Liberty International Holding Stock Market Value
| PDPG Stock | USD 0.0001 0.0001 50.00% |
| Symbol | Liberty |
Liberty International '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 Liberty International'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 Liberty International.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Liberty International on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Liberty International Holding or generate 0.0% return on investment in Liberty International over 30 days. Liberty International is related to or competes with National Beverage, Vita Coco, and Hill Street. Performance Drink Group, Inc. engages in the manufacture and distribution of sports beverages More
Liberty International 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 Liberty International'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 Liberty International Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 53.45 | |||
| Information Ratio | 0.1195 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
Liberty International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty International's standard deviation. In reality, there are many statistical measures that can use Liberty International historical prices to predict the future Liberty International's volatility.| Risk Adjusted Performance | 0.1042 | |||
| Jensen Alpha | 5.44 | |||
| Total Risk Alpha | (1.28) | |||
| Sortino Ratio | 0.0826 | |||
| Treynor Ratio | (0.60) |
Liberty International Backtested Returns
Liberty International is out of control given 3 months investment horizon. Liberty International has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11% return per unit of risk over the last 3 months. We were able to interpolate data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 3.91% are justified by taking the suggested risk. Use Liberty International Risk Adjusted Performance of 0.1042, mean deviation of 20.25, and Downside Deviation of 53.45 to evaluate company specific risk that cannot be diversified away. Liberty International holds a performance score of 8 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -7.52, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Liberty International are expected to decrease by larger amounts. On the other hand, during market turmoil, Liberty International is expected to outperform it. Use Liberty International information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to analyze future returns on Liberty International.
Auto-correlation | 0.56 |
Modest predictability
Liberty International Holding has modest predictability. Overlapping area represents the amount of predictability between Liberty International time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Liberty International price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Liberty International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Liberty International lagged returns against current returns
Autocorrelation, which is Liberty International 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 Liberty International's pink sheet expected returns. We can calculate the autocorrelation of Liberty International returns to help us make a trade decision. For example, suppose you find that Liberty International 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 |
Liberty International 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 Liberty International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Liberty International Lagged Returns
When evaluating Liberty International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty International pink sheet have on its future price. Liberty International 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, Liberty International autocorrelation shows the relationship between Liberty International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Liberty International Holding.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Liberty Pink Sheet
Liberty International financial ratios help investors to determine whether Liberty 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 Liberty with respect to the benefits of owning Liberty International security.