Libental (Israel) Market Value
| LBTL Stock | ILS 1,341 21.00 1.59% |
| Symbol | Libental |
Libental '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 Libental'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 Libental.
| 03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Libental on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding Libental or generate 0.0% return on investment in Libental over 30 days. Libental is related to or competes with Ashtrom, and Shikun Binui. Libental Holdings Ltd. engages in the real estate development and construction business More
Libental 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 Libental'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 Libental upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 10.94 | |||
| Value At Risk | (4.59) | |||
| Potential Upside | 4.3 |
Libental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Libental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Libental's standard deviation. In reality, there are many statistical measures that can use Libental historical prices to predict the future Libental's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.74) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Libental'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.
Libental Backtested Returns
We consider Libental very steady. Libental has Sharpe Ratio of 0.0128, which conveys that the firm had a 0.0128% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Libental, which you can use to evaluate the volatility of the firm. Please verify Libental's Standard Deviation of 2.73, mean deviation of 2.13, and Risk Adjusted Performance of (0.02) to check out if the risk estimate we provide is consistent with the expected return of 0.0347%. Libental has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Libental's returns are expected to increase less than the market. However, during the bear market, the loss of holding Libental is expected to be smaller as well. Libental right now secures a risk of 2.72%. Please verify Libental mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Libental will be following its current price movements.
Auto-correlation | -0.02 |
Very weak reverse predictability
Libental has very weak reverse predictability. Overlapping area represents the amount of predictability between Libental time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd 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 Libental price movement. The serial correlation of -0.02 indicates that only 2.0% of current Libental price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 1376.89 |
Libental lagged returns against current returns
Autocorrelation, which is Libental 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 Libental's stock expected returns. We can calculate the autocorrelation of Libental returns to help us make a trade decision. For example, suppose you find that Libental 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 |
Libental 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 Libental stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Libental stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Libental stock over time.
Current vs Lagged Prices |
| Timeline |
Libental Lagged Returns
When evaluating Libental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Libental stock have on its future price. Libental 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, Libental autocorrelation shows the relationship between Libental stock current value and its past values and can show if there is a momentum factor associated with investing in Libental.
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 Libental 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, Libental's short interest history, or implied volatility extrapolated from Libental options trading.
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Complementary Tools for Libental Stock analysis
When running Libental's price analysis, check to measure Libental'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 Libental is operating at the current time. Most of Libental's value examination focuses on studying past and present price action to predict the probability of Libental's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Libental's price. Additionally, you may evaluate how the addition of Libental to your portfolios can decrease your overall portfolio volatility.
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Libental technical 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, stock market cycles, or different charting patterns.