US0010EPAN89 Market Value
| 0010EPAN8 | 96.83 0.00 0.00% |
| Symbol | 0010EPAN8 |
Please note, there is a significant difference between 0010EPAN8's value and its price as these two are different measures arrived at by different means. Investors typically determine if 0010EPAN8 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 0010EPAN8'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.
0010EPAN8 '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 0010EPAN8'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 0010EPAN8.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in 0010EPAN8 on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding US0010EPAN89 or generate 0.0% return on investment in 0010EPAN8 over 30 days. 0010EPAN8 is related to or competes with WK Kellogg, Boston Beer, Lifevantage, Willamette Valley, Coca Cola, Village Super, and SNDL. More
0010EPAN8 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 0010EPAN8'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 US0010EPAN89 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 0.7465 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 0.4346 |
0010EPAN8 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 0010EPAN8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 0010EPAN8's standard deviation. In reality, there are many statistical measures that can use 0010EPAN8 historical prices to predict the future 0010EPAN8's volatility.| Risk Adjusted Performance | (0.22) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 3.81 |
US0010EPAN89 Backtested Returns
US0010EPAN89 retains Efficiency (Sharpe Ratio) of -0.28, which signifies that the bond had a -0.28% return per unit of price deviation over the last 3 months. 0010EPAN8 exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 0010EPAN8's Risk Adjusted Performance of (0.22), variance of 0.4938, and Coefficient Of Variation of (361.44) to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.0536, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 0010EPAN8 are expected to decrease at a much lower rate. During the bear market, 0010EPAN8 is likely to outperform the market.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
US0010EPAN89 has near perfect reversele predictability. Overlapping area represents the amount of predictability between 0010EPAN8 time series from 10th of December 2024 to 25th of December 2024 and 25th of December 2024 to 9th 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 US0010EPAN89 price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current 0010EPAN8 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
US0010EPAN89 lagged returns against current returns
Autocorrelation, which is 0010EPAN8 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 0010EPAN8's bond expected returns. We can calculate the autocorrelation of 0010EPAN8 returns to help us make a trade decision. For example, suppose you find that 0010EPAN8 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 |
0010EPAN8 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 0010EPAN8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 0010EPAN8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 0010EPAN8 bond over time.
Current vs Lagged Prices |
| Timeline |
0010EPAN8 Lagged Returns
When evaluating 0010EPAN8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 0010EPAN8 bond have on its future price. 0010EPAN8 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, 0010EPAN8 autocorrelation shows the relationship between 0010EPAN8 bond current value and its past values and can show if there is a momentum factor associated with investing in US0010EPAN89.
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 0010EPAN8 Bond
0010EPAN8 financial ratios help investors to determine whether 0010EPAN8 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 0010EPAN8 with respect to the benefits of owning 0010EPAN8 security.