The company secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and LIGD L are completely uncorrelated. Although it is extremely important to respect LIGD-L price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating LIGD-L technical indicators you can today evaluate if the expected return of 0.0% will be sustainable into the future. LIGD-L now secures a risk of 0.0%. Please verify LIGD-L Downside Deviation, Standard Deviation, Information Ratio, as well as the relationship between Coefficient Of Variation and Variance to decide if LIGD-L will be following its current price movements.
Over the last 30 days LIGD-L has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, LIGD L is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
|Horizon||30 Days Login to change|
LIGD-L Relative Risk vs. Return LandscapeIf you would invest 0.00 in LIGD-L on May 18, 2019 and sell it today you would earn a total of 0.00 from holding LIGD-L or generate 0.0% return on investment over 30 days. LIGD-L is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than LIGD L and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
LIGD L Market Risk Analysis
Sharpe Ratio = 0.0