ANHEUSER BUSCH INBEV Market Value
| 03523TBT4 | 86.81 2.72 3.04% |
| Symbol | ANHEUSER |
ANHEUSER '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 ANHEUSER'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 ANHEUSER.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in ANHEUSER on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding ANHEUSER BUSCH INBEV or generate 0.0% return on investment in ANHEUSER over 90 days. ANHEUSER is related to or competes with 00108WAF7, 90331HPL1, Bank of America, GE Aerospace, Dupont De, International Business, and McDonalds. More
ANHEUSER 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 ANHEUSER'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 ANHEUSER BUSCH INBEV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 16.03 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 1.33 |
ANHEUSER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ANHEUSER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ANHEUSER's standard deviation. In reality, there are many statistical measures that can use ANHEUSER historical prices to predict the future ANHEUSER's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0134 | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | 0.1039 |
ANHEUSER BUSCH INBEV Backtested Returns
ANHEUSER BUSCH INBEV secures Sharpe Ratio (or Efficiency) of -0.069, which signifies that the bond had a -0.069% return per unit of risk over the last 3 months. ANHEUSER BUSCH INBEV exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ANHEUSER's Mean Deviation of 0.9991, standard deviation of 2.3, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ANHEUSER are expected to decrease at a much lower rate. During the bear market, ANHEUSER is likely to outperform the market.
Auto-correlation | -0.34 |
Poor reverse predictability
ANHEUSER BUSCH INBEV has poor reverse predictability. Overlapping area represents the amount of predictability between ANHEUSER time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ANHEUSER BUSCH INBEV price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current ANHEUSER price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 1.62 |
ANHEUSER BUSCH INBEV lagged returns against current returns
Autocorrelation, which is ANHEUSER 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 ANHEUSER's bond expected returns. We can calculate the autocorrelation of ANHEUSER returns to help us make a trade decision. For example, suppose you find that ANHEUSER 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 |
ANHEUSER 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 ANHEUSER bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ANHEUSER bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ANHEUSER bond over time.
Current vs Lagged Prices |
| Timeline |
ANHEUSER Lagged Returns
When evaluating ANHEUSER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ANHEUSER bond have on its future price. ANHEUSER 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, ANHEUSER autocorrelation shows the relationship between ANHEUSER bond current value and its past values and can show if there is a momentum factor associated with investing in ANHEUSER BUSCH INBEV.
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 ANHEUSER Bond
ANHEUSER financial ratios help investors to determine whether ANHEUSER 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 ANHEUSER with respect to the benefits of owning ANHEUSER security.