Lions Gate Entertainment Stock Market Value
| LGF-A Stock | USD 10.55 0.21 1.95% |
| Symbol | Lions |
Lions Gate Entertainment Price To Book Ratio
Lions Gate '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 Lions Gate'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 Lions Gate.
| 01/22/2023 |
| 04/16/2024 |
If you would invest 0.00 in Lions Gate on January 22, 2023 and sell it all today you would earn a total of 0.00 from holding Lions Gate Entertainment or generate 0.0% return on investment in Lions Gate over 450 days. Lions Gate is related to or competes with Paramount Global, and Warner Bros. Lions Gate Entertainment Corp. engages in motion picture production and distribution, television programming and syndica... More
Lions Gate 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 Lions Gate'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 Lions Gate Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.42 | |||
| Information Ratio | 0.0029 | |||
| Maximum Drawdown | 15.9 | |||
| Value At Risk | (4.74) | |||
| Potential Upside | 4.39 |
Lions Gate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lions Gate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lions Gate's standard deviation. In reality, there are many statistical measures that can use Lions Gate historical prices to predict the future Lions Gate's volatility.| Risk Adjusted Performance | 0.0224 | |||
| Jensen Alpha | 0.0083 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0027 | |||
| Treynor Ratio | 0.0609 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lions Gate'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.
Lions Gate Entertainment Backtested Returns
We consider Lions Gate not too volatile. Lions Gate Entertainment has Sharpe Ratio of 0.0206, which conveys that the firm had a 0.0206% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Lions Gate, which you can use to evaluate the volatility of the firm. Please verify Lions Gate's Mean Deviation of 2.07, downside deviation of 3.42, and Risk Adjusted Performance of 0.0224 to check out if the risk estimate we provide is consistent with the expected return of 0.0654%. Lions Gate has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.02, which conveys a somewhat significant risk relative to the market. Lions Gate returns are very sensitive to returns on the market. As the market goes up or down, Lions Gate is expected to follow. Lions Gate Entertainment right now secures a risk of 3.18%. Please verify Lions Gate Entertainment sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Lions Gate Entertainment will be following its current price movements.
Auto-correlation | 0.05 |
Virtually no predictability
Lions Gate Entertainment has virtually no predictability. Overlapping area represents the amount of predictability between Lions Gate time series from 22nd of January 2023 to 4th of September 2023 and 4th of September 2023 to 16th 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 Lions Gate Entertainment price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Lions Gate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 1.0 |
Lions Gate Entertainment lagged returns against current returns
Autocorrelation, which is Lions Gate 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 Lions Gate's stock expected returns. We can calculate the autocorrelation of Lions Gate returns to help us make a trade decision. For example, suppose you find that Lions Gate 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 |
Lions Gate 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 Lions Gate stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lions Gate stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lions Gate stock over time.
Current vs Lagged Prices |
| Timeline |
Lions Gate Lagged Returns
When evaluating Lions Gate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lions Gate stock have on its future price. Lions Gate 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, Lions Gate autocorrelation shows the relationship between Lions Gate stock current value and its past values and can show if there is a momentum factor associated with investing in Lions Gate Entertainment.
Regressed Prices |
| Timeline |
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Complementary Tools for Lions Stock analysis
When running Lions Gate's price analysis, check to measure Lions Gate'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 Lions Gate is operating at the current time. Most of Lions Gate's value examination focuses on studying past and present price action to predict the probability of Lions Gate's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lions Gate's price. Additionally, you may evaluate how the addition of Lions Gate to your portfolios can decrease your overall portfolio volatility.
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Lions Gate 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.