LivePerson (Israel) Risk Analysis And Volatility

LPSN -- Israel Stock  

ILS 10,110  10.00  0.1%

We consider LivePerson unknown risk. LivePerson has Sharpe Ratio of 0.0487 which conveys that the firm had 0.0487% of return per unit of risk over the last 2 months. Our philosophy towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for LivePerson which you can use to evaluate future volatility of the firm. Please verify LivePerson Mean Deviation of 2.05, Risk Adjusted Performance of 0.2345 and Downside Deviation of 2.41 to check out if risk estimate we provide are consistent with the epected return of 0.1382%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

LivePerson Market Sensitivity

As returns on market increase, returns on owning LivePerson are expected to decrease at a much smaller rate. During bear market, LivePerson is likely to outperform the market.
2 Months Beta |Analyze LivePerson Demand Trend
Check current 30 days LivePerson correlation with market (DOW)
β = -0.0237

LivePerson Central Daily Price Deviation

LivePerson Technical Analysis

Transformation
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LivePerson Projected Return Density Against Market

Assuming 30 trading days horizon, LivePerson has beta of -0.0237 indicating as returns on benchmark increase, returns on holding LivePerson are expected to decrease at a much smaller rate. During bear market, however, LivePerson is likely to outperform the market. Moreover, The company has an alpha of 0.9301 implying that it can potentially generate 0.9301% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of LivePerson is 2053.72. The daily returns are destributed with a variance of 8.05 and standard deviation of 2.84. The mean deviation of LivePerson is currently at 2.02. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.93
β
Beta against DOW=0.02
σ
Overall volatility
=2.84
Ir
Information ratio =0.31

LivePerson Return Volatility

the company accepts 2.8374% volatility on return distribution over the 30 days horizon. the entity inherits 0.5829% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

LivePerson Investment Opportunity

LivePerson has a volatility of 2.84 and is 4.9 times more volatile than DOW. 25% of all equities and portfolios are less risky than LivePerson. Compared to the overall equity markets, volatility of historical daily returns of LivePerson is lower than 25 (%) of all global equities and portfolios over the last 30 days. Use LivePerson to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of LivePerson to be traded at S10615.5 in 30 days. . As returns on market increase, returns on owning LivePerson are expected to decrease at a much smaller rate. During bear market, LivePerson is likely to outperform the market.

LivePerson correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding LivePerson Inc and equity matching DJI index in the same portfolio.

LivePerson Current Risk Indicators

LivePerson Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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