US12527GAH65 Market Value
| 12527GAH6 | 95.27 3.74 3.78% |
| Symbol | 12527GAH6 |
Please note, there is a significant difference between 12527GAH6's value and its price as these two are different measures arrived at by different means. Investors typically determine if 12527GAH6 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 12527GAH6'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.
12527GAH6 '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 12527GAH6'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 12527GAH6.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in 12527GAH6 on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding US12527GAH65 or generate 0.0% return on investment in 12527GAH6 over 30 days. 12527GAH6 is related to or competes with Where Food, BJs Restaurants, Hf Foods, Cheesecake Factory, First Watch, Lifevantage, and Wendys. More
12527GAH6 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 12527GAH6'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 US12527GAH65 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 5.86 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.689 |
12527GAH6 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 12527GAH6's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 12527GAH6's standard deviation. In reality, there are many statistical measures that can use 12527GAH6 historical prices to predict the future 12527GAH6's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 0.4861 |
US12527GAH65 Backtested Returns
US12527GAH65 retains Efficiency (Sharpe Ratio) of -0.21, which signifies that the bond had a -0.21% return per unit of price deviation over the last 3 months. 12527GAH6 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 12527GAH6's Coefficient Of Variation of (2,610), risk adjusted performance of (0.03), and Variance of 0.546 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.0788, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 12527GAH6 are expected to decrease at a much lower rate. During the bear market, 12527GAH6 is likely to outperform the market.
Auto-correlation | -0.2 |
Insignificant reverse predictability
US12527GAH65 has insignificant reverse predictability. Overlapping area represents the amount of predictability between 12527GAH6 time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of US12527GAH65 price movement. The serial correlation of -0.2 indicates that over 20.0% of current 12527GAH6 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 1.69 |
US12527GAH65 lagged returns against current returns
Autocorrelation, which is 12527GAH6 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 12527GAH6's bond expected returns. We can calculate the autocorrelation of 12527GAH6 returns to help us make a trade decision. For example, suppose you find that 12527GAH6 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 |
12527GAH6 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 12527GAH6 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 12527GAH6 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 12527GAH6 bond over time.
Current vs Lagged Prices |
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12527GAH6 Lagged Returns
When evaluating 12527GAH6's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 12527GAH6 bond have on its future price. 12527GAH6 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, 12527GAH6 autocorrelation shows the relationship between 12527GAH6 bond current value and its past values and can show if there is a momentum factor associated with investing in US12527GAH65.
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 12527GAH6 Bond
12527GAH6 financial ratios help investors to determine whether 12527GAH6 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 12527GAH6 with respect to the benefits of owning 12527GAH6 security.