LivePerson (Israel) Market Value
LPSN Stock | ILS 379.00 11.50 2.94% |
Symbol | LivePerson |
LivePerson '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 LivePerson'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 LivePerson.
02/28/2024 |
| 03/29/2024 |
If you would invest 0.00 in LivePerson on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding LivePerson or generate 0.0% return on investment in LivePerson over 30 days. LivePerson is related to or competes with Orbit Technologies, Batm Advanced, Rapac Communication, Unicorn Technologies, Multi Retail, Blender Financial, and TAT Technologies. LivePerson, Inc. provides conversational commerce solutions More
LivePerson 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 LivePerson'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 LivePerson upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.20) | |||
Maximum Drawdown | 57.52 | |||
Value At Risk | (6.77) | |||
Potential Upside | 5.94 |
LivePerson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LivePerson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LivePerson's standard deviation. In reality, there are many statistical measures that can use LivePerson historical prices to predict the future LivePerson's volatility.Risk Adjusted Performance | (0.09) | |||
Jensen Alpha | (1.11) | |||
Total Risk Alpha | (2.95) | |||
Treynor Ratio | 0.752 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LivePerson'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.
LivePerson Backtested Returns
LivePerson has Sharpe Ratio of -0.26, which conveys that the firm had a -0.26% return per unit of risk over the last 3 months. LivePerson exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LivePerson's Risk Adjusted Performance of (0.09), mean deviation of 3.89, and Standard Deviation of 7.22 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -1.77, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning LivePerson are expected to decrease by larger amounts. On the other hand, during market turmoil, LivePerson is expected to outperform it. LivePerson has an expected return of -2.1%. Please make sure to verify LivePerson kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if LivePerson performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.39 |
Poor reverse predictability
LivePerson has poor reverse predictability. Overlapping area represents the amount of predictability between LivePerson time series from 28th of February 2024 to 14th of March 2024 and 14th of March 2024 to 29th of March 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 LivePerson price movement. The serial correlation of -0.39 indicates that just about 39.0% of current LivePerson price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.39 | |
Spearman Rank Test | -0.22 | |
Residual Average | 0.0 | |
Price Variance | 148.37 |
LivePerson lagged returns against current returns
Autocorrelation, which is LivePerson 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 LivePerson's stock expected returns. We can calculate the autocorrelation of LivePerson returns to help us make a trade decision. For example, suppose you find that LivePerson 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 |
LivePerson 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 LivePerson stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LivePerson stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LivePerson stock over time.
Current vs Lagged Prices |
Timeline |
LivePerson Lagged Returns
When evaluating LivePerson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LivePerson stock have on its future price. LivePerson 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, LivePerson autocorrelation shows the relationship between LivePerson stock current value and its past values and can show if there is a momentum factor associated with investing in LivePerson.
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 LivePerson 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, LivePerson's short interest history, or implied volatility extrapolated from LivePerson options trading.
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Complementary Tools for LivePerson Stock analysis
When running LivePerson's price analysis, check to measure LivePerson'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 LivePerson is operating at the current time. Most of LivePerson's value examination focuses on studying past and present price action to predict the probability of LivePerson's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LivePerson's price. Additionally, you may evaluate how the addition of LivePerson to your portfolios can decrease your overall portfolio volatility.
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LivePerson 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.