Livetech (Brazil) Market Value
| LVTC3 Stock | 3.60 0.07 1.98% |
| Symbol | Livetech |
Livetech '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 Livetech'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 Livetech.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Livetech on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Livetech da Bahia or generate 0.0% return on investment in Livetech over 90 days. Livetech is related to or competes with MAHLE Metal, Tyson Foods, Waste Management, STMicroelectronics, Delta Air, Extra Space, and Fidelity National. More
Livetech 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 Livetech'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 Livetech da Bahia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.91 | |||
| Information Ratio | 0.0885 | |||
| Maximum Drawdown | 16.84 | |||
| Value At Risk | (4.66) | |||
| Potential Upside | 6.77 |
Livetech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Livetech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Livetech's standard deviation. In reality, there are many statistical measures that can use Livetech historical prices to predict the future Livetech's volatility.| Risk Adjusted Performance | 0.1303 | |||
| Jensen Alpha | 0.3834 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0985 | |||
| Treynor Ratio | 1.59 |
Livetech da Bahia Backtested Returns
Livetech appears to be relatively risky, given 3 months investment horizon. Livetech da Bahia has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Livetech, which you can use to evaluate the volatility of the firm. Please exercise Livetech's Mean Deviation of 2.48, risk adjusted performance of 0.1303, and Downside Deviation of 2.91 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Livetech holds a performance score of 11. The company secures a Beta (Market Risk) of 0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Livetech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Livetech is expected to be smaller as well. Please check Livetech's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Livetech's current price movements will revert.
Auto-correlation | 0.08 |
Virtually no predictability
Livetech da Bahia has virtually no predictability. Overlapping area represents the amount of predictability between Livetech 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 Livetech da Bahia price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Livetech price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Livetech da Bahia lagged returns against current returns
Autocorrelation, which is Livetech 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 Livetech's stock expected returns. We can calculate the autocorrelation of Livetech returns to help us make a trade decision. For example, suppose you find that Livetech 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 |
Livetech 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 Livetech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Livetech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Livetech stock over time.
Current vs Lagged Prices |
| Timeline |
Livetech Lagged Returns
When evaluating Livetech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Livetech stock have on its future price. Livetech 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, Livetech autocorrelation shows the relationship between Livetech stock current value and its past values and can show if there is a momentum factor associated with investing in Livetech da Bahia.
Regressed Prices |
| Timeline |
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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.Additional Tools for Livetech Stock Analysis
When running Livetech's price analysis, check to measure Livetech's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Livetech is operating at the current time. Most of Livetech's value examination focuses on studying past and present price action to predict the probability of Livetech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Livetech's price. Additionally, you may evaluate how the addition of Livetech to your portfolios can decrease your overall portfolio volatility.