statistical measures that can use Lenovo Group historical prices to predict the future Lenovo Group's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.46) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | (0.39) |
Lenovo Group Backtested Returns
Lenovo Group has Sharpe Ratio of -0.18, which conveys that the firm had a -0.18 % return per unit of risk over the last 3 months. Lenovo Group exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lenovo Group's Standard Deviation of 1.8, risk adjusted performance of (0.15), and Mean Deviation of 1.33 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.02, which conveys a somewhat significant risk relative to the market. Lenovo Group returns are very sensitive to returns on the market. As the market goes up or down, Lenovo Group is expected to follow. At this point, Lenovo Group has a negative expected return of -0.31%. Please make sure to verify Lenovo Group's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Lenovo Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.83 |
Excellent reverse predictability
Lenovo Group Ltd has excellent reverse predictability. Overlapping area represents the amount of predictability between Lenovo Group time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Lenovo Group price movement. The serial correlation of -0.83 indicates that around 83.0% of current Lenovo Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 5.55 |
Lenovo Group lagged returns against current returns
Autocorrelation, which is Lenovo Group pink sheet'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 Lenovo Group's pink sheet expected returns. We can calculate the autocorrelation of Lenovo Group returns to help us make a trade decision. For example, suppose you find that Lenovo Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Lenovo Group 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 Lenovo Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lenovo Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lenovo Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lenovo Group Lagged Returns
When evaluating Lenovo Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lenovo Group pink sheet have on its future price. Lenovo Group 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, Lenovo Group autocorrelation shows the relationship between Lenovo Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lenovo Group Ltd.
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.Additional Tools for Lenovo Pink Sheet Analysis
When running Lenovo Group's price analysis, check to measure Lenovo Group'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 Lenovo Group is operating at the current time. Most of Lenovo Group's value examination focuses on studying past and present price action to predict the probability of Lenovo Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lenovo Group's price. Additionally, you may evaluate how the addition of Lenovo Group to your portfolios can decrease your overall portfolio volatility.