CF INDS INC Market Value
| 12527GAE3 | 91.02 1.96 2.11% |
| Symbol | 12527GAE3 |
12527GAE3 '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 12527GAE3'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 12527GAE3.
| 01/19/2025 |
| 02/18/2025 |
If you would invest 0.00 in 12527GAE3 on January 19, 2025 and sell it all today you would earn a total of 0.00 from holding CF INDS INC or generate 0.0% return on investment in 12527GAE3 over 30 days. 12527GAE3 is related to or competes with Cardinal Health, Genuine Parts, Summit Materials, LB Foster, East Africa, Eldorado Gold, and Black Mammoth. More
12527GAE3 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 12527GAE3'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 CF INDS INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.45 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 0.9406 |
12527GAE3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 12527GAE3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 12527GAE3's standard deviation. In reality, there are many statistical measures that can use 12527GAE3 historical prices to predict the future 12527GAE3's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.32) |
CF INDS INC Backtested Returns
CF INDS INC retains Efficiency (Sharpe Ratio) of -0.0735, which signifies that the bond had a -0.0735 % return per unit of price deviation over the last 3 months. 12527GAE3 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 12527GAE3's Market Risk Adjusted Performance of (0.31), variance of 0.3996, and Information Ratio of (0.09) to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 12527GAE3's returns are expected to increase less than the market. However, during the bear market, the loss of holding 12527GAE3 is expected to be smaller as well.
Auto-correlation | -0.63 |
Very good reverse predictability
CF INDS INC has very good reverse predictability. Overlapping area represents the amount of predictability between 12527GAE3 time series from 19th of January 2025 to 3rd of February 2025 and 3rd of February 2025 to 18th of February 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 CF INDS INC price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current 12527GAE3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.63 |
CF INDS INC lagged returns against current returns
Autocorrelation, which is 12527GAE3 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 12527GAE3's bond expected returns. We can calculate the autocorrelation of 12527GAE3 returns to help us make a trade decision. For example, suppose you find that 12527GAE3 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 |
12527GAE3 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 12527GAE3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 12527GAE3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 12527GAE3 bond over time.
Current vs Lagged Prices |
| Timeline |
12527GAE3 Lagged Returns
When evaluating 12527GAE3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 12527GAE3 bond have on its future price. 12527GAE3 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, 12527GAE3 autocorrelation shows the relationship between 12527GAE3 bond current value and its past values and can show if there is a momentum factor associated with investing in CF INDS INC.
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 12527GAE3 Bond
12527GAE3 financial ratios help investors to determine whether 12527GAE3 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 12527GAE3 with respect to the benefits of owning 12527GAE3 security.