AVA 4 01 APR 52 Market Value
| 05379BAR8 | 84.05 0.00 0.00% |
| Symbol | 05379BAR8 |
Please note, there is a significant difference between 05379BAR8's value and its price as these two are different measures arrived at by different means. Investors typically determine if 05379BAR8 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 05379BAR8'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.
05379BAR8 '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 05379BAR8'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 05379BAR8.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in 05379BAR8 on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding AVA 4 01 APR 52 or generate 0.0% return on investment in 05379BAR8 over 30 days. 05379BAR8 is related to or competes with Eastman Kodak, Saia, Entegris, Apogee Enterprises, ON Semiconductor, Verra Mobility, and Arm Holdings. More
05379BAR8 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 05379BAR8'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 AVA 4 01 APR 52 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.57 | |||
| Information Ratio | 0.063 | |||
| Maximum Drawdown | 9.01 | |||
| Value At Risk | (2.89) | |||
| Potential Upside | 2.27 |
05379BAR8 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 05379BAR8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 05379BAR8's standard deviation. In reality, there are many statistical measures that can use 05379BAR8 historical prices to predict the future 05379BAR8's volatility.| Risk Adjusted Performance | 0.1085 | |||
| Jensen Alpha | 0.2474 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0698 | |||
| Treynor Ratio | (1.08) |
05379BAR8 Backtested Returns
At this point, 05379BAR8 is very steady. 05379BAR8 retains Efficiency (Sharpe Ratio) of 0.0917, which signifies that the bond had a 0.0917% return per unit of price deviation over the last 3 months. We have found twenty-five technical indicators for 05379BAR8, which you can use to evaluate the volatility of the entity. Please confirm 05379BAR8's Standard Deviation of 1.74, market risk adjusted performance of (1.07), and Coefficient Of Variation of 742.77 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The bond owns a Beta (Systematic Risk) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 05379BAR8 are expected to decrease at a much lower rate. During the bear market, 05379BAR8 is likely to outperform the market.
Auto-correlation | -0.64 |
Very good reverse predictability
AVA 4 01 APR 52 has very good reverse predictability. Overlapping area represents the amount of predictability between 05379BAR8 time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd 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 05379BAR8 price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current 05379BAR8 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
05379BAR8 lagged returns against current returns
Autocorrelation, which is 05379BAR8 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 05379BAR8's bond expected returns. We can calculate the autocorrelation of 05379BAR8 returns to help us make a trade decision. For example, suppose you find that 05379BAR8 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 |
05379BAR8 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 05379BAR8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 05379BAR8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 05379BAR8 bond over time.
Current vs Lagged Prices |
| Timeline |
05379BAR8 Lagged Returns
When evaluating 05379BAR8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 05379BAR8 bond have on its future price. 05379BAR8 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, 05379BAR8 autocorrelation shows the relationship between 05379BAR8 bond current value and its past values and can show if there is a momentum factor associated with investing in AVA 4 01 APR 52.
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 05379BAR8 Bond
05379BAR8 financial ratios help investors to determine whether 05379BAR8 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 05379BAR8 with respect to the benefits of owning 05379BAR8 security.