Lisi Sa Stock Market Value
| LSIIF Stock | USD 66.51 0.00 0.00% |
| Symbol | Lisi |
Lisi SA '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 Lisi SA'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 Lisi SA.
| 11/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Lisi SA on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Lisi SA or generate 0.0% return on investment in Lisi SA over 60 days. Lisi SA is related to or competes with MDA, Chemring Group, Chemring Group, Austal, Tav Havalimanlari, Tcnicas Reunidas, and Chiyoda Corp. Lisi S.A. provides assembly and component solutions for the aerospace, automotive, and medical industries in France and ... More
Lisi SA 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 Lisi SA'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 Lisi SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1247 | |||
| Maximum Drawdown | 18.56 |
Lisi SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lisi SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lisi SA's standard deviation. In reality, there are many statistical measures that can use Lisi SA historical prices to predict the future Lisi SA's volatility.| Risk Adjusted Performance | 0.1214 | |||
| Jensen Alpha | 0.4592 | |||
| Total Risk Alpha | 0.0763 | |||
| Treynor Ratio | (0.65) |
Lisi SA Backtested Returns
Lisi SA appears to be very steady, given 3 months investment horizon. Lisi SA has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Lisi SA, which you can use to evaluate the volatility of the firm. Please exercise Lisi SA's Mean Deviation of 0.8015, standard deviation of 2.51, and Risk Adjusted Performance of 0.1214 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Lisi SA holds a performance score of 13. The company secures a Beta (Market Risk) of -0.62, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lisi SA are expected to decrease at a much lower rate. During the bear market, Lisi SA is likely to outperform the market. Please check Lisi SA's standard deviation, as well as the relationship between the maximum drawdown and day median price , to make a quick decision on whether Lisi SA's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Lisi SA has no correlation between past and present. Overlapping area represents the amount of predictability between Lisi SA time series from 21st of November 2025 to 21st of December 2025 and 21st of December 2025 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lisi SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Lisi SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 26.82 |
Lisi SA lagged returns against current returns
Autocorrelation, which is Lisi SA 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 Lisi SA's pink sheet expected returns. We can calculate the autocorrelation of Lisi SA returns to help us make a trade decision. For example, suppose you find that Lisi SA 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 |
Lisi SA 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 Lisi SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lisi SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lisi SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lisi SA Lagged Returns
When evaluating Lisi SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lisi SA pink sheet have on its future price. Lisi SA 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, Lisi SA autocorrelation shows the relationship between Lisi SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lisi SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Lisi Pink Sheet
Lisi SA financial ratios help investors to determine whether Lisi 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 Lisi with respect to the benefits of owning Lisi SA security.