Lineage Cell (Israel) Market Value
| LCTX Stock | ILA 342.20 1.30 0.38% |
| Symbol | Lineage |
Lineage Cell '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 Lineage Cell'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 Lineage Cell.
| 05/18/2025 |
| 08/16/2025 |
If you would invest 0.00 in Lineage Cell on May 18, 2025 and sell it all today you would earn a total of 0.00 from holding Lineage Cell Therapeutics, or generate 0.0% return on investment in Lineage Cell over 90 days. Lineage Cell is related to or competes with YD More, Aura Investments, Discount Investment, Ram On, Adgar Investments, and Analyst IMS. Lineage Cell Therapeutics, Inc., a clinical-stage biotechnology company, focuses on developing and commercializing thera... More
Lineage Cell 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 Lineage Cell'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 Lineage Cell Therapeutics, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.68 | |||
| Information Ratio | 0.184 | |||
| Maximum Drawdown | 59.32 | |||
| Value At Risk | (6.89) | |||
| Potential Upside | 11.79 |
Lineage Cell Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lineage Cell's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lineage Cell's standard deviation. In reality, there are many statistical measures that can use Lineage Cell historical prices to predict the future Lineage Cell's volatility.| Risk Adjusted Performance | 0.1495 | |||
| Jensen Alpha | 1.51 | |||
| Total Risk Alpha | 0.6577 | |||
| Sortino Ratio | 0.3092 | |||
| Treynor Ratio | 7.98 |
Lineage Cell Therape Backtested Returns
Lineage Cell is very steady given 3 months investment horizon. Lineage Cell Therape has Sharpe Ratio of 0.2, which conveys that the firm had a 0.2 % return per unit of risk over the last 3 months. We were able to analyze thirty different technical indicators, which can help you to evaluate if expected returns of 1.74% are justified by taking the suggested risk. Use Lineage Cell Therape Mean Deviation of 4.75, downside deviation of 4.68, and Risk Adjusted Performance of 0.1495 to evaluate company specific risk that cannot be diversified away. Lineage Cell holds a performance score of 15 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lineage Cell's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lineage Cell is expected to be smaller as well. Use Lineage Cell Therape jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to analyze future returns on Lineage Cell Therape.
Auto-correlation | 0.17 |
Very weak predictability
Lineage Cell Therapeutics, has very weak predictability. Overlapping area represents the amount of predictability between Lineage Cell time series from 18th of May 2025 to 2nd of July 2025 and 2nd of July 2025 to 16th of August 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 Lineage Cell Therape price movement. The serial correlation of 0.17 indicates that over 17.0% of current Lineage Cell price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 308.2 |
Lineage Cell Therape lagged returns against current returns
Autocorrelation, which is Lineage Cell 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 Lineage Cell's stock expected returns. We can calculate the autocorrelation of Lineage Cell returns to help us make a trade decision. For example, suppose you find that Lineage Cell 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 |
Lineage Cell 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 Lineage Cell stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lineage Cell stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lineage Cell stock over time.
Current vs Lagged Prices |
| Timeline |
Lineage Cell Lagged Returns
When evaluating Lineage Cell's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lineage Cell stock have on its future price. Lineage Cell 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, Lineage Cell autocorrelation shows the relationship between Lineage Cell stock current value and its past values and can show if there is a momentum factor associated with investing in Lineage Cell Therapeutics,.
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 Lineage Stock
Lineage Cell financial ratios help investors to determine whether Lineage 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 Lineage with respect to the benefits of owning Lineage Cell security.