235825AF3's market value is the price at which a share of 235825AF3 trades on an exchange. It measures the collective expectations of Dana 5375 percent investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of Dana 5375 percent and determine expected loss or profit from investing in 235825AF3 over a given investment horizon. Check out 235825AF3 Correlation, 235825AF3 Volatility and 235825AF3 Alpha and Beta module to complement your research on 235825AF3.
Please note, there is a significant difference between 235825AF3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 235825AF3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 235825AF3'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.
235825AF3 '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 235825AF3'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 235825AF3.
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11/05/2024
No Change 0.00
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In 2 months and 2 days
01/04/2025
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If you would invest 0.00 in 235825AF3 on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Dana 5375 percent or generate 0.0% return on investment in 235825AF3 over 60 days. 235825AF3 is related to or competes with Chevron Corp, Disney, McDonalds, Home Depot, Exxon, Pfizer, and Coca Cola. More
235825AF3 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 235825AF3'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 Dana 5375 percent 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 235825AF3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 235825AF3's standard deviation. In reality, there are many statistical measures that can use 235825AF3 historical prices to predict the future 235825AF3's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as 235825AF3. Your research has to be compared to or analyzed against 235825AF3's peers to derive any actionable benefits. When done correctly, 235825AF3'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 Dana 5375 percent.
Dana 5375 percent Backtested Returns
Dana 5375 percent secures Sharpe Ratio (or Efficiency) of -0.0153, which signifies that the bond had a -0.0153% return per unit of standard deviation over the last 3 months. Dana 5375 percent exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 235825AF3's Downside Deviation of 0.8883, mean deviation of 0.5271, and Semi Deviation of 0.8473 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0867, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 235825AF3's returns are expected to increase less than the market. However, during the bear market, the loss of holding 235825AF3 is expected to be smaller as well.
Auto-correlation
-0.64
Very good reverse predictability
Dana 5375 percent has very good reverse predictability. Overlapping area represents the amount of predictability between 235825AF3 time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Dana 5375 percent price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current 235825AF3 price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.64
Spearman Rank Test
-0.74
Residual Average
0.0
Price Variance
0.47
Dana 5375 percent lagged returns against current returns
Autocorrelation, which is 235825AF3 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 235825AF3's bond expected returns. We can calculate the autocorrelation of 235825AF3 returns to help us make a trade decision. For example, suppose you find that 235825AF3 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
235825AF3 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 235825AF3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 235825AF3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 235825AF3 bond over time.
Current vs Lagged Prices
Timeline
235825AF3 Lagged Returns
When evaluating 235825AF3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 235825AF3 bond have on its future price. 235825AF3 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, 235825AF3 autocorrelation shows the relationship between 235825AF3 bond current value and its past values and can show if there is a momentum factor associated with investing in Dana 5375 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.
235825AF3 financial ratios help investors to determine whether 235825AF3 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 235825AF3 with respect to the benefits of owning 235825AF3 security.