ANZNZ 345 17 JUL 27 Price on September 15, 2023
| 00182EBF5 | 97.17 0.00 0.00% |
If you're considering investing in ANZNZ Bond, it is important to understand the factors that can impact its price. As of today, the current price of ANZNZ stands at 97.17, as last reported on the 29th of December, with the highest price reaching 97.17 and the lowest price hitting 97.17 during the day. ANZNZ 345 17 secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the bond had a -0.18% return per unit of volatility over the last 3 months. ANZNZ 345 17 JUL 27 exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ANZNZ's risk adjusted performance of 0.0547, and Mean Deviation of 0.4746 to double-check the risk estimate we provide.
ANZNZ Bond price history is provided at the adjusted basis, taking into account all of the recent filings.
ANZNZ |
Sharpe Ratio = -0.1837
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| Negative Returns | 00182EBF5 |
Estimated Market Risk
| 0.24 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ANZNZ is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ANZNZ by adding ANZNZ to a well-diversified portfolio.
ANZNZ Valuation on September 15, 2023
It is possible to determine the worth of ANZNZ on a given historical date. On September 15, 2023 ANZNZ was worth 92.13 at the beginning of the trading date compared to the closed value of 92.13. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of ANZNZ bond. Still, in general, we apply an absolute valuation method to find ANZNZ's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of ANZNZ where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against ANZNZ's related companies.
| Open | High | Low | Close | Volume | |
09/15/2023 | 92.13 | 92.13 | 92.13 | 92.13 | 1.00 |
| 92.77 | 92.77 | 92.77 | 92.77 | 1.00 |
| Backtest ANZNZ | | | ANZNZ History | Next |
ANZNZ Trading Date Momentum on September 15, 2023
The event impact on price volatility cannot be determined at this time. Please check this event after some time to allow current data to be analyzed.About ANZNZ Bond history
ANZNZ investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for ANZNZ is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in ANZNZ 345 17 will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing ANZNZ stock prices may prove useful in developing a viable investing in ANZNZ
ANZNZ Bond Technical Analysis
ANZNZ technical bond 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, bond market cycles, or different charting patterns.
Price Boundaries
ANZNZ Period Price Range
Low | December 29, 2024
| High |
0.00 | 0.00 |
ANZNZ 345 17 JUL 27 cannot be verified against its exchange. Please verify the symbol is currently traded on Bond Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
ANZNZ December 29, 2024 Market Strength
Market strength indicators help investors to evaluate how ANZNZ bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ANZNZ shares will generate the highest return on investment. By undertsting and applying ANZNZ bond market strength indicators, traders can identify ANZNZ 345 17 JUL 27 entry and exit signals to maximize returns
ANZNZ Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for ANZNZ's price direction in advance. Along with the technical and fundamental analysis of ANZNZ Bond historical price patterns, it is also worthwhile for investors to track various predictive indicators of ANZNZ to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0547 | |||
| Jensen Alpha | 0.0409 | |||
| Total Risk Alpha | 0.021 | |||
| Sortino Ratio | 0.0254 | |||
| Treynor Ratio | 1.13 |
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Other Information on Investing in ANZNZ Bond
ANZNZ financial ratios help investors to determine whether ANZNZ Bond 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 ANZNZ with respect to the benefits of owning ANZNZ security.