DAIMLERCHRYSLER's market value is the price at which a share of DAIMLERCHRYSLER trades on an exchange. It measures the collective expectations of DAIMLERCHRYSLER NORTH AMER investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of DAIMLERCHRYSLER NORTH AMER and determine expected loss or profit from investing in DAIMLERCHRYSLER over a given investment horizon. Check out DAIMLERCHRYSLER Correlation, DAIMLERCHRYSLER Volatility and DAIMLERCHRYSLER Alpha and Beta module to complement your research on DAIMLERCHRYSLER.
Please note, there is a significant difference between DAIMLERCHRYSLER's value and its price as these two are different measures arrived at by different means. Investors typically determine if DAIMLERCHRYSLER is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DAIMLERCHRYSLER'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.
DAIMLERCHRYSLER '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 DAIMLERCHRYSLER'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 DAIMLERCHRYSLER.
0.00
12/20/2024
No Change 0.00
0.0
In 31 days
01/19/2025
0.00
If you would invest 0.00 in DAIMLERCHRYSLER on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding DAIMLERCHRYSLER NORTH AMER or generate 0.0% return on investment in DAIMLERCHRYSLER over 30 days. DAIMLERCHRYSLER is related to or competes with 00108WAF7, 90331HPL1, ARB IOT, Aduro Clean, Meiwu Technology, Liberty Media, and Carvana. More
DAIMLERCHRYSLER 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 DAIMLERCHRYSLER'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 DAIMLERCHRYSLER NORTH AMER 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 DAIMLERCHRYSLER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DAIMLERCHRYSLER's standard deviation. In reality, there are many statistical measures that can use DAIMLERCHRYSLER historical prices to predict the future DAIMLERCHRYSLER's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as DAIMLERCHRYSLER. Your research has to be compared to or analyzed against DAIMLERCHRYSLER's peers to derive any actionable benefits. When done correctly, DAIMLERCHRYSLER's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in DAIMLERCHRYSLER NORTH.
DAIMLERCHRYSLER NORTH Backtested Returns
At this point, DAIMLERCHRYSLER is very steady. DAIMLERCHRYSLER NORTH secures Sharpe Ratio (or Efficiency) of 0.0766, which denotes the bond had a 0.0766% return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for DAIMLERCHRYSLER NORTH AMER, which you can use to evaluate the volatility of the entity. Please confirm DAIMLERCHRYSLER's mean deviation of 0.4803, and Downside Deviation of 0.5927 to check if the risk estimate we provide is consistent with the expected return of 0.081%. The entity shows a Beta (market volatility) of 0.0809, which means not very significant fluctuations relative to the market. As returns on the market increase, DAIMLERCHRYSLER's returns are expected to increase less than the market. However, during the bear market, the loss of holding DAIMLERCHRYSLER is expected to be smaller as well.
Auto-correlation
-0.15
Insignificant reverse predictability
DAIMLERCHRYSLER NORTH AMER has insignificant reverse predictability. Overlapping area represents the amount of predictability between DAIMLERCHRYSLER time series from 20th of December 2024 to 4th of January 2025 and 4th of January 2025 to 19th 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 DAIMLERCHRYSLER NORTH price movement. The serial correlation of -0.15 indicates that less than 15.0% of current DAIMLERCHRYSLER price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.15
Spearman Rank Test
0.14
Residual Average
0.0
Price Variance
0.28
DAIMLERCHRYSLER NORTH lagged returns against current returns
Autocorrelation, which is DAIMLERCHRYSLER 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 DAIMLERCHRYSLER's bond expected returns. We can calculate the autocorrelation of DAIMLERCHRYSLER returns to help us make a trade decision. For example, suppose you find that DAIMLERCHRYSLER 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
DAIMLERCHRYSLER 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 DAIMLERCHRYSLER bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DAIMLERCHRYSLER bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DAIMLERCHRYSLER bond over time.
Current vs Lagged Prices
Timeline
DAIMLERCHRYSLER Lagged Returns
When evaluating DAIMLERCHRYSLER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DAIMLERCHRYSLER bond have on its future price. DAIMLERCHRYSLER 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, DAIMLERCHRYSLER autocorrelation shows the relationship between DAIMLERCHRYSLER bond current value and its past values and can show if there is a momentum factor associated with investing in DAIMLERCHRYSLER NORTH AMER.
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 DAIMLERCHRYSLER Bond
DAIMLERCHRYSLER financial ratios help investors to determine whether DAIMLERCHRYSLER 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 DAIMLERCHRYSLER with respect to the benefits of owning DAIMLERCHRYSLER security.