AMT 145 15 SEP 26 Market Value
| 03027XBR0 | 95.10 0.22 0.23% |
| Symbol | 03027XBR0 |
Please note, there is a significant difference between 03027XBR0's value and its price as these two are different measures arrived at by different means. Investors typically determine if 03027XBR0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 03027XBR0'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.
03027XBR0 '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 03027XBR0'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 03027XBR0.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in 03027XBR0 on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding AMT 145 15 SEP 26 or generate 0.0% return on investment in 03027XBR0 over 90 days. 03027XBR0 is related to or competes with Tradeweb Markets, Sea, Diageo PLC, IAC, MYT Netherlands, and Simon Property. More
03027XBR0 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 03027XBR0'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 AMT 145 15 SEP 26 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2675 | |||
| Information Ratio | 0.5368 | |||
| Maximum Drawdown | 1.43 | |||
| Value At Risk | (0.42) | |||
| Potential Upside | 0.4874 |
03027XBR0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 03027XBR0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 03027XBR0's standard deviation. In reality, there are many statistical measures that can use 03027XBR0 historical prices to predict the future 03027XBR0's volatility.| Risk Adjusted Performance | 0.0049 | |||
| Jensen Alpha | (0.0003) | |||
| Total Risk Alpha | 0.0341 | |||
| Sortino Ratio | 0.4684 | |||
| Treynor Ratio | (0.16) |
AMT 145 15 Backtested Returns
At this point, 03027XBR0 is very steady. AMT 145 15 secures Sharpe Ratio (or Efficiency) of 0.0328, which signifies that the bond had a 0.0328 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for AMT 145 15 SEP 26, which you can use to evaluate the volatility of the entity. Please confirm 03027XBR0's Downside Deviation of 0.2675, risk adjusted performance of 0.0049, and Mean Deviation of 0.1315 to double-check if the risk estimate we provide is consistent with the expected return of 0.0079%. The bond shows a Beta (market volatility) of 0.0088, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 03027XBR0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 03027XBR0 is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
AMT 145 15 SEP 26 has good predictability. Overlapping area represents the amount of predictability between 03027XBR0 time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th of March 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 AMT 145 15 price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current 03027XBR0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
AMT 145 15 lagged returns against current returns
Autocorrelation, which is 03027XBR0 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 03027XBR0's bond expected returns. We can calculate the autocorrelation of 03027XBR0 returns to help us make a trade decision. For example, suppose you find that 03027XBR0 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 |
03027XBR0 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 03027XBR0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 03027XBR0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 03027XBR0 bond over time.
Current vs Lagged Prices |
| Timeline |
03027XBR0 Lagged Returns
When evaluating 03027XBR0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 03027XBR0 bond have on its future price. 03027XBR0 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, 03027XBR0 autocorrelation shows the relationship between 03027XBR0 bond current value and its past values and can show if there is a momentum factor associated with investing in AMT 145 15 SEP 26.
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.Other Information on Investing in 03027XBR0 Bond
03027XBR0 financial ratios help investors to determine whether 03027XBR0 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 03027XBR0 with respect to the benefits of owning 03027XBR0 security.