AEP 525 15 MAY 52 Market Value
| 00108WAQ3 | 90.67 1.81 2.04% |
| Symbol | 00108WAQ3 |
Please note, there is a significant difference between 00108WAQ3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 00108WAQ3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 00108WAQ3'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.
00108WAQ3 '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 00108WAQ3's bond 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 00108WAQ3.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in 00108WAQ3 on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding AEP 525 15 MAY 52 or generate 0.0% return on investment in 00108WAQ3 over 30 days. 00108WAQ3 is related to or competes with GameStop Corp, FS KKR, Artisan Partners, Playstudios, Roblox Corp, Virtus Investment, and US Global. More
00108WAQ3 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 00108WAQ3's bond 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 AEP 525 15 MAY 52 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.0047 | |||
| Maximum Drawdown | 7.04 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 3.13 |
00108WAQ3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00108WAQ3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 00108WAQ3's standard deviation. In reality, there are many statistical measures that can use 00108WAQ3 historical prices to predict the future 00108WAQ3's volatility.| Risk Adjusted Performance | 0.0136 | |||
| Total Risk Alpha | 0.0089 | |||
| Sortino Ratio | 0.0067 |
AEP 525 15 Backtested Returns
At this point, 00108WAQ3 is very steady. AEP 525 15 secures Sharpe Ratio (or Efficiency) of 0.0419, which signifies that the bond had a 0.0419% return per unit of price deviation over the last 3 months. We have found twenty-four technical indicators for AEP 525 15 MAY 52, which you can use to evaluate the volatility of the entity. Please confirm 00108WAQ3's Risk Adjusted Performance of 0.0136, semi deviation of 1.17, and Standard Deviation of 1.74 to double-check if the risk estimate we provide is consistent with the expected return of 0.0847%. The bond shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and 00108WAQ3 are completely uncorrelated.
Auto-correlation | -0.3 |
Weak reverse predictability
AEP 525 15 MAY 52 has weak reverse predictability. Overlapping area represents the amount of predictability between 00108WAQ3 time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 AEP 525 15 price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current 00108WAQ3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 6.33 |
AEP 525 15 lagged returns against current returns
Autocorrelation, which is 00108WAQ3 bond'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 00108WAQ3's bond expected returns. We can calculate the autocorrelation of 00108WAQ3 returns to help us make a trade decision. For example, suppose you find that 00108WAQ3 has exhibited high autocorrelation historically, and you observe that the bond 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 |
00108WAQ3 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 00108WAQ3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 00108WAQ3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 00108WAQ3 bond over time.
Current vs Lagged Prices |
| Timeline |
00108WAQ3 Lagged Returns
When evaluating 00108WAQ3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 00108WAQ3 bond have on its future price. 00108WAQ3 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, 00108WAQ3 autocorrelation shows the relationship between 00108WAQ3 bond current value and its past values and can show if there is a momentum factor associated with investing in AEP 525 15 MAY 52.
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in 00108WAQ3 Bond
00108WAQ3 financial ratios help investors to determine whether 00108WAQ3 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 00108WAQ3 with respect to the benefits of owning 00108WAQ3 security.