BCP 3125 01 JUL 30 Market Value
| 05971V2C8 | 92.00 6.97 7.04% |
| Symbol | 05971V2C8 |
Please note, there is a significant difference between 05971V2C8's value and its price as these two are different measures arrived at by different means. Investors typically determine if 05971V2C8 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 05971V2C8'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.
05971V2C8 '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 05971V2C8'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 05971V2C8.
| 04/12/2024 |
| 01/07/2025 |
If you would invest 0.00 in 05971V2C8 on April 12, 2024 and sell it all today you would earn a total of 0.00 from holding BCP 3125 01 JUL 30 or generate 0.0% return on investment in 05971V2C8 over 270 days. 05971V2C8 is related to or competes with Asure Software, Cincinnati Financial, Datadog, United Fire, Conifer Holdings,, Sapiens International, and Life Insurance. More
05971V2C8 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 05971V2C8'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 BCP 3125 01 JUL 30 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 10.62 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.6773 |
05971V2C8 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 05971V2C8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 05971V2C8's standard deviation. In reality, there are many statistical measures that can use 05971V2C8 historical prices to predict the future 05971V2C8's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.3804 |
BCP 3125 01 Backtested Returns
BCP 3125 01 secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the bond had a -0.12% return per unit of price deviation over the last 3 months. BCP 3125 01 JUL 30 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 05971V2C8's Variance of 1.73, information ratio of (0.08), and Mean Deviation of 0.5362 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of -0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 05971V2C8 are expected to decrease at a much lower rate. During the bear market, 05971V2C8 is likely to outperform the market.
Auto-correlation | 0.05 |
Virtually no predictability
BCP 3125 01 JUL 30 has virtually no predictability. Overlapping area represents the amount of predictability between 05971V2C8 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 BCP 3125 01 price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current 05971V2C8 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 1.13 |
BCP 3125 01 lagged returns against current returns
Autocorrelation, which is 05971V2C8 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 05971V2C8's bond expected returns. We can calculate the autocorrelation of 05971V2C8 returns to help us make a trade decision. For example, suppose you find that 05971V2C8 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 |
05971V2C8 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 05971V2C8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 05971V2C8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 05971V2C8 bond over time.
Current vs Lagged Prices |
| Timeline |
05971V2C8 Lagged Returns
When evaluating 05971V2C8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 05971V2C8 bond have on its future price. 05971V2C8 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, 05971V2C8 autocorrelation shows the relationship between 05971V2C8 bond current value and its past values and can show if there is a momentum factor associated with investing in BCP 3125 01 JUL 30.
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in 05971V2C8 Bond
05971V2C8 financial ratios help investors to determine whether 05971V2C8 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 05971V2C8 with respect to the benefits of owning 05971V2C8 security.