DPWDU 5625 25 SEP 48 Market Value
| 23330JAB7 | 94.30 0.00 0.00% |
| Symbol | DPWDU |
Please note, there is a significant difference between DPWDU's value and its price as these two are different measures arrived at by different means. Investors typically determine if DPWDU is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DPWDU'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.
DPWDU '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 DPWDU'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 DPWDU.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in DPWDU on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding DPWDU 5625 25 SEP 48 or generate 0.0% return on investment in DPWDU over 30 days. DPWDU is related to or competes with 00108WAF7, IShares Global, Exxon, Johnson Johnson, 3M, Cisco Systems, and JPMorgan Chase. More
DPWDU 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 DPWDU'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 DPWDU 5625 25 SEP 48 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 4.09 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.02 |
DPWDU Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DPWDU's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DPWDU's standard deviation. In reality, there are many statistical measures that can use DPWDU historical prices to predict the future DPWDU's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 1.06 |
DPWDU 5625 25 Backtested Returns
DPWDU 5625 25 secures Sharpe Ratio (or Efficiency) of -0.0986, which denotes the bond had a -0.0986 % return per unit of volatility over the last 3 months. DPWDU 5625 25 SEP 48 exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DPWDU's Mean Deviation of 0.5309, market risk adjusted performance of 1.07, and Standard Deviation of 0.7444 to check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.0668, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning DPWDU are expected to decrease at a much lower rate. During the bear market, DPWDU is likely to outperform the market.
Auto-correlation | 0.93 |
Excellent predictability
DPWDU 5625 25 SEP 48 has excellent predictability. Overlapping area represents the amount of predictability between DPWDU time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 DPWDU 5625 25 price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current DPWDU price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
DPWDU 5625 25 lagged returns against current returns
Autocorrelation, which is DPWDU 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 DPWDU's bond expected returns. We can calculate the autocorrelation of DPWDU returns to help us make a trade decision. For example, suppose you find that DPWDU 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 |
DPWDU 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 DPWDU bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DPWDU bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DPWDU bond over time.
Current vs Lagged Prices |
| Timeline |
DPWDU Lagged Returns
When evaluating DPWDU's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DPWDU bond have on its future price. DPWDU 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, DPWDU autocorrelation shows the relationship between DPWDU bond current value and its past values and can show if there is a momentum factor associated with investing in DPWDU 5625 25 SEP 48.
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 DPWDU Bond
DPWDU financial ratios help investors to determine whether DPWDU 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 DPWDU with respect to the benefits of owning DPWDU security.