SANTAN 3225 22 NOV 32 Market Value
| 05971KAL3 | 68.77 0.00 0.00% |
| Symbol | SANTAN |
Please note, there is a significant difference between SANTAN's value and its price as these two are different measures arrived at by different means. Investors typically determine if SANTAN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SANTAN'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.
SANTAN '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 SANTAN'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 SANTAN.
| 04/12/2024 |
| 01/07/2025 |
If you would invest 0.00 in SANTAN on April 12, 2024 and sell it all today you would earn a total of 0.00 from holding SANTAN 3225 22 NOV 32 or generate 0.0% return on investment in SANTAN over 270 days. SANTAN is related to or competes with WT Offshore, Kenon Holdings, Enel Chile, Verra Mobility, United Guardian, Jutal Offshore, and Aris Water. More
SANTAN 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 SANTAN'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 SANTAN 3225 22 NOV 32 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 3.73 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 0.9635 |
SANTAN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SANTAN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SANTAN's standard deviation. In reality, there are many statistical measures that can use SANTAN historical prices to predict the future SANTAN's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.55) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | (2.77) |
SANTAN 3225 22 Backtested Returns
SANTAN 3225 22 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.17, which indicates the bond had a -0.17% return per unit of standard deviation over the last 3 months. SANTAN 3225 22 NOV 32 exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SANTAN's Risk Adjusted Performance of (0.13), market risk adjusted performance of (2.76), and Standard Deviation of 3.13 to confirm the risk estimate we provide. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SANTAN's returns are expected to increase less than the market. However, during the bear market, the loss of holding SANTAN is expected to be smaller as well.
Auto-correlation | -0.34 |
Poor reverse predictability
SANTAN 3225 22 NOV 32 has poor reverse predictability. Overlapping area represents the amount of predictability between SANTAN time series from 12th of April 2024 to 25th of August 2024 and 25th of August 2024 to 7th 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 SANTAN 3225 22 price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current SANTAN price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
SANTAN 3225 22 lagged returns against current returns
Autocorrelation, which is SANTAN 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 SANTAN's bond expected returns. We can calculate the autocorrelation of SANTAN returns to help us make a trade decision. For example, suppose you find that SANTAN 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 |
SANTAN 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 SANTAN bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SANTAN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SANTAN bond over time.
Current vs Lagged Prices |
| Timeline |
SANTAN Lagged Returns
When evaluating SANTAN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SANTAN bond have on its future price. SANTAN 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, SANTAN autocorrelation shows the relationship between SANTAN bond current value and its past values and can show if there is a momentum factor associated with investing in SANTAN 3225 22 NOV 32.
Regressed Prices |
| Timeline |
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Other Information on Investing in SANTAN Bond
SANTAN financial ratios help investors to determine whether SANTAN 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 SANTAN with respect to the benefits of owning SANTAN security.