AN 195 01 AUG 28 Market Value
| 05329WAR3 | 84.12 5.45 6.08% |
| Symbol | 05329WAR3 |
Please note, there is a significant difference between 05329WAR3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 05329WAR3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 05329WAR3'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.
05329WAR3 '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 05329WAR3'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 05329WAR3.
| 02/05/2024 |
| 12/31/2024 |
If you would invest 0.00 in 05329WAR3 on February 5, 2024 and sell it all today you would earn a total of 0.00 from holding AN 195 01 AUG 28 or generate 0.0% return on investment in 05329WAR3 over 330 days. 05329WAR3 is related to or competes with Morgan Stanley, Melar Acquisition, Nomura Holdings, Nasdaq, Haverty Furniture, and Smith Douglas. More
05329WAR3 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 05329WAR3'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 AN 195 01 AUG 28 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 12.27 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 2.18 |
05329WAR3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 05329WAR3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 05329WAR3's standard deviation. In reality, there are many statistical measures that can use 05329WAR3 historical prices to predict the future 05329WAR3's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 2.12 |
AN 195 01 Backtested Returns
AN 195 01 retains Efficiency (Sharpe Ratio) of -0.11, which signifies that the bond had a -0.11% return per unit of price deviation over the last 3 months. 05329WAR3 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 05329WAR3's Market Risk Adjusted Performance of 2.13, information ratio of (0.02), and Variance of 4.77 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.0182, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 05329WAR3 are expected to decrease at a much lower rate. During the bear market, 05329WAR3 is likely to outperform the market.
Auto-correlation | -0.3 |
Weak reverse predictability
AN 195 01 AUG 28 has weak reverse predictability. Overlapping area represents the amount of predictability between 05329WAR3 time series from 5th of February 2024 to 19th of July 2024 and 19th of July 2024 to 31st 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 AN 195 01 price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current 05329WAR3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 1.26 |
AN 195 01 lagged returns against current returns
Autocorrelation, which is 05329WAR3 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 05329WAR3's bond expected returns. We can calculate the autocorrelation of 05329WAR3 returns to help us make a trade decision. For example, suppose you find that 05329WAR3 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 |
05329WAR3 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 05329WAR3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 05329WAR3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 05329WAR3 bond over time.
Current vs Lagged Prices |
| Timeline |
05329WAR3 Lagged Returns
When evaluating 05329WAR3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 05329WAR3 bond have on its future price. 05329WAR3 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, 05329WAR3 autocorrelation shows the relationship between 05329WAR3 bond current value and its past values and can show if there is a momentum factor associated with investing in AN 195 01 AUG 28.
Regressed Prices |
| Timeline |
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Other Information on Investing in 05329WAR3 Bond
05329WAR3 financial ratios help investors to determine whether 05329WAR3 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 05329WAR3 with respect to the benefits of owning 05329WAR3 security.