Liberty Flour (Philippines) Market Value
| LFM Stock | 24.00 0.60 2.56% |
| Symbol | Liberty |
Liberty Flour '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 Liberty Flour'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 Liberty Flour.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Liberty Flour on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Liberty Flour Mills or generate 0.0% return on investment in Liberty Flour over 90 days. Liberty Flour is related to or competes with Semirara Mining, Robinsons Retail, Converge Information, Globe Telecom, Jollibee Foods, Integrated Micro, and Metro Retail. More
Liberty Flour 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 Liberty Flour'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 Liberty Flour Mills upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.63 | |||
| Information Ratio | 0.137 | |||
| Maximum Drawdown | 23.29 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 8.04 |
Liberty Flour Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty Flour's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty Flour's standard deviation. In reality, there are many statistical measures that can use Liberty Flour historical prices to predict the future Liberty Flour's volatility.| Risk Adjusted Performance | 0.1707 | |||
| Jensen Alpha | 0.8577 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.1546 | |||
| Treynor Ratio | (0.97) |
Liberty Flour Mills Backtested Returns
Liberty Flour appears to be somewhat reliable, given 3 months investment horizon. Liberty Flour Mills has Sharpe Ratio of 0.19, which conveys that the firm had a 0.19 % return per unit of risk over the last 3 months. By analyzing Liberty Flour's technical indicators, you can evaluate if the expected return of 0.79% is justified by implied risk. Please exercise Liberty Flour's Downside Deviation of 3.63, mean deviation of 2.7, and Risk Adjusted Performance of 0.1707 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Liberty Flour holds a performance score of 14. The company secures a Beta (Market Risk) of -0.76, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Liberty Flour are expected to decrease at a much lower rate. During the bear market, Liberty Flour is likely to outperform the market. Please check Liberty Flour's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether Liberty Flour's current price movements will revert.
Auto-correlation | 0.79 |
Good predictability
Liberty Flour Mills has good predictability. Overlapping area represents the amount of predictability between Liberty Flour time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Liberty Flour Mills price movement. The serial correlation of 0.79 indicates that around 79.0% of current Liberty Flour price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 2.64 |
Liberty Flour Mills lagged returns against current returns
Autocorrelation, which is Liberty Flour 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 Liberty Flour's stock expected returns. We can calculate the autocorrelation of Liberty Flour returns to help us make a trade decision. For example, suppose you find that Liberty Flour 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 |
Liberty Flour 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 Liberty Flour stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Flour stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty Flour stock over time.
Current vs Lagged Prices |
| Timeline |
Liberty Flour Lagged Returns
When evaluating Liberty Flour's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty Flour stock have on its future price. Liberty Flour 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, Liberty Flour autocorrelation shows the relationship between Liberty Flour stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Flour Mills.
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 Liberty Stock
Liberty Flour financial ratios help investors to determine whether Liberty 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 Liberty with respect to the benefits of owning Liberty Flour security.