CCO Holdings 55 Market Value
| 1248EPBR3 | 98.13 1.88 1.88% |
| Symbol | 1248EPBR3 |
1248EPBR3 '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 1248EPBR3'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 1248EPBR3.
| 12/20/2024 |
| 03/20/2025 |
If you would invest 0.00 in 1248EPBR3 on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding CCO Holdings 55 or generate 0.0% return on investment in 1248EPBR3 over 90 days. 1248EPBR3 is related to or competes with Boston Omaha, Dave Busters, KVH Industries, NETGEAR, Global E, National CineMedia, and Clear Channel. More
1248EPBR3 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 1248EPBR3'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 CCO Holdings 55 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1048 | |||
| Maximum Drawdown | 4.04 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.2911 |
1248EPBR3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 1248EPBR3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 1248EPBR3's standard deviation. In reality, there are many statistical measures that can use 1248EPBR3 historical prices to predict the future 1248EPBR3's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.0217 | |||
| Treynor Ratio | 0.4398 |
CCO Holdings 55 Backtested Returns
At this point, 1248EPBR3 is very steady. CCO Holdings 55 secures Sharpe Ratio (or Efficiency) of 0.0134, which signifies that the bond had a 0.0134 % return per unit of price deviation over the last 3 months. We have found twenty-two technical indicators for CCO Holdings 55, which you can use to evaluate the volatility of the entity. Please confirm 1248EPBR3's Information Ratio of 0.1048, mean deviation of 0.2297, and Variance of 0.3045 to double-check if the risk estimate we provide is consistent with the expected return of 0.0052%. The entity shows a Beta (market volatility) of -0.0888, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 1248EPBR3 are expected to decrease at a much lower rate. During the bear market, 1248EPBR3 is likely to outperform the market.
Auto-correlation | -0.09 |
Very weak reverse predictability
CCO Holdings 55 has very weak reverse predictability. Overlapping area represents the amount of predictability between 1248EPBR3 time series from 20th of December 2024 to 3rd of February 2025 and 3rd of February 2025 to 20th 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 CCO Holdings 55 price movement. The serial correlation of -0.09 indicates that less than 9.0% of current 1248EPBR3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
CCO Holdings 55 lagged returns against current returns
Autocorrelation, which is 1248EPBR3 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 1248EPBR3's bond expected returns. We can calculate the autocorrelation of 1248EPBR3 returns to help us make a trade decision. For example, suppose you find that 1248EPBR3 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 |
1248EPBR3 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 1248EPBR3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 1248EPBR3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 1248EPBR3 bond over time.
Current vs Lagged Prices |
| Timeline |
1248EPBR3 Lagged Returns
When evaluating 1248EPBR3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 1248EPBR3 bond have on its future price. 1248EPBR3 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, 1248EPBR3 autocorrelation shows the relationship between 1248EPBR3 bond current value and its past values and can show if there is a momentum factor associated with investing in CCO Holdings 55.
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 1248EPBR3 Bond
1248EPBR3 financial ratios help investors to determine whether 1248EPBR3 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 1248EPBR3 with respect to the benefits of owning 1248EPBR3 security.