Livewire Group Stock Market Value
| LVWR Stock | USD 6.30 0.23 3.52% |
| Symbol | LiveWire |
LiveWire Group Price To Book Ratio
Is Automotive Parts & Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of LiveWire. If investors know LiveWire will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about LiveWire listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.51) | Revenue Per Share 0.152 | Quarterly Revenue Growth (0.45) | Return On Assets (0.30) | Return On Equity (0.55) |
The market value of LiveWire Group is measured differently than its book value, which is the value of LiveWire that is recorded on the company's balance sheet. Investors also form their own opinion of LiveWire's value that differs from its market value or its book value, called intrinsic value, which is LiveWire's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because LiveWire's market value can be influenced by many factors that don't directly affect LiveWire's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between LiveWire's value and its price as these two are different measures arrived at by different means. Investors typically determine if LiveWire is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, LiveWire's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
LiveWire '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 LiveWire'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 LiveWire.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in LiveWire on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding LiveWire Group or generate 0.0% return on investment in LiveWire over 720 days. LiveWire is related to or competes with Toyota, Ferrari NV, Stellantis, GM, Porsche Automobile, Honda, and Lucid. LiveWire Group, Inc. engages in the manufacturing of electric motorcycles in North America, EuropeMiddle EastAfrica, and... More
LiveWire 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 LiveWire'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 LiveWire Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.32 | |||
| Information Ratio | (0.0009) | |||
| Maximum Drawdown | 32.05 | |||
| Value At Risk | (5.39) | |||
| Potential Upside | 6.96 |
LiveWire Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LiveWire's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LiveWire's standard deviation. In reality, there are many statistical measures that can use LiveWire historical prices to predict the future LiveWire's volatility.| Risk Adjusted Performance | 0.0298 | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.60) | |||
| Sortino Ratio | (0.001) | |||
| Treynor Ratio | 0.0377 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LiveWire'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.
LiveWire Group Backtested Returns
Currently, LiveWire Group is slightly risky. LiveWire Group has Sharpe Ratio of 0.0169, which conveys that the firm had a 0.0169% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for LiveWire, which you can use to evaluate the volatility of the firm. Please verify LiveWire's Mean Deviation of 2.89, risk adjusted performance of 0.0298, and Downside Deviation of 4.32 to check out if the risk estimate we provide is consistent with the expected return of 0.0782%. LiveWire has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 3.09, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, LiveWire will likely underperform. LiveWire Group right now secures a risk of 4.63%. Please verify LiveWire Group sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to decide if LiveWire Group will be following its current price movements.
Auto-correlation | -0.58 |
Good reverse predictability
LiveWire Group has good reverse predictability. Overlapping area represents the amount of predictability between LiveWire time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th 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 LiveWire Group price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current LiveWire price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 3.38 |
LiveWire Group lagged returns against current returns
Autocorrelation, which is LiveWire 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 LiveWire's stock expected returns. We can calculate the autocorrelation of LiveWire returns to help us make a trade decision. For example, suppose you find that LiveWire 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 |
LiveWire 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 LiveWire stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LiveWire stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LiveWire stock over time.
Current vs Lagged Prices |
| Timeline |
LiveWire Lagged Returns
When evaluating LiveWire's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LiveWire stock have on its future price. LiveWire 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, LiveWire autocorrelation shows the relationship between LiveWire stock current value and its past values and can show if there is a momentum factor associated with investing in LiveWire Group.
Regressed Prices |
| Timeline |
Pair Trading with LiveWire
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 LiveWire 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 LiveWire will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to LiveWire could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace LiveWire 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 LiveWire - 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 LiveWire Group to buy it.
The correlation of LiveWire 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 LiveWire moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if LiveWire Group 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 LiveWire 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 LiveWire Stock Analysis
When running LiveWire's price analysis, check to measure LiveWire's 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 LiveWire is operating at the current time. Most of LiveWire's value examination focuses on studying past and present price action to predict the probability of LiveWire's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LiveWire's price. Additionally, you may evaluate how the addition of LiveWire to your portfolios can decrease your overall portfolio volatility.