LivePerson (Israel) Market Value
| LPSN Stock | ILS 309.00 0.60 0.19% |
| Symbol | LivePerson |
LivePerson '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 LivePerson'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 LivePerson.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in LivePerson on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding LivePerson or generate 0.0% return on investment in LivePerson over 720 days. LivePerson is related to or competes with Nice, Tower Semiconductor, Opko Health, Elbit Systems, and Nova. LivePerson, Inc. provides conversational commerce solutions More
LivePerson 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 LivePerson'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 LivePerson upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 44.45 | |||
| Value At Risk | (11.25) | |||
| Potential Upside | 19.15 |
LivePerson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LivePerson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LivePerson's standard deviation. In reality, there are many statistical measures that can use LivePerson historical prices to predict the future LivePerson's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (1.21) | |||
| Treynor Ratio | (0.17) |
LivePerson Backtested Returns
LivePerson has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15% return per unit of risk over the last 3 months. LivePerson exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LivePerson's Standard Deviation of 8.0, risk adjusted performance of (0.01), and Mean Deviation of 5.33 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.96, which conveys possible diversification benefits within a given portfolio. LivePerson returns are very sensitive to returns on the market. As the market goes up or down, LivePerson is expected to follow. At this point, LivePerson has a negative expected return of -0.86%. Please make sure to verify LivePerson's potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if LivePerson performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.83 |
Very good predictability
LivePerson has very good predictability. Overlapping area represents the amount of predictability between LivePerson 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 LivePerson price movement. The serial correlation of 0.83 indicates that around 83.0% of current LivePerson price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 136 K |
LivePerson lagged returns against current returns
Autocorrelation, which is LivePerson 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 LivePerson's stock expected returns. We can calculate the autocorrelation of LivePerson returns to help us make a trade decision. For example, suppose you find that LivePerson 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 |
LivePerson 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 LivePerson stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LivePerson stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LivePerson stock over time.
Current vs Lagged Prices |
| Timeline |
LivePerson Lagged Returns
When evaluating LivePerson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LivePerson stock have on its future price. LivePerson 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, LivePerson autocorrelation shows the relationship between LivePerson stock current value and its past values and can show if there is a momentum factor associated with investing in LivePerson.
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 Information and Resources on Investing in LivePerson Stock
When determining whether LivePerson offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of LivePerson's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Liveperson Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Liveperson Stock:Check out LivePerson Correlation, LivePerson Volatility and LivePerson Alpha and Beta module to complement your research on LivePerson. For information on how to trade LivePerson Stock refer to our How to Trade LivePerson Stock guide.You can also try the CEOs Directory module to screen CEOs from public companies around the world.
LivePerson 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.