Lai Sun Garment Stock Market Value
| LSIHF Stock | USD 0 0.00 0.00% |
| Symbol | Lai |
Lai Sun '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 Lai Sun'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 Lai Sun.
| 11/04/2023 |
| 02/26/2025 |
If you would invest 0.00 in Lai Sun on November 4, 2023 and sell it all today you would earn a total of 0.00 from holding Lai Sun Garment or generate 0.0% return on investment in Lai Sun over 480 days. Lai Sun is related to or competes with United States, Dream Finders, Axcelis Technologies, Hurco Companies, Tianjin Capital, POSCO Holdings, and Griffon. Lai Sun Garment Limited, an investment holding company, invests in and develops properties More
Lai Sun 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 Lai Sun'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 Lai Sun Garment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 102.88 | |||
| Value At Risk | (5.00) |
Lai Sun Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lai Sun's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lai Sun's standard deviation. In reality, there are many statistical measures that can use Lai Sun historical prices to predict the future Lai Sun's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (2.47) | |||
| Total Risk Alpha | (2.59) | |||
| Treynor Ratio | 0.5333 |
Lai Sun Garment Backtested Returns
We have found seventeen technical indicators for Lai Sun, which you can use to evaluate the volatility of the firm. Please verify Lai Sun's Risk Adjusted Performance of (0.12), standard deviation of 14.34, and Mean Deviation of 4.66 to check out if the risk estimate we provide is consistent with the expected return of 0.0%. The company secures a Beta (Market Risk) of -4.68, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Lai Sun are expected to decrease by larger amounts. On the other hand, during market turmoil, Lai Sun is expected to outperform it. Lai Sun Garment right now secures a risk of 0.0%. Please verify Lai Sun Garment standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if Lai Sun Garment will be following its current price movements.
Auto-correlation | 0.79 |
Good predictability
Lai Sun Garment has good predictability. Overlapping area represents the amount of predictability between Lai Sun time series from 4th of November 2023 to 1st of July 2024 and 1st of July 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 Lai Sun Garment price movement. The serial correlation of 0.79 indicates that around 79.0% of current Lai Sun price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lai Sun Garment lagged returns against current returns
Autocorrelation, which is Lai Sun 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 Lai Sun's pink sheet expected returns. We can calculate the autocorrelation of Lai Sun returns to help us make a trade decision. For example, suppose you find that Lai Sun 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 |
Lai Sun 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 Lai Sun pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lai Sun pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lai Sun pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lai Sun Lagged Returns
When evaluating Lai Sun's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lai Sun pink sheet have on its future price. Lai Sun 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, Lai Sun autocorrelation shows the relationship between Lai Sun pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lai Sun Garment.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lai Pink Sheet
Lai Sun financial ratios help investors to determine whether Lai Pink Sheet 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 Lai with respect to the benefits of owning Lai Sun security.