MBGGR 35 03 AUG 25 Market Value
| 233851CB8 | 96.78 0.00 0.00% |
| Symbol | MBGGR |
Please note, there is a significant difference between MBGGR's value and its price as these two are different measures arrived at by different means. Investors typically determine if MBGGR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MBGGR'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.
MBGGR '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 MBGGR'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 MBGGR.
| 11/06/2023 |
| 12/30/2024 |
If you would invest 0.00 in MBGGR on November 6, 2023 and sell it all today you would earn a total of 0.00 from holding MBGGR 35 03 AUG 25 or generate 0.0% return on investment in MBGGR over 420 days. MBGGR is related to or competes with Ambev SA, Japan Tobacco, Tyson Foods, Universal, SunOpta, Boston Beer, and Hf Foods. More
MBGGR 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 MBGGR'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 MBGGR 35 03 AUG 25 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 0.666 | |||
| Value At Risk | (0.26) | |||
| Potential Upside | 0.2661 |
MBGGR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MBGGR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MBGGR's standard deviation. In reality, there are many statistical measures that can use MBGGR historical prices to predict the future MBGGR's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.51) |
MBGGR 35 03 Backtested Returns
MBGGR 35 03 has Sharpe Ratio of -0.21, which conveys that the bond had a -0.21% return per unit of risk over the last 3 months. MBGGR exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MBGGR's Standard Deviation of 0.3456, coefficient of variation of (2,356), and Mean Deviation of 0.1416 to check out the risk estimate we provide. The entity secures a Beta (Market Risk) of 0.0483, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MBGGR's returns are expected to increase less than the market. However, during the bear market, the loss of holding MBGGR is expected to be smaller as well.
Auto-correlation | 0.23 |
Weak predictability
MBGGR 35 03 AUG 25 has weak predictability. Overlapping area represents the amount of predictability between MBGGR time series from 6th of November 2023 to 3rd of June 2024 and 3rd of June 2024 to 30th 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 MBGGR 35 03 price movement. The serial correlation of 0.23 indicates that over 23.0% of current MBGGR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
MBGGR 35 03 lagged returns against current returns
Autocorrelation, which is MBGGR 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 MBGGR's bond expected returns. We can calculate the autocorrelation of MBGGR returns to help us make a trade decision. For example, suppose you find that MBGGR 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 |
MBGGR 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 MBGGR bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MBGGR bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MBGGR bond over time.
Current vs Lagged Prices |
| Timeline |
MBGGR Lagged Returns
When evaluating MBGGR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MBGGR bond have on its future price. MBGGR 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, MBGGR autocorrelation shows the relationship between MBGGR bond current value and its past values and can show if there is a momentum factor associated with investing in MBGGR 35 03 AUG 25.
Regressed Prices |
| Timeline |
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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 MBGGR Bond
MBGGR financial ratios help investors to determine whether MBGGR 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 MBGGR with respect to the benefits of owning MBGGR security.