12513GBE8's market value is the price at which a share of 12513GBE8 trades on an exchange. It measures the collective expectations of CDW LLC 4125 investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of CDW LLC 4125 and determine expected loss or profit from investing in 12513GBE8 over a given investment horizon. Check out 12513GBE8 Correlation, 12513GBE8 Volatility and 12513GBE8 Alpha and Beta module to complement your research on 12513GBE8.
Please note, there is a significant difference between 12513GBE8's value and its price as these two are different measures arrived at by different means. Investors typically determine if 12513GBE8 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 12513GBE8'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.
12513GBE8 '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 12513GBE8'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 12513GBE8.
0.00
01/14/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/03/2025
0.00
If you would invest 0.00 in 12513GBE8 on January 14, 2023 and sell it all today you would earn a total of 0.00 from holding CDW LLC 4125 or generate 0.0% return on investment in 12513GBE8 over 720 days. 12513GBE8 is related to or competes with Chevron Corp, Disney, McDonalds, Home Depot, Exxon, Pfizer, and Coca Cola. More
12513GBE8 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 12513GBE8'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 CDW LLC 4125 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for 12513GBE8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 12513GBE8's standard deviation. In reality, there are many statistical measures that can use 12513GBE8 historical prices to predict the future 12513GBE8's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as 12513GBE8. Your research has to be compared to or analyzed against 12513GBE8's peers to derive any actionable benefits. When done correctly, 12513GBE8's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in CDW LLC 4125.
CDW LLC 4125 Backtested Returns
CDW LLC 4125 secures Sharpe Ratio (or Efficiency) of -0.0451, which signifies that the bond had a -0.0451% return per unit of risk over the last 3 months. CDW LLC 4125 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 12513GBE8's Risk Adjusted Performance of (0.05), mean deviation of 0.2472, and Standard Deviation of 0.3217 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0669, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 12513GBE8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 12513GBE8 is expected to be smaller as well.
Auto-correlation
0.01
Virtually no predictability
CDW LLC 4125 has virtually no predictability. Overlapping area represents the amount of predictability between 12513GBE8 time series from 14th of January 2023 to 9th of January 2024 and 9th of January 2024 to 3rd 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 CDW LLC 4125 price movement. The serial correlation of 0.01 indicates that just 1.0% of current 12513GBE8 price fluctuation can be explain by its past prices.
Correlation Coefficient
0.01
Spearman Rank Test
-0.05
Residual Average
0.0
Price Variance
0.3
CDW LLC 4125 lagged returns against current returns
Autocorrelation, which is 12513GBE8 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 12513GBE8's bond expected returns. We can calculate the autocorrelation of 12513GBE8 returns to help us make a trade decision. For example, suppose you find that 12513GBE8 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
12513GBE8 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 12513GBE8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 12513GBE8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 12513GBE8 bond over time.
Current vs Lagged Prices
Timeline
12513GBE8 Lagged Returns
When evaluating 12513GBE8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 12513GBE8 bond have on its future price. 12513GBE8 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, 12513GBE8 autocorrelation shows the relationship between 12513GBE8 bond current value and its past values and can show if there is a momentum factor associated with investing in CDW LLC 4125.
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.
12513GBE8 financial ratios help investors to determine whether 12513GBE8 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 12513GBE8 with respect to the benefits of owning 12513GBE8 security.