Lightning Emotors Stock Market Value
| ZEVY Stock | 0.0001 0.00 0.00% |
| Symbol | Lightning |
Lightning EMotors '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 Lightning EMotors' 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 Lightning EMotors.
| 01/04/2024 |
| 12/24/2025 |
If you would invest 0.00 in Lightning EMotors on January 4, 2024 and sell it all today you would earn a total of 0.00 from holding Lightning eMotors or generate 0.0% return on investment in Lightning EMotors over 720 days.
Lightning EMotors 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 Lightning EMotors' 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 Lightning eMotors upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1122 | |||
| Maximum Drawdown | 1099.0 |
Lightning EMotors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lightning EMotors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lightning EMotors' standard deviation. In reality, there are many statistical measures that can use Lightning EMotors historical prices to predict the future Lightning EMotors' volatility.| Risk Adjusted Performance | 0.0891 | |||
| Jensen Alpha | 14.34 | |||
| Total Risk Alpha | 3.75 | |||
| Treynor Ratio | (18.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lightning EMotors' 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.
Lightning eMotors Backtested Returns
Lightning EMotors is out of control given 3 months investment horizon. Lightning eMotors 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 and analyze data for sixteen different technical indicators, which can help you to evaluate if expected returns of 14.3% are justified by taking the suggested risk. Use Lightning eMotors Standard Deviation of 126.8, mean deviation of 31.29, and Risk Adjusted Performance of 0.0891 to evaluate company specific risk that cannot be diversified away. Lightning EMotors holds a performance score of 8 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.79, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Lightning EMotors are expected to decrease at a much lower rate. During the bear market, Lightning EMotors is likely to outperform the market. Use Lightning eMotors variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to analyze future returns on Lightning eMotors.
Auto-correlation | -0.04 |
Very weak reverse predictability
Lightning eMotors has very weak reverse predictability. Overlapping area represents the amount of predictability between Lightning EMotors time series from 4th of January 2024 to 29th of December 2024 and 29th of December 2024 to 24th 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 Lightning eMotors price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Lightning EMotors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lightning eMotors lagged returns against current returns
Autocorrelation, which is Lightning EMotors 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 Lightning EMotors' pink sheet expected returns. We can calculate the autocorrelation of Lightning EMotors returns to help us make a trade decision. For example, suppose you find that Lightning EMotors 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 |
Lightning EMotors 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 Lightning EMotors pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lightning EMotors pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lightning EMotors pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lightning EMotors Lagged Returns
When evaluating Lightning EMotors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lightning EMotors pink sheet have on its future price. Lightning EMotors 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, Lightning EMotors autocorrelation shows the relationship between Lightning EMotors pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lightning eMotors.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Lightning Pink Sheet Analysis
When running Lightning EMotors' price analysis, check to measure Lightning EMotors' 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 Lightning EMotors is operating at the current time. Most of Lightning EMotors' value examination focuses on studying past and present price action to predict the probability of Lightning EMotors' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lightning EMotors' price. Additionally, you may evaluate how the addition of Lightning EMotors to your portfolios can decrease your overall portfolio volatility.