Libental (Israel) Market Value
| LBTL Stock | ILS 1,428 41.00 2.79% |
| Symbol | Libental |
Libental '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 Libental'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 Libental.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Libental on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Libental or generate 0.0% return on investment in Libental over 90 days. Libental is related to or competes with PCB Tec, Rapac Communication, Tadiran Hldg, Ravad, and Israel Land. Libental Holdings Ltd. engages in the real estate development and construction business More
Libental 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 Libental'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 Libental upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.54 | |||
| Information Ratio | 0.0905 | |||
| Maximum Drawdown | 39.14 | |||
| Value At Risk | (7.67) | |||
| Potential Upside | 10.5 |
Libental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Libental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Libental's standard deviation. In reality, there are many statistical measures that can use Libental historical prices to predict the future Libental's volatility.| Risk Adjusted Performance | 0.1143 | |||
| Jensen Alpha | 1.02 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | 0.1036 | |||
| Treynor Ratio | (0.31) |
Libental Backtested Returns
Libental appears to be very steady, given 3 months investment horizon. Libental has Sharpe Ratio of 0.0966, which conveys that the firm had a 0.0966 % return per unit of risk over the last 3 months. By analyzing Libental's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please exercise Libental's Risk Adjusted Performance of 0.1143, mean deviation of 4.41, and Downside Deviation of 5.54 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Libental holds a performance score of 7. The company secures a Beta (Market Risk) of -2.32, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Libental are expected to decrease by larger amounts. On the other hand, during market turmoil, Libental is expected to outperform it. Please check Libental's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Libental's current price movements will revert.
Auto-correlation | 0.07 |
Virtually no predictability
Libental has virtually no predictability. Overlapping area represents the amount of predictability between Libental time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Libental price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Libental price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 11 K |
Libental lagged returns against current returns
Autocorrelation, which is Libental 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 Libental's stock expected returns. We can calculate the autocorrelation of Libental returns to help us make a trade decision. For example, suppose you find that Libental 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 |
Libental 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 Libental stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Libental stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Libental stock over time.
Current vs Lagged Prices |
| Timeline |
Libental Lagged Returns
When evaluating Libental's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Libental stock have on its future price. Libental 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, Libental autocorrelation shows the relationship between Libental stock current value and its past values and can show if there is a momentum factor associated with investing in Libental.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Libental Stock
Libental financial ratios help investors to determine whether Libental 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 Libental with respect to the benefits of owning Libental security.