ALLY 47 Price on November 23, 2024
| 02005NBM1 | 84.10 9.04 9.71% |
If you're considering investing in 02005NBM1 Bond, it is important to understand the factors that can impact its price. As of today, the current price of 02005NBM1 stands at 84.10, as last reported on the 6th of January, with the highest price reaching 84.10 and the lowest price hitting 84.10 during the day. At this point, 02005NBM1 is not too volatile. 02005NBM1 secures Sharpe Ratio (or Efficiency) of 0.0233, which signifies that the bond had a 0.0233% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for ALLY 47, which you can use to evaluate the volatility of the entity. Please confirm 02005NBM1's Risk Adjusted Performance of 0.0287, coefficient of variation of 4093.33, and Mean Deviation of 3.07 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%.
02005NBM1 Bond price history is provided at the adjusted basis, taking into account all of the recent filings.
02005NBM1 |
Sharpe Ratio = 0.0233
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Estimated Market Risk
| 7.11 actual daily | 63 63% of assets are less volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average 02005NBM1 is performing at about 1% of its full potential. 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 02005NBM1 by adding it to a well-diversified portfolio.
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02005NBM1 Valuation on November 23, 2024
It is possible to determine the worth of 02005NBM1 on a given historical date. On November 23, 2024 02005NBM1 was worth 72.21 at the beginning of the trading date compared to the closed value of 72.21. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of 02005NBM1 bond. Still, in general, we apply an absolute valuation method to find 02005NBM1'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 02005NBM1 where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against 02005NBM1's related companies.
| Open | High | Low | Close | Volume | |
| 93.95 | 93.95 | 93.95 | 93.95 | 1.00 | |
11/23/2024 | 72.21 | 72.21 | 72.21 | 72.21 | 1.00 |
| 93.95 | 93.95 | 93.95 | 93.95 | 1.00 |
| Backtest 02005NBM1 | | | 02005NBM1 History | Previous | Next |
02005NBM1 Trading Date Momentum on November 23, 2024
| On November 25 2024 ALLY 47 was traded for 93.95 at the closing time. The highest price during the trading period was 93.95 and the lowest recorded bid was listed for 93.95 . There was no trading activity during the period 1.0. Lack of trading volume on November 25, 2024 contributed to the next trading day price jump. The trading price change to the next closing price was 30.11% . The overall trading delta to the current price is 30.87% . |
About 02005NBM1 Bond history
02005NBM1 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 02005NBM1 is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in 02005NBM1 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 02005NBM1 stock prices may prove useful in developing a viable investing in 02005NBM1
02005NBM1 Bond Technical Analysis
02005NBM1 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
02005NBM1 Period Price Range
Low | January 6, 2025
| High |
0.00 | 0.00 |
ALLY 47 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.
02005NBM1 January 6, 2025 Market Strength
Market strength indicators help investors to evaluate how 02005NBM1 bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 02005NBM1 shares will generate the highest return on investment. By undertsting and applying 02005NBM1 bond market strength indicators, traders can identify ALLY 47 entry and exit signals to maximize returns
02005NBM1 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for 02005NBM1's price direction in advance. Along with the technical and fundamental analysis of 02005NBM1 Bond historical price patterns, it is also worthwhile for investors to track various predictive indicators of 02005NBM1 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 | 0.0287 | |||
| Jensen Alpha | 0.1713 | |||
| Total Risk Alpha | 0.0594 | |||
| Sortino Ratio | 0.0217 | |||
| Treynor Ratio | 0.789 |
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Other Information on Investing in 02005NBM1 Bond
02005NBM1 financial ratios help investors to determine whether 02005NBM1 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 02005NBM1 with respect to the benefits of owning 02005NBM1 security.