AMT 365 15 MAR 27 Market Value
| 03027XBV1 | 95.92 0.00 0.00% |
| Symbol | 03027XBV1 |
Please note, there is a significant difference between 03027XBV1's value and its price as these two are different measures arrived at by different means. Investors typically determine if 03027XBV1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 03027XBV1'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.
03027XBV1 '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 03027XBV1'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 03027XBV1.
| 01/28/2024 |
| 01/22/2025 |
If you would invest 0.00 in 03027XBV1 on January 28, 2024 and sell it all today you would earn a total of 0.00 from holding AMT 365 15 MAR 27 or generate 0.0% return on investment in 03027XBV1 over 360 days. 03027XBV1 is related to or competes with BE Semiconductor, Vindicator Silver, NioCorp Developments, Mako Mining, ASML Holding, and Everspin Technologies. More
03027XBV1 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 03027XBV1'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 365 15 MAR 27 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.86 | |||
| Value At Risk | (0.38) | |||
| Potential Upside | 0.2356 |
03027XBV1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 03027XBV1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 03027XBV1's standard deviation. In reality, there are many statistical measures that can use 03027XBV1 historical prices to predict the future 03027XBV1's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.1529 |
AMT 365 15 Backtested Returns
AMT 365 15 secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the bond had a -0.12 % return per unit of risk over the last 3 months. AMT 365 15 MAR 27 exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 03027XBV1's Mean Deviation of 0.3432, risk adjusted performance of (0.02), and Standard Deviation of 0.9852 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 03027XBV1 are expected to decrease at a much lower rate. During the bear market, 03027XBV1 is likely to outperform the market.
Auto-correlation | -0.38 |
Poor reverse predictability
AMT 365 15 MAR 27 has poor reverse predictability. Overlapping area represents the amount of predictability between 03027XBV1 time series from 28th of January 2024 to 26th of July 2024 and 26th of July 2024 to 22nd 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 AMT 365 15 price movement. The serial correlation of -0.38 indicates that just about 38.0% of current 03027XBV1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
AMT 365 15 lagged returns against current returns
Autocorrelation, which is 03027XBV1 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 03027XBV1's bond expected returns. We can calculate the autocorrelation of 03027XBV1 returns to help us make a trade decision. For example, suppose you find that 03027XBV1 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 |
03027XBV1 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 03027XBV1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 03027XBV1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 03027XBV1 bond over time.
Current vs Lagged Prices |
| Timeline |
03027XBV1 Lagged Returns
When evaluating 03027XBV1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 03027XBV1 bond have on its future price. 03027XBV1 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, 03027XBV1 autocorrelation shows the relationship between 03027XBV1 bond current value and its past values and can show if there is a momentum factor associated with investing in AMT 365 15 MAR 27.
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 03027XBV1 Bond
03027XBV1 financial ratios help investors to determine whether 03027XBV1 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 03027XBV1 with respect to the benefits of owning 03027XBV1 security.