BHP 642 01 MAR 26 Market Value
| 055450AH3 | 106.55 4.59 4.50% |
| Symbol | 055450AH3 |
Please note, there is a significant difference between 055450AH3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 055450AH3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 055450AH3'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.
055450AH3 '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 055450AH3'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 055450AH3.
| 01/21/2023 |
| 01/10/2025 |
If you would invest 0.00 in 055450AH3 on January 21, 2023 and sell it all today you would earn a total of 0.00 from holding BHP 642 01 MAR 26 or generate 0.0% return on investment in 055450AH3 over 720 days. 055450AH3 is related to or competes with Envista Holdings, Rocky Brands, Bowen Acquisition, Weyco, Ameriprise Financial, Inflection Point, and MGIC Investment. More
055450AH3 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 055450AH3'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 BHP 642 01 MAR 26 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3104 | |||
| Information Ratio | 0.0521 | |||
| Maximum Drawdown | 2.29 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 0.6893 |
055450AH3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 055450AH3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 055450AH3's standard deviation. In reality, there are many statistical measures that can use 055450AH3 historical prices to predict the future 055450AH3's volatility.| Risk Adjusted Performance | 0.076 | |||
| Total Risk Alpha | 0.0347 | |||
| Sortino Ratio | 0.0957 |
BHP 642 01 Backtested Returns
At this point, 055450AH3 is very steady. BHP 642 01 secures Sharpe Ratio (or Efficiency) of 0.0235, which signifies that the bond had a 0.0235% return per unit of price deviation over the last 3 months. We have found twenty-five technical indicators for BHP 642 01 MAR 26, which you can use to evaluate the volatility of the entity. Please confirm 055450AH3's Semi Deviation of 0.1516, risk adjusted performance of 0.076, and Standard Deviation of 0.5702 to double-check if the risk estimate we provide is consistent with the expected return of 0.0214%. The bond shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and 055450AH3 are completely uncorrelated.
Auto-correlation | 0.09 |
Virtually no predictability
BHP 642 01 MAR 26 has virtually no predictability. Overlapping area represents the amount of predictability between 055450AH3 time series from 21st of January 2023 to 16th of January 2024 and 16th of January 2024 to 10th 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 BHP 642 01 price movement. The serial correlation of 0.09 indicates that less than 9.0% of current 055450AH3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
BHP 642 01 lagged returns against current returns
Autocorrelation, which is 055450AH3 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 055450AH3's bond expected returns. We can calculate the autocorrelation of 055450AH3 returns to help us make a trade decision. For example, suppose you find that 055450AH3 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 |
055450AH3 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 055450AH3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 055450AH3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 055450AH3 bond over time.
Current vs Lagged Prices |
| Timeline |
055450AH3 Lagged Returns
When evaluating 055450AH3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 055450AH3 bond have on its future price. 055450AH3 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, 055450AH3 autocorrelation shows the relationship between 055450AH3 bond current value and its past values and can show if there is a momentum factor associated with investing in BHP 642 01 MAR 26.
Regressed Prices |
| Timeline |
Also Currently Popular
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| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in 055450AH3 Bond
055450AH3 financial ratios help investors to determine whether 055450AH3 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 055450AH3 with respect to the benefits of owning 055450AH3 security.