IAGLN 29 15 MAR 35 Market Value
| 11042CAA8 | 82.32 5.52 6.28% |
| Symbol | IAGLN |
Please note, there is a significant difference between IAGLN's value and its price as these two are different measures arrived at by different means. Investors typically determine if IAGLN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IAGLN'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.
IAGLN '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 IAGLN'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 IAGLN.
| 12/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in IAGLN on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding IAGLN 29 15 MAR 35 or generate 0.0% return on investment in IAGLN over 30 days. IAGLN is related to or competes with RCI Hospitality, Arrow Electronics, First Watch, Westrock Coffee, Shake Shack, Starbucks, and Western Digital. More
IAGLN 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 IAGLN'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 IAGLN 29 15 MAR 35 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 15.92 | |||
| Value At Risk | (6.28) | |||
| Potential Upside | 5.88 |
IAGLN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IAGLN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IAGLN's standard deviation. In reality, there are many statistical measures that can use IAGLN historical prices to predict the future IAGLN's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (26.51) |
IAGLN 29 15 Backtested Returns
IAGLN 29 15 holds Efficiency (Sharpe) Ratio of -0.0496, which attests that the bond had a -0.0496% return per unit of risk over the last 3 months. IAGLN 29 15 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IAGLN's standard deviation of 3.75, and Coefficient Of Variation of (2,016) to validate the risk estimate we provide. The entity retains a Market Volatility (i.e., Beta) of 0.0074, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IAGLN's returns are expected to increase less than the market. However, during the bear market, the loss of holding IAGLN is expected to be smaller as well.
Auto-correlation | 0.78 |
Good predictability
IAGLN 29 15 MAR 35 has good predictability. Overlapping area represents the amount of predictability between IAGLN time series from 11th of December 2024 to 26th of December 2024 and 26th of December 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 IAGLN 29 15 price movement. The serial correlation of 0.78 indicates that around 78.0% of current IAGLN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 4.24 |
IAGLN 29 15 lagged returns against current returns
Autocorrelation, which is IAGLN 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 IAGLN's bond expected returns. We can calculate the autocorrelation of IAGLN returns to help us make a trade decision. For example, suppose you find that IAGLN 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 |
IAGLN 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 IAGLN bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IAGLN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IAGLN bond over time.
Current vs Lagged Prices |
| Timeline |
IAGLN Lagged Returns
When evaluating IAGLN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IAGLN bond have on its future price. IAGLN 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, IAGLN autocorrelation shows the relationship between IAGLN bond current value and its past values and can show if there is a momentum factor associated with investing in IAGLN 29 15 MAR 35.
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 IAGLN Bond
IAGLN financial ratios help investors to determine whether IAGLN 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 IAGLN with respect to the benefits of owning IAGLN security.