ALLY 71 15 NOV 27 Price on September 7, 3123
| 02005NBR0 | 100.97 4.51 4.28% |
If you're considering investing in 02005NBR0 Bond, it is important to understand the factors that can impact its price. As of today, the current price of 02005NBR0 stands at 100.97, as last reported on the 6th of January, with the highest price reaching 100.97 and the lowest price hitting 100.97 during the day. ALLY 71 15 secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the bond had a -0.1% return per unit of price deviation over the last 3 months. ALLY 71 15 NOV 27 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 02005NBR0's Risk Adjusted Performance of (0.02), variance of 2.82, and Mean Deviation of 0.8736 to double-check the risk estimate we provide.
02005NBR0 Bond price history is provided at the adjusted basis, taking into account all of the recent filings.
02005NBR0 |
Sharpe Ratio = -0.1046
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 02005NBR0 |
Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 02005NBR0 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 02005NBR0 by adding 02005NBR0 to a well-diversified portfolio.
02005NBR0 Valuation on September 7, 3123
It is possible to determine the worth of 02005NBR0 on a given historical date. On September 7, 3123 02005NBR0 was worth 100.94 at the beginning of the trading date compared to the closed value of 100.94. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of 02005NBR0 bond. Still, in general, we apply an absolute valuation method to find 02005NBR0'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 02005NBR0 where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against 02005NBR0's related companies.
| Open | High | Low | Close | Volume | |
09/07/3123 | 100.94 | 100.94 | 100.94 | 100.94 | 1.00 |
| Backtest 02005NBR0 | | | 02005NBR0 History |
02005NBR0 Trading Date Momentum on September 7, 3123
About 02005NBR0 Bond history
02005NBR0 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 02005NBR0 is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in ALLY 71 15 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 02005NBR0 stock prices may prove useful in developing a viable investing in 02005NBR0
02005NBR0 Bond Technical Analysis
02005NBR0 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
02005NBR0 Period Price Range
Low | January 6, 2025
| High |
0.00 | 0.00 |
ALLY 71 15 NOV 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.
02005NBR0 January 6, 2025 Market Strength
Market strength indicators help investors to evaluate how 02005NBR0 bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 02005NBR0 shares will generate the highest return on investment. By undertsting and applying 02005NBR0 bond market strength indicators, traders can identify ALLY 71 15 NOV 27 entry and exit signals to maximize returns
02005NBR0 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for 02005NBR0's price direction in advance. Along with the technical and fundamental analysis of 02005NBR0 Bond historical price patterns, it is also worthwhile for investors to track various predictive indicators of 02005NBR0 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 | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.1391 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in 02005NBR0 Bond
02005NBR0 financial ratios help investors to determine whether 02005NBR0 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 02005NBR0 with respect to the benefits of owning 02005NBR0 security.