LINMON MEDIA (Germany) Market Value
| 8MN Stock | 0.37 0.03 7.50% |
| Symbol | LINMON |
LINMON MEDIA '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 LINMON MEDIA'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 LINMON MEDIA.
| 05/15/2025 |
| 07/14/2025 |
If you would invest 0.00 in LINMON MEDIA on May 15, 2025 and sell it all today you would earn a total of 0.00 from holding LINMON MEDIA LTD or generate 0.0% return on investment in LINMON MEDIA over 60 days. LINMON MEDIA is related to or competes with BRAGG GAMING, CHINA EDUCATION, G8 EDUCATION, and Strategic Education. More
LINMON MEDIA 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 LINMON MEDIA'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 LINMON MEDIA LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.73 | |||
| Information Ratio | 0.0478 | |||
| Maximum Drawdown | 34.77 | |||
| Value At Risk | (7.50) | |||
| Potential Upside | 8.0 |
LINMON MEDIA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LINMON MEDIA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LINMON MEDIA's standard deviation. In reality, there are many statistical measures that can use LINMON MEDIA historical prices to predict the future LINMON MEDIA's volatility.| Risk Adjusted Performance | 0.136 | |||
| Jensen Alpha | 0.3896 | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | 0.0455 | |||
| Treynor Ratio | 1.1 |
LINMON MEDIA LTD Backtested Returns
LINMON MEDIA appears to be out of control, given 3 months investment horizon. LINMON MEDIA LTD has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of volatility over the last 3 months. By inspecting LINMON MEDIA's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please exercise LINMON MEDIA's risk adjusted performance of 0.136, and Mean Deviation of 3.23 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, LINMON MEDIA holds a performance score of 8. The company secures a Beta (Market Risk) of 0.45, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LINMON MEDIA's returns are expected to increase less than the market. However, during the bear market, the loss of holding LINMON MEDIA is expected to be smaller as well. Please check LINMON MEDIA's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether LINMON MEDIA's current price movements will revert.
Auto-correlation | 0.30 |
Below average predictability
LINMON MEDIA LTD has below average predictability. Overlapping area represents the amount of predictability between LINMON MEDIA time series from 15th of May 2025 to 14th of June 2025 and 14th of June 2025 to 14th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LINMON MEDIA LTD price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current LINMON MEDIA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
LINMON MEDIA LTD lagged returns against current returns
Autocorrelation, which is LINMON MEDIA 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 LINMON MEDIA's stock expected returns. We can calculate the autocorrelation of LINMON MEDIA returns to help us make a trade decision. For example, suppose you find that LINMON MEDIA 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 |
LINMON MEDIA 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 LINMON MEDIA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LINMON MEDIA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LINMON MEDIA stock over time.
Current vs Lagged Prices |
| Timeline |
LINMON MEDIA Lagged Returns
When evaluating LINMON MEDIA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LINMON MEDIA stock have on its future price. LINMON MEDIA 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, LINMON MEDIA autocorrelation shows the relationship between LINMON MEDIA stock current value and its past values and can show if there is a momentum factor associated with investing in LINMON MEDIA LTD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in LINMON Stock
LINMON MEDIA financial ratios help investors to determine whether LINMON Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in LINMON with respect to the benefits of owning LINMON MEDIA security.