Lifevantage Stock Market Value
| LFVN Stock | USD 6.69 0.20 2.90% |
| Symbol | Lifevantage |
Lifevantage Price To Book Ratio
Is Personal Care Products space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Lifevantage. If investors know Lifevantage will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Lifevantage listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.625 | Dividend Share 0.14 | Earnings Share 0.28 | Revenue Per Share 16.374 | Quarterly Revenue Growth (0.10) |
The market value of Lifevantage is measured differently than its book value, which is the value of Lifevantage that is recorded on the company's balance sheet. Investors also form their own opinion of Lifevantage's value that differs from its market value or its book value, called intrinsic value, which is Lifevantage's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Lifevantage's market value can be influenced by many factors that don't directly affect Lifevantage's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Lifevantage's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lifevantage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lifevantage's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Lifevantage '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 Lifevantage'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 Lifevantage.
| 04/21/2024 |
| 06/20/2024 |
If you would invest 0.00 in Lifevantage on April 21, 2024 and sell it all today you would earn a total of 0.00 from holding Lifevantage or generate 0.0% return on investment in Lifevantage over 60 days. Lifevantage is related to or competes with Kellanova, Central Garden, Farmmi, Farmer Bros, BG Foods, BranchOut Food, and Bon Natural. LifeVantage Corporation engages in the identification, research, development, formulation, sale, and distribution of nut... More
Lifevantage 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 Lifevantage'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 Lifevantage upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.1 | |||
| Information Ratio | 4.0E-4 | |||
| Maximum Drawdown | 18.53 | |||
| Value At Risk | (6.92) | |||
| Potential Upside | 5.81 |
Lifevantage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lifevantage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lifevantage's standard deviation. In reality, there are many statistical measures that can use Lifevantage historical prices to predict the future Lifevantage's volatility.| Risk Adjusted Performance | 0.0097 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | 0.0157 | |||
| Sortino Ratio | 3.0E-4 | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lifevantage'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.
Lifevantage Backtested Returns
We consider Lifevantage slightly risky. Lifevantage has Sharpe Ratio of 0.0084, which conveys that the firm had a 0.0084% return per unit of risk over the last 3 months. We have found thirty technical indicators for Lifevantage, which you can use to evaluate the volatility of the firm. Please verify Lifevantage's Risk Adjusted Performance of 0.0097, downside deviation of 4.1, and Mean Deviation of 2.68 to check out if the risk estimate we provide is consistent with the expected return of 0.032%. The company secures a Beta (Market Risk) of 0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lifevantage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lifevantage is expected to be smaller as well. Lifevantage right now secures a risk of 3.82%. Please verify Lifevantage potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Lifevantage will be following its current price movements.
Auto-correlation | -0.51 |
Good reverse predictability
Lifevantage has good reverse predictability. Overlapping area represents the amount of predictability between Lifevantage time series from 21st of April 2024 to 21st of May 2024 and 21st of May 2024 to 20th of June 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 Lifevantage price movement. The serial correlation of -0.51 indicates that about 51.0% of current Lifevantage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Lifevantage lagged returns against current returns
Autocorrelation, which is Lifevantage 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 Lifevantage's stock expected returns. We can calculate the autocorrelation of Lifevantage returns to help us make a trade decision. For example, suppose you find that Lifevantage 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 |
Lifevantage 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 Lifevantage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lifevantage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lifevantage stock over time.
Current vs Lagged Prices |
| Timeline |
Lifevantage Lagged Returns
When evaluating Lifevantage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lifevantage stock have on its future price. Lifevantage 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, Lifevantage autocorrelation shows the relationship between Lifevantage stock current value and its past values and can show if there is a momentum factor associated with investing in Lifevantage.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectAdditional Information and Resources on Investing in Lifevantage Stock
When determining whether Lifevantage offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Lifevantage's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Lifevantage Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Lifevantage Stock:Check out Lifevantage Correlation, Lifevantage Volatility and Lifevantage Alpha and Beta module to complement your research on Lifevantage. To learn how to invest in Lifevantage Stock, please use our How to Invest in Lifevantage guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Lifevantage 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.