Liberty Broadband Stock Market Value
| LBRDB Stock | USD 51.00 0.00 0.00% |
| Symbol | Liberty |
Liberty Broadband '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 Broadband's otc 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 Liberty Broadband.
| 05/06/2022 |
| 04/25/2024 |
If you would invest 0.00 in Liberty Broadband on May 6, 2022 and sell it all today you would earn a total of 0.00 from holding Liberty Broadband or generate 0.0% return on investment in Liberty Broadband over 720 days. Liberty Broadband is related to or competes with Radcom, FingerMotion, KORE Group, Consolidated Communications, Grupo Televisa, Orange SA, and Telefonica Brasil. Liberty Broadband Corporation engages in the communications businesses More
Liberty Broadband 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 Broadband's otc 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 Liberty Broadband upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 17.63 | |||
| Value At Risk | (4.29) |
Liberty Broadband Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty Broadband's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty Broadband's standard deviation. In reality, there are many statistical measures that can use Liberty Broadband historical prices to predict the future Liberty Broadband's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.53) | |||
| Total Risk Alpha | (0.85) | |||
| Treynor Ratio | 2.82 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Liberty Broadband'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.
Liberty Broadband Backtested Returns
Liberty Broadband has Sharpe Ratio of -0.33, which conveys that the firm had a -0.33% return per unit of risk over the last 3 months. Liberty Broadband exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Liberty Broadband's Mean Deviation of 1.12, risk adjusted performance of (0.15), and Standard Deviation of 2.19 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Liberty Broadband are expected to decrease at a much lower rate. During the bear market, Liberty Broadband is likely to outperform the market. Liberty Broadband has an expected return of -0.67%. Please make sure to verify Liberty Broadband jensen alpha, and the relationship between the standard deviation and skewness , to decide if Liberty Broadband performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.25 |
Poor predictability
Liberty Broadband has poor predictability. Overlapping area represents the amount of predictability between Liberty Broadband time series from 6th of May 2022 to 1st of May 2023 and 1st of May 2023 to 25th of April 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 Broadband price movement. The serial correlation of 0.25 indicates that over 25.0% of current Liberty Broadband price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 116.95 |
Liberty Broadband lagged returns against current returns
Autocorrelation, which is Liberty Broadband otc 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 Liberty Broadband's otc stock expected returns. We can calculate the autocorrelation of Liberty Broadband returns to help us make a trade decision. For example, suppose you find that Liberty Broadband has exhibited high autocorrelation historically, and you observe that the otc 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 |
Liberty Broadband 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 Broadband otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Broadband otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty Broadband otc stock over time.
Current vs Lagged Prices |
| Timeline |
Liberty Broadband Lagged Returns
When evaluating Liberty Broadband's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty Broadband otc stock have on its future price. Liberty Broadband 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 Broadband autocorrelation shows the relationship between Liberty Broadband otc stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Broadband.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Liberty Broadband in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Liberty Broadband's short interest history, or implied volatility extrapolated from Liberty Broadband options trading.
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Try AI Portfolio ArchitectCheck out Liberty Broadband Correlation, Liberty Broadband Volatility and Liberty Broadband Alpha and Beta module to complement your research on Liberty Broadband. Note that the Liberty Broadband information on this page should be used as a complementary analysis to other Liberty Broadband's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for Liberty OTC Stock analysis
When running Liberty Broadband's price analysis, check to measure Liberty Broadband'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 Liberty Broadband is operating at the current time. Most of Liberty Broadband's value examination focuses on studying past and present price action to predict the probability of Liberty Broadband's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Liberty Broadband's price. Additionally, you may evaluate how the addition of Liberty Broadband to your portfolios can decrease your overall portfolio volatility.
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Liberty Broadband technical otc stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, otc market cycles, or different charting patterns.