191216CV0's market value is the price at which a share of 191216CV0 trades on an exchange. It measures the collective expectations of COCA COLA CO investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of COCA COLA CO and determine expected loss or profit from investing in 191216CV0 over a given investment horizon. Check out 191216CV0 Correlation, 191216CV0 Volatility and 191216CV0 Alpha and Beta module to complement your research on 191216CV0.
Please note, there is a significant difference between 191216CV0's value and its price as these two are different measures arrived at by different means. Investors typically determine if 191216CV0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 191216CV0'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.
191216CV0 '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 191216CV0'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 191216CV0.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure 191216CV0'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 COCA COLA CO 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 191216CV0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 191216CV0's standard deviation. In reality, there are many statistical measures that can use 191216CV0 historical prices to predict the future 191216CV0's volatility.
At this point, 191216CV0 is very steady. COCA A CO retains Efficiency (Sharpe Ratio) of 0.1, which signifies that the bond had a 0.1% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for 191216CV0, which you can use to evaluate the volatility of the entity. Please confirm 191216CV0's Standard Deviation of 1.86, market risk adjusted performance of 0.2173, and Variance of 3.47 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. The bond owns a Beta (Systematic Risk) of 0.85, which signifies possible diversification benefits within a given portfolio. 191216CV0 returns are very sensitive to returns on the market. As the market goes up or down, 191216CV0 is expected to follow.
Auto-correlation
-0.16
Insignificant reverse predictability
COCA COLA CO has insignificant reverse predictability. Overlapping area represents the amount of predictability between 191216CV0 time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th 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 COCA A CO price movement. The serial correlation of -0.16 indicates that over 16.0% of current 191216CV0 price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.16
Spearman Rank Test
0.37
Residual Average
0.0
Price Variance
10.63
COCA A CO lagged returns against current returns
Autocorrelation, which is 191216CV0 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 191216CV0's bond expected returns. We can calculate the autocorrelation of 191216CV0 returns to help us make a trade decision. For example, suppose you find that 191216CV0 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
191216CV0 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 191216CV0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 191216CV0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 191216CV0 bond over time.
Current vs Lagged Prices
Timeline
191216CV0 Lagged Returns
When evaluating 191216CV0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 191216CV0 bond have on its future price. 191216CV0 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, 191216CV0 autocorrelation shows the relationship between 191216CV0 bond current value and its past values and can show if there is a momentum factor associated with investing in COCA COLA CO.
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.
191216CV0 financial ratios help investors to determine whether 191216CV0 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 191216CV0 with respect to the benefits of owning 191216CV0 security.