BANORT 5875 Market Value
| 05973KAA5 | 87.88 0.00 0.00% |
| Symbol | BANORT |
Please note, there is a significant difference between BANORT's value and its price as these two are different measures arrived at by different means. Investors typically determine if BANORT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BANORT'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.
BANORT '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 BANORT'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 BANORT.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in BANORT on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding BANORT 5875 or generate 0.0% return on investment in BANORT over 90 days. BANORT is related to or competes with Westrock Coffee, Willamette Valley, Anheuser Busch, Ambev SA, and Taylor Morn. More
BANORT 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 BANORT'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 BANORT 5875 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 1.99 | |||
| Value At Risk | (9.40) | |||
| Potential Upside | 1.53 |
BANORT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANORT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANORT's standard deviation. In reality, there are many statistical measures that can use BANORT historical prices to predict the future BANORT's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.68) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 0.5209 |
BANORT 5875 Backtested Returns
BANORT 5875 secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the bond had a -0.21 % return per unit of risk over the last 3 months. BANORT 5875 exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BANORT's Variance of 6.73, coefficient of variation of (480.15), and Mean Deviation of 1.27 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of -1.06, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning BANORT are expected to decrease slowly. On the other hand, during market turmoil, BANORT is expected to outperform it slightly.
Auto-correlation | -0.23 |
Weak reverse predictability
BANORT 5875 has weak reverse predictability. Overlapping area represents the amount of predictability between BANORT time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 BANORT 5875 price movement. The serial correlation of -0.23 indicates that over 23.0% of current BANORT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 10.23 |
BANORT 5875 lagged returns against current returns
Autocorrelation, which is BANORT 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 BANORT's bond expected returns. We can calculate the autocorrelation of BANORT returns to help us make a trade decision. For example, suppose you find that BANORT 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 |
BANORT 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 BANORT bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BANORT bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BANORT bond over time.
Current vs Lagged Prices |
| Timeline |
BANORT Lagged Returns
When evaluating BANORT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BANORT bond have on its future price. BANORT 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, BANORT autocorrelation shows the relationship between BANORT bond current value and its past values and can show if there is a momentum factor associated with investing in BANORT 5875.
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 BANORT Bond
BANORT financial ratios help investors to determine whether BANORT 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 BANORT with respect to the benefits of owning BANORT security.