Light Science (UK) Market Value
| LST Stock | 4.85 0.05 1.02% |
| Symbol | Light |
Light Science '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 Light Science'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 Light Science.
| 08/26/2025 |
| 11/24/2025 |
If you would invest 0.00 in Light Science on August 26, 2025 and sell it all today you would earn a total of 0.00 from holding Light Science Technologies or generate 0.0% return on investment in Light Science over 90 days. Light Science is related to or competes with CVR Energy, Nationwide Building, Digital Realty, News Corp, Cognizant Technology, and Baker Hughes. Light Science is entity of United Kingdom More
Light Science 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 Light Science'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 Light Science Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.72 | |||
| Information Ratio | 0.1674 | |||
| Maximum Drawdown | 25.23 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 11.22 |
Light Science Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Light Science's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Light Science's standard deviation. In reality, there are many statistical measures that can use Light Science historical prices to predict the future Light Science's volatility.| Risk Adjusted Performance | 0.1324 | |||
| Jensen Alpha | 0.88 | |||
| Total Risk Alpha | 0.5943 | |||
| Sortino Ratio | 0.2294 | |||
| Treynor Ratio | 2.67 |
Light Science Techno Backtested Returns
Light Science appears to be unstable, given 3 months investment horizon. Light Science Techno has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. By analyzing Light Science's technical indicators, you can evaluate if the expected return of 0.81% is justified by implied risk. Please exercise Light Science's Downside Deviation of 3.72, risk adjusted performance of 0.1324, and Mean Deviation of 3.62 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Light Science holds a performance score of 12. The company secures a Beta (Market Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Light Science's returns are expected to increase less than the market. However, during the bear market, the loss of holding Light Science is expected to be smaller as well. Please check Light Science's standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether Light Science's current price movements will revert.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Light Science Technologies has insignificant reverse predictability. Overlapping area represents the amount of predictability between Light Science time series from 26th of August 2025 to 10th of October 2025 and 10th of October 2025 to 24th of November 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 Light Science Techno price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Light Science price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
Light Science Techno lagged returns against current returns
Autocorrelation, which is Light Science 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 Light Science's stock expected returns. We can calculate the autocorrelation of Light Science returns to help us make a trade decision. For example, suppose you find that Light Science 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 |
Light Science 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 Light Science stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Light Science stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Light Science stock over time.
Current vs Lagged Prices |
| Timeline |
Light Science Lagged Returns
When evaluating Light Science's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Light Science stock have on its future price. Light Science 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, Light Science autocorrelation shows the relationship between Light Science stock current value and its past values and can show if there is a momentum factor associated with investing in Light Science Technologies.
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 Light Stock
Light Science financial ratios help investors to determine whether Light 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 Light with respect to the benefits of owning Light Science security.