Lion Metal (Indonesia) Market Value
| LION Stock | IDR 362.00 22.00 5.73% |
| Symbol | Lion |
Lion Metal '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 Lion Metal'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 Lion Metal.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Lion Metal on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Lion Metal Works or generate 0.0% return on investment in Lion Metal over 90 days. Lion Metal is related to or competes with PT Perma, Cashlez Worldwide, Modern Internasional, M Cash, Pelangi Indah, Indal Aluminium, and Intanwijaya Internasional. PT Lion Metal Works Tbk manufactures and sells office equipment and steel fabricated products in Indonesia and internati... More
Lion Metal 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 Lion Metal'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 Lion Metal Works upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 37.82 | |||
| Value At Risk | (5.73) | |||
| Potential Upside | 4.76 |
Lion Metal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lion Metal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lion Metal's standard deviation. In reality, there are many statistical measures that can use Lion Metal historical prices to predict the future Lion Metal's volatility.| Risk Adjusted Performance | 0.0078 | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | (0.01) |
Lion Metal Works Backtested Returns
Lion Metal Works has Sharpe Ratio of -0.0973, which conveys that the firm had a -0.0973 % return per unit of risk over the last 3 months. Lion Metal exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lion Metal's Risk Adjusted Performance of 0.0078, mean deviation of 2.43, and Standard Deviation of 4.62 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.6, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Lion Metal will likely underperform. At this point, Lion Metal Works has a negative expected return of -0.18%. Please make sure to verify Lion Metal's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Lion Metal Works performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Lion Metal Works has insignificant reverse predictability. Overlapping area represents the amount of predictability between Lion Metal time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Lion Metal Works price movement. The serial correlation of -0.16 indicates that over 16.0% of current Lion Metal price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 60.97 |
Lion Metal Works lagged returns against current returns
Autocorrelation, which is Lion Metal 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 Lion Metal's stock expected returns. We can calculate the autocorrelation of Lion Metal returns to help us make a trade decision. For example, suppose you find that Lion Metal 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 |
Lion Metal 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 Lion Metal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lion Metal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lion Metal stock over time.
Current vs Lagged Prices |
| Timeline |
Lion Metal Lagged Returns
When evaluating Lion Metal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lion Metal stock have on its future price. Lion Metal 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, Lion Metal autocorrelation shows the relationship between Lion Metal stock current value and its past values and can show if there is a momentum factor associated with investing in Lion Metal Works.
Regressed Prices |
| Timeline |
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Lion Metal financial ratios help investors to determine whether Lion 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 Lion with respect to the benefits of owning Lion Metal security.