Lithium One Metals Stock Market Value
| LOMEF Stock | 0.01 0.0008 7.69% |
| Symbol | Lithium |
Lithium One '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 Lithium One'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 Lithium One.
| 08/30/2024 |
| 02/26/2025 |
If you would invest 0.00 in Lithium One on August 30, 2024 and sell it all today you would earn a total of 0.00 from holding Lithium One Metals or generate 0.0% return on investment in Lithium One over 180 days.
Lithium One 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 Lithium One'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 Lithium One Metals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 25.93 | |||
| Information Ratio | 0.1426 | |||
| Maximum Drawdown | 239.36 | |||
| Value At Risk | (34.38) | |||
| Potential Upside | 98.55 |
Lithium One Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lithium One's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lithium One's standard deviation. In reality, there are many statistical measures that can use Lithium One historical prices to predict the future Lithium One's volatility.| Risk Adjusted Performance | 0.1149 | |||
| Jensen Alpha | 5.0 | |||
| Total Risk Alpha | 4.77 | |||
| Sortino Ratio | 0.1929 | |||
| Treynor Ratio | 13.01 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lithium One's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Lithium One Metals Backtested Returns
Lithium One is out of control given 3 months investment horizon. Lithium One Metals has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 5.07% are justified by taking the suggested risk. Use Lithium One Metals Risk Adjusted Performance of 0.1149, mean deviation of 17.68, and Downside Deviation of 25.93 to evaluate company specific risk that cannot be diversified away. Lithium One holds a performance score of 10 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Lithium One's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lithium One is expected to be smaller as well. Use Lithium One Metals skewness, day typical price, and the relationship between the downside variance and daily balance of power , to analyze future returns on Lithium One Metals.
Auto-correlation | -0.05 |
Very weak reverse predictability
Lithium One Metals has very weak reverse predictability. Overlapping area represents the amount of predictability between Lithium One time series from 30th of August 2024 to 28th of November 2024 and 28th of November 2024 to 26th of February 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 Lithium One Metals price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Lithium One price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lithium One Metals lagged returns against current returns
Autocorrelation, which is Lithium One 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 Lithium One's pink sheet expected returns. We can calculate the autocorrelation of Lithium One returns to help us make a trade decision. For example, suppose you find that Lithium One 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 |
Lithium One 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 Lithium One pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lithium One pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lithium One pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lithium One Lagged Returns
When evaluating Lithium One's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lithium One pink sheet have on its future price. Lithium One 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, Lithium One autocorrelation shows the relationship between Lithium One pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lithium One Metals.
Regressed Prices |
| Timeline |