BAT INTERNATIONAL FINANCE Market Value

05530QAN0   96.94  0.02  0.02%   
05530QAN0's market value is the price at which a share of 05530QAN0 trades on an exchange. It measures the collective expectations of BAT INTERNATIONAL FINANCE investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of BAT INTERNATIONAL FINANCE and determine expected loss or profit from investing in 05530QAN0 over a given investment horizon.
Check out 05530QAN0 Correlation, 05530QAN0 Volatility and 05530QAN0 Alpha and Beta module to complement your research on 05530QAN0.
Symbol

Please note, there is a significant difference between 05530QAN0's value and its price as these two are different measures arrived at by different means. Investors typically determine if 05530QAN0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 05530QAN0'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.

05530QAN0 '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 05530QAN0'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 05530QAN0.
0.00
12/03/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/03/2025
0.00
If you would invest  0.00  in 05530QAN0 on December 3, 2024 and sell it all today you would earn a total of 0.00 from holding BAT INTERNATIONAL FINANCE or generate 0.0% return on investment in 05530QAN0 over 90 days. 05530QAN0 is related to or competes with 00108WAF7, IShares Global, GE Aerospace, Coca Cola, Bank of America, Procter Gamble, and Pfizer. More

05530QAN0 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 05530QAN0'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 BAT INTERNATIONAL FINANCE upside and downside potential and time the market with a certain degree of confidence.

05530QAN0 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for 05530QAN0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 05530QAN0's standard deviation. In reality, there are many statistical measures that can use 05530QAN0 historical prices to predict the future 05530QAN0's volatility.
Hype
Prediction
LowEstimatedHigh
90.0090.8191.62
Details
Intrinsic
Valuation
LowRealHigh
73.9874.7999.89
Details
Naive
Forecast
LowNextHigh
89.3290.1390.95
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
93.3496.2799.21
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as 05530QAN0. Your research has to be compared to or analyzed against 05530QAN0's peers to derive any actionable benefits. When done correctly, 05530QAN0's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in BAT INTERNATIONAL FINANCE.

BAT INTERNATIONAL FINANCE Backtested Returns

BAT INTERNATIONAL FINANCE secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the bond had a -0.11 % return per unit of risk over the last 3 months. BAT INTERNATIONAL FINANCE exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 05530QAN0's mean deviation of 0.1907, and Variance of 0.4717 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 05530QAN0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 05530QAN0 is expected to be smaller as well.

Auto-correlation

    
  0.28  

Poor predictability

BAT INTERNATIONAL FINANCE has poor predictability. Overlapping area represents the amount of predictability between 05530QAN0 time series from 3rd of December 2024 to 17th of January 2025 and 17th of January 2025 to 3rd 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 BAT INTERNATIONAL FINANCE price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current 05530QAN0 price fluctuation can be explain by its past prices.
Correlation Coefficient0.28
Spearman Rank Test0.39
Residual Average0.0
Price Variance0.02

BAT INTERNATIONAL FINANCE lagged returns against current returns

Autocorrelation, which is 05530QAN0 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 05530QAN0's bond expected returns. We can calculate the autocorrelation of 05530QAN0 returns to help us make a trade decision. For example, suppose you find that 05530QAN0 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  

05530QAN0 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 05530QAN0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 05530QAN0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 05530QAN0 bond over time.
   Current vs Lagged Prices   
       Timeline  

05530QAN0 Lagged Returns

When evaluating 05530QAN0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 05530QAN0 bond have on its future price. 05530QAN0 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, 05530QAN0 autocorrelation shows the relationship between 05530QAN0 bond current value and its past values and can show if there is a momentum factor associated with investing in BAT INTERNATIONAL FINANCE.
   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 05530QAN0 Bond

05530QAN0 financial ratios help investors to determine whether 05530QAN0 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 05530QAN0 with respect to the benefits of owning 05530QAN0 security.