HCA 75 percent Market Value
| 197677AH0 | 115.67 1.83 1.61% |
| Symbol | 197677AH0 |
197677AH0 '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 197677AH0'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 197677AH0.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in 197677AH0 on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding HCA 75 percent or generate 0.0% return on investment in 197677AH0 over 720 days. 197677AH0 is related to or competes with Paltalk, Postal Realty, Eastern, Virco Manufacturing, Pinterest, Nike, and Mativ Holdings. More
197677AH0 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 197677AH0'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 HCA 75 percent upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.76 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 20.33 | |||
| Value At Risk | (2.64) | |||
| Potential Upside | 2.71 |
197677AH0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 197677AH0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 197677AH0's standard deviation. In reality, there are many statistical measures that can use 197677AH0 historical prices to predict the future 197677AH0's volatility.| Risk Adjusted Performance | 0.0216 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.44) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0795 |
HCA 75 percent Backtested Returns
At this point, 197677AH0 is very steady. HCA 75 percent retains Efficiency (Sharpe Ratio) of 0.0123, which signifies that the bond had a 0.0123% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for 197677AH0, which you can use to evaluate the volatility of the entity. Please confirm 197677AH0's Market Risk Adjusted Performance of 0.0895, standard deviation of 2.93, and Semi Deviation of 2.71 to double-check if the risk estimate we provide is consistent with the expected return of 0.0303%. The entity owns a Beta (Systematic Risk) of 0.56, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 197677AH0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 197677AH0 is expected to be smaller as well.
Auto-correlation | -0.54 |
Good reverse predictability
HCA 75 percent has good reverse predictability. Overlapping area represents the amount of predictability between 197677AH0 time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 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 HCA 75 percent price movement. The serial correlation of -0.54 indicates that about 54.0% of current 197677AH0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 8.12 |
HCA 75 percent lagged returns against current returns
Autocorrelation, which is 197677AH0 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 197677AH0's bond expected returns. We can calculate the autocorrelation of 197677AH0 returns to help us make a trade decision. For example, suppose you find that 197677AH0 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 |
197677AH0 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 197677AH0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 197677AH0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 197677AH0 bond over time.
Current vs Lagged Prices |
| Timeline |
197677AH0 Lagged Returns
When evaluating 197677AH0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 197677AH0 bond have on its future price. 197677AH0 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, 197677AH0 autocorrelation shows the relationship between 197677AH0 bond current value and its past values and can show if there is a momentum factor associated with investing in HCA 75 percent.
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 197677AH0 Bond
197677AH0 financial ratios help investors to determine whether 197677AH0 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 197677AH0 with respect to the benefits of owning 197677AH0 security.