14575EAA3's market value is the price at which a share of 14575EAA3 trades on an exchange. It measures the collective expectations of US14575EAA38 investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of US14575EAA38 and determine expected loss or profit from investing in 14575EAA3 over a given investment horizon. Check out 14575EAA3 Correlation, 14575EAA3 Volatility and 14575EAA3 Alpha and Beta module to complement your research on 14575EAA3.
Please note, there is a significant difference between 14575EAA3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 14575EAA3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 14575EAA3'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.
14575EAA3 '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 14575EAA3'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 14575EAA3.
0.00
09/03/2024
No Change 0.00
0.0
In 4 months and 1 day
01/01/2025
0.00
If you would invest 0.00 in 14575EAA3 on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding US14575EAA38 or generate 0.0% return on investment in 14575EAA3 over 120 days. 14575EAA3 is related to or competes with 00108WAF7, 90331HPL1, DoorDash,, Edible Garden, BlackRock, Nxu, and Usio. More
14575EAA3 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 14575EAA3'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 US14575EAA38 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 14575EAA3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 14575EAA3's standard deviation. In reality, there are many statistical measures that can use 14575EAA3 historical prices to predict the future 14575EAA3's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as 14575EAA3. Your research has to be compared to or analyzed against 14575EAA3's peers to derive any actionable benefits. When done correctly, 14575EAA3'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 US14575EAA38.
US14575EAA38 Backtested Returns
US14575EAA38 retains Efficiency (Sharpe Ratio) of -0.0332, which signifies that the bond had a -0.0332% return per unit of price deviation over the last 3 months. 14575EAA3 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 14575EAA3's Risk Adjusted Performance of (0.08), variance of 2.16, and Coefficient Of Variation of (908.17) to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 14575EAA3 are expected to decrease at a much lower rate. During the bear market, 14575EAA3 is likely to outperform the market.
Auto-correlation
0.18
Very weak predictability
US14575EAA38 has very weak predictability. Overlapping area represents the amount of predictability between 14575EAA3 time series from 3rd of September 2024 to 2nd of November 2024 and 2nd of November 2024 to 1st 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 US14575EAA38 price movement. The serial correlation of 0.18 indicates that over 18.0% of current 14575EAA3 price fluctuation can be explain by its past prices.
Correlation Coefficient
0.18
Spearman Rank Test
0.08
Residual Average
0.0
Price Variance
4.38
US14575EAA38 lagged returns against current returns
Autocorrelation, which is 14575EAA3 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 14575EAA3's bond expected returns. We can calculate the autocorrelation of 14575EAA3 returns to help us make a trade decision. For example, suppose you find that 14575EAA3 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
14575EAA3 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 14575EAA3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 14575EAA3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 14575EAA3 bond over time.
Current vs Lagged Prices
Timeline
14575EAA3 Lagged Returns
When evaluating 14575EAA3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 14575EAA3 bond have on its future price. 14575EAA3 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, 14575EAA3 autocorrelation shows the relationship between 14575EAA3 bond current value and its past values and can show if there is a momentum factor associated with investing in US14575EAA38.
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.
14575EAA3 financial ratios help investors to determine whether 14575EAA3 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 14575EAA3 with respect to the benefits of owning 14575EAA3 security.