Liberty Media Stock Market Value
| LSXMK Stock | USD 22.70 0.85 3.61% |
| Symbol | Liberty |
Liberty Media Price To Book Ratio
Is Liberty Media's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Liberty Media. If investors know Liberty will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Liberty Media listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.382 | Earnings Share 2.56 | Revenue Per Share 27.434 | Quarterly Revenue Growth 0.008 | Return On Assets 0.0394 |
The market value of Liberty Media is measured differently than its book value, which is the value of Liberty that is recorded on the company's balance sheet. Investors also form their own opinion of Liberty Media's value that differs from its market value or its book value, called intrinsic value, which is Liberty Media's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Liberty Media's market value can be influenced by many factors that don't directly affect Liberty Media's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Liberty Media's value and its price as these two are different measures arrived at by different means. Investors typically determine if Liberty Media is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Liberty Media's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Liberty Media '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 Media'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 Media.
| 02/23/2024 |
| 05/23/2024 |
If you would invest 0.00 in Liberty Media on February 23, 2024 and sell it all today you would earn a total of 0.00 from holding Liberty Media or generate 0.0% return on investment in Liberty Media over 90 days. Liberty Media is related to or competes with News Corp, Fox Corp, Liberty Media, AMC Networks, Marcus, Madison Square, and Liberty Media. The Liberty SiriusXM Group, through its subsidiaries, engages in the entertainment business in the United States and Can... More
Liberty Media 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 Media'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 Media upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 11.11 | |||
| Value At Risk | (3.34) | |||
| Potential Upside | 2.31 |
Liberty Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Liberty Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Liberty Media's standard deviation. In reality, there are many statistical measures that can use Liberty Media historical prices to predict the future Liberty Media's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.50) | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | (0.30) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Liberty Media's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Liberty Media Backtested Returns
Liberty Media has Sharpe Ratio of -0.23, which conveys that the firm had a -0.23% return per unit of risk over the last 3 months. Liberty Media exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Liberty Media's Risk Adjusted Performance of (0.12), mean deviation of 1.38, and Standard Deviation of 1.84 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.34, 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, Liberty Media will likely underperform. Liberty Media has an expected return of -0.43%. Please make sure to verify Liberty Media skewness, and the relationship between the total risk alpha and day median price , to decide if Liberty Media performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.39 |
Below average predictability
Liberty Media has below average predictability. Overlapping area represents the amount of predictability between Liberty Media time series from 23rd of February 2024 to 8th of April 2024 and 8th of April 2024 to 23rd of May 2024. 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 Media price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Liberty Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Liberty Media lagged returns against current returns
Autocorrelation, which is Liberty Media 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 Media's stock expected returns. We can calculate the autocorrelation of Liberty Media returns to help us make a trade decision. For example, suppose you find that Liberty Media 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 Media 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 Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Liberty Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Liberty Media stock over time.
Current vs Lagged Prices |
| Timeline |
Liberty Media Lagged Returns
When evaluating Liberty Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Liberty Media stock have on its future price. Liberty Media 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 Media autocorrelation shows the relationship between Liberty Media stock current value and its past values and can show if there is a momentum factor associated with investing in Liberty Media.
Regressed Prices |
| Timeline |
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Check out Liberty Media Correlation, Liberty Media Volatility and Liberty Media Alpha and Beta module to complement your research on Liberty Media. For more information on how to buy Liberty Stock please use our How to buy in Liberty Stock guide.You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Complementary Tools for Liberty Stock analysis
When running Liberty Media's price analysis, check to measure Liberty Media'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 Liberty Media is operating at the current time. Most of Liberty Media's value examination focuses on studying past and present price action to predict the probability of Liberty Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Liberty Media's price. Additionally, you may evaluate how the addition of Liberty Media to your portfolios can decrease your overall portfolio volatility.
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Liberty Media technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.