126408HH9's market value is the price at which a share of 126408HH9 trades on an exchange. It measures the collective expectations of CSX P 325 investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of CSX P 325 and determine expected loss or profit from investing in 126408HH9 over a given investment horizon. Check out 126408HH9 Correlation, 126408HH9 Volatility and 126408HH9 Alpha and Beta module to complement your research on 126408HH9.
Please note, there is a significant difference between 126408HH9's value and its price as these two are different measures arrived at by different means. Investors typically determine if 126408HH9 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 126408HH9'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.
126408HH9 '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 126408HH9'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 126408HH9.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure 126408HH9'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 CSX P 325 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 126408HH9's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 126408HH9's standard deviation. In reality, there are many statistical measures that can use 126408HH9 historical prices to predict the future 126408HH9's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as 126408HH9. Your research has to be compared to or analyzed against 126408HH9's peers to derive any actionable benefits. When done correctly, 126408HH9'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 CSX P 325.
CSX P 325 Backtested Returns
CSX P 325 secures Sharpe Ratio (or Efficiency) of -0.0398, which signifies that the bond had a -0.0398 % return per unit of risk over the last 3 months. CSX P 325 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 126408HH9's Risk Adjusted Performance of (0.06), mean deviation of 0.1237, and Standard Deviation of 0.224 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.0659, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 126408HH9 are expected to decrease at a much lower rate. During the bear market, 126408HH9 is likely to outperform the market.
Auto-correlation
0.32
Below average predictability
CSX P 325 has below average predictability. Overlapping area represents the amount of predictability between 126408HH9 time series from 25th of December 2024 to 8th of February 2025 and 8th of February 2025 to 25th 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 CSX P 325 price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current 126408HH9 price fluctuation can be explain by its past prices.
Correlation Coefficient
0.32
Spearman Rank Test
0.48
Residual Average
0.0
Price Variance
0.08
CSX P 325 lagged returns against current returns
Autocorrelation, which is 126408HH9 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 126408HH9's bond expected returns. We can calculate the autocorrelation of 126408HH9 returns to help us make a trade decision. For example, suppose you find that 126408HH9 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
126408HH9 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 126408HH9 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 126408HH9 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 126408HH9 bond over time.
Current vs Lagged Prices
Timeline
126408HH9 Lagged Returns
When evaluating 126408HH9's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 126408HH9 bond have on its future price. 126408HH9 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, 126408HH9 autocorrelation shows the relationship between 126408HH9 bond current value and its past values and can show if there is a momentum factor associated with investing in CSX P 325.
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.
126408HH9 financial ratios help investors to determine whether 126408HH9 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 126408HH9 with respect to the benefits of owning 126408HH9 security.