COCA COLA CO Market Value
| 191216CW8 | 72.97 0.00 0.00% |
| Symbol | 191216CW8 |
191216CW8 '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 191216CW8'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 191216CW8.
| 02/02/2023 |
| 01/22/2025 |
If you would invest 0.00 in 191216CW8 on February 2, 2023 and sell it all today you would earn a total of 0.00 from holding COCA COLA CO or generate 0.0% return on investment in 191216CW8 over 720 days. 191216CW8 is related to or competes with Sweetgreen, Ballys Corp, RLJ Lodging, Sea, Dennys Corp, Summit Hotel, and 1 800. More
191216CW8 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 191216CW8'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.
| Downside Deviation | 2.66 | |||
| Information Ratio | 0.0039 | |||
| Maximum Drawdown | 20.98 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 2.82 |
191216CW8 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 191216CW8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 191216CW8's standard deviation. In reality, there are many statistical measures that can use 191216CW8 historical prices to predict the future 191216CW8's volatility.| Risk Adjusted Performance | 0.0208 | |||
| Jensen Alpha | 0.029 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0043 | |||
| Treynor Ratio | 0.1114 |
COCA A CO Backtested Returns
At this point, 191216CW8 is very steady. COCA A CO retains Efficiency (Sharpe Ratio) of 0.0288, which signifies that the bond had a 0.0288 % return per unit of price deviation over the last 3 months. We have found twenty-four technical indicators for 191216CW8, which you can use to evaluate the volatility of the entity. Please confirm 191216CW8's Market Risk Adjusted Performance of 0.1214, standard deviation of 2.96, and Coefficient Of Variation of 6166.63 to double-check if the risk estimate we provide is consistent with the expected return of 0.028%. The bond owns a Beta (Systematic Risk) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 191216CW8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 191216CW8 is expected to be smaller as well.
Auto-correlation | -0.51 |
Good reverse predictability
COCA COLA CO has good reverse predictability. Overlapping area represents the amount of predictability between 191216CW8 time series from 2nd of February 2023 to 28th of January 2024 and 28th of January 2024 to 22nd 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 -0.51 indicates that about 51.0% of current 191216CW8 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 3.67 |
COCA A CO lagged returns against current returns
Autocorrelation, which is 191216CW8 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 191216CW8's bond expected returns. We can calculate the autocorrelation of 191216CW8 returns to help us make a trade decision. For example, suppose you find that 191216CW8 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 |
191216CW8 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 191216CW8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 191216CW8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 191216CW8 bond over time.
Current vs Lagged Prices |
| Timeline |
191216CW8 Lagged Returns
When evaluating 191216CW8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 191216CW8 bond have on its future price. 191216CW8 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, 191216CW8 autocorrelation shows the relationship between 191216CW8 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.Other Information on Investing in 191216CW8 Bond
191216CW8 financial ratios help investors to determine whether 191216CW8 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 191216CW8 with respect to the benefits of owning 191216CW8 security.