Longterm Games (Poland) Market Value
| LTM Stock | 5.90 0.32 5.73% |
| Symbol | Longterm |
Longterm Games '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 Longterm Games' 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 Longterm Games.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Longterm Games on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Longterm Games SA or generate 0.0% return on investment in Longterm Games over 30 days. Longterm Games is related to or competes with Quantum Software, LSI Software, Bank Millennium, and GreenX Metals. More
Longterm Games 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 Longterm Games' 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 Longterm Games SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 14.36 | |||
| Value At Risk | (7.35) | |||
| Potential Upside | 5.38 |
Longterm Games Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Longterm Games' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Longterm Games' standard deviation. In reality, there are many statistical measures that can use Longterm Games historical prices to predict the future Longterm Games' volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.97) | |||
| Total Risk Alpha | (1.35) | |||
| Treynor Ratio | 4.39 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Longterm Games' 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.
Longterm Games SA Backtested Returns
Longterm Games SA has Sharpe Ratio of -0.26, which conveys that the firm had a -0.26 % return per unit of risk over the last 3 months. Longterm Games exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Longterm Games' Mean Deviation of 2.77, risk adjusted performance of (0.18), and Standard Deviation of 3.65 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Longterm Games are expected to decrease at a much lower rate. During the bear market, Longterm Games is likely to outperform the market. At this point, Longterm Games SA has a negative expected return of -0.95%. Please make sure to verify Longterm Games' potential upside, as well as the relationship between the daily balance of power and market facilitation index , to decide if Longterm Games SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Longterm Games SA has good predictability. Overlapping area represents the amount of predictability between Longterm Games time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Longterm Games SA price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Longterm Games price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Longterm Games SA lagged returns against current returns
Autocorrelation, which is Longterm Games 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 Longterm Games' stock expected returns. We can calculate the autocorrelation of Longterm Games returns to help us make a trade decision. For example, suppose you find that Longterm Games 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 |
Longterm Games 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 Longterm Games stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Longterm Games stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Longterm Games stock over time.
Current vs Lagged Prices |
| Timeline |
Longterm Games Lagged Returns
When evaluating Longterm Games' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Longterm Games stock have on its future price. Longterm Games 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, Longterm Games autocorrelation shows the relationship between Longterm Games stock current value and its past values and can show if there is a momentum factor associated with investing in Longterm Games SA.
Regressed Prices |
| Timeline |
Pair Trading with Longterm Games
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Longterm Games position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Longterm Games will appreciate offsetting losses from the drop in the long position's value.Moving together with Longterm Stock
| 0.65 | CCE | Clean Carbon Energy | PairCorr |
| 0.78 | ADX | ADX | PairCorr |
| 0.95 | AGL | Agroliga Group PLC | PairCorr |
| 0.79 | VEE | Vee SA | PairCorr |
Moving against Longterm Stock
| 0.9 | KGH | KGHM Polska Miedz | PairCorr |
| 0.87 | TOR | Torpol SA | PairCorr |
| 0.82 | OPL | OrangePL | PairCorr |
| 0.75 | CLD | Cloud Technologies | PairCorr |
| 0.74 | LSI | LSI Software SA | PairCorr |
The ability to find closely correlated positions to Longterm Games could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Longterm Games when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Longterm Games - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Longterm Games SA to buy it.
The correlation of Longterm Games is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Longterm Games moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Longterm Games SA moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Longterm Games can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Longterm Stock Analysis
When running Longterm Games' price analysis, check to measure Longterm Games' 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 Longterm Games is operating at the current time. Most of Longterm Games' value examination focuses on studying past and present price action to predict the probability of Longterm Games' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Longterm Games' price. Additionally, you may evaluate how the addition of Longterm Games to your portfolios can decrease your overall portfolio volatility.