BANNER 2907 01 JAN 42 Market Value
| 06654DAG2 | 73.20 0.00 0.00% |
| Symbol | BANNER |
Please note, there is a significant difference between BANNER's value and its price as these two are different measures arrived at by different means. Investors typically determine if BANNER is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BANNER'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.
BANNER '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 BANNER'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 BANNER.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in BANNER on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding BANNER 2907 01 JAN 42 or generate 0.0% return on investment in BANNER over 90 days. BANNER is related to or competes with United Airlines, Sea, Radcom, Sphere Entertainment, NETGEAR, Sun Country, and LB Foster. More
BANNER 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 BANNER'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 BANNER 2907 01 JAN 42 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.0975 | |||
| Maximum Drawdown | 7.34 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 2.15 |
BANNER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BANNER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANNER's standard deviation. In reality, there are many statistical measures that can use BANNER historical prices to predict the future BANNER's volatility.| Risk Adjusted Performance | 0.0204 | |||
| Jensen Alpha | 0.0389 | |||
| Total Risk Alpha | 0.175 | |||
| Sortino Ratio | 0.108 | |||
| Treynor Ratio | 0.0704 |
BANNER 2907 01 Backtested Returns
At this point, BANNER is very steady. BANNER 2907 01 secures Sharpe Ratio (or Efficiency) of 0.0234, which signifies that the bond had a 0.0234 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for BANNER 2907 01 JAN 42, which you can use to evaluate the volatility of the entity. Please confirm BANNER's Coefficient Of Variation of 5051.38, semi deviation of 1.11, and Mean Deviation of 0.9365 to double-check if the risk estimate we provide is consistent with the expected return of 0.029%. The entity shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BANNER's returns are expected to increase less than the market. However, during the bear market, the loss of holding BANNER is expected to be smaller as well.
Auto-correlation | 0.30 |
Below average predictability
BANNER 2907 01 JAN 42 has below average predictability. Overlapping area represents the amount of predictability between BANNER time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 BANNER 2907 01 price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current BANNER price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
BANNER 2907 01 lagged returns against current returns
Autocorrelation, which is BANNER 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 BANNER's bond expected returns. We can calculate the autocorrelation of BANNER returns to help us make a trade decision. For example, suppose you find that BANNER 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 |
BANNER 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 BANNER bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BANNER bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BANNER bond over time.
Current vs Lagged Prices |
| Timeline |
BANNER Lagged Returns
When evaluating BANNER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BANNER bond have on its future price. BANNER 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, BANNER autocorrelation shows the relationship between BANNER bond current value and its past values and can show if there is a momentum factor associated with investing in BANNER 2907 01 JAN 42.
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 BANNER Bond
BANNER financial ratios help investors to determine whether BANNER 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 BANNER with respect to the benefits of owning BANNER security.