CCI 29 15 MAR 27 Market Value
| 22822VAZ4 | 89.94 6.11 6.36% |
| Symbol | 22822VAZ4 |
Please note, there is a significant difference between 22822VAZ4's value and its price as these two are different measures arrived at by different means. Investors typically determine if 22822VAZ4 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 22822VAZ4'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.
22822VAZ4 '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 22822VAZ4'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 22822VAZ4.
| 01/13/2023 |
| 01/02/2025 |
If you would invest 0.00 in 22822VAZ4 on January 13, 2023 and sell it all today you would earn a total of 0.00 from holding CCI 29 15 MAR 27 or generate 0.0% return on investment in 22822VAZ4 over 720 days. 22822VAZ4 is related to or competes with Willscot Mobile, Micron Technology, Kulicke, MACOM Technology, Everspin Technologies, and Loandepot. More
22822VAZ4 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 22822VAZ4'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 CCI 29 15 MAR 27 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 13.63 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 0.6638 |
22822VAZ4 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 22822VAZ4's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 22822VAZ4's standard deviation. In reality, there are many statistical measures that can use 22822VAZ4 historical prices to predict the future 22822VAZ4's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 0.5021 |
CCI 29 15 Backtested Returns
CCI 29 15 secures Sharpe Ratio (or Efficiency) of -0.0735, which signifies that the bond had a -0.0735% return per unit of price deviation over the last 3 months. CCI 29 15 MAR 27 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 22822VAZ4's Information Ratio of (0.07), variance of 2.59, and Mean Deviation of 0.6128 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 22822VAZ4 are expected to decrease at a much lower rate. During the bear market, 22822VAZ4 is likely to outperform the market.
Auto-correlation | -0.31 |
Poor reverse predictability
CCI 29 15 MAR 27 has poor reverse predictability. Overlapping area represents the amount of predictability between 22822VAZ4 time series from 13th of January 2023 to 8th of January 2024 and 8th of January 2024 to 2nd 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 CCI 29 15 price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current 22822VAZ4 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 1.75 |
CCI 29 15 lagged returns against current returns
Autocorrelation, which is 22822VAZ4 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 22822VAZ4's bond expected returns. We can calculate the autocorrelation of 22822VAZ4 returns to help us make a trade decision. For example, suppose you find that 22822VAZ4 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 |
22822VAZ4 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 22822VAZ4 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 22822VAZ4 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 22822VAZ4 bond over time.
Current vs Lagged Prices |
| Timeline |
22822VAZ4 Lagged Returns
When evaluating 22822VAZ4's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 22822VAZ4 bond have on its future price. 22822VAZ4 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, 22822VAZ4 autocorrelation shows the relationship between 22822VAZ4 bond current value and its past values and can show if there is a momentum factor associated with investing in CCI 29 15 MAR 27.
Regressed Prices |
| Timeline |
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Other Information on Investing in 22822VAZ4 Bond
22822VAZ4 financial ratios help investors to determine whether 22822VAZ4 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 22822VAZ4 with respect to the benefits of owning 22822VAZ4 security.