Dana 5625 percent Market Value
| 235825AG1 | 93.51 5.99 6.02% |
| Symbol | 235825AG1 |
235825AG1 '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 235825AG1'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 235825AG1.
| 10/23/2024 |
| 01/21/2025 |
If you would invest 0.00 in 235825AG1 on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Dana 5625 percent or generate 0.0% return on investment in 235825AG1 over 90 days. 235825AG1 is related to or competes with 00108WAF7, 90331HPL1, BlueLinx Holdings, Texas Pacific, Fortress Biotech, Cisco Systems, and PetMed Express. More
235825AG1 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 235825AG1'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 5625 percent upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 10.84 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 1.54 |
235825AG1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 235825AG1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 235825AG1's standard deviation. In reality, there are many statistical measures that can use 235825AG1 historical prices to predict the future 235825AG1's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (0.14) |
Dana 5625 percent Backtested Returns
Dana 5625 percent secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the bond had a -0.11 % return per unit of standard deviation over the last 3 months. Dana 5625 percent exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 235825AG1's Standard Deviation of 1.47, mean deviation of 0.7487, and Coefficient Of Variation of (2,898) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 235825AG1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 235825AG1 is expected to be smaller as well.
Auto-correlation | -0.43 |
Modest reverse predictability
Dana 5625 percent has modest reverse predictability. Overlapping area represents the amount of predictability between 235825AG1 time series from 23rd of October 2024 to 7th of December 2024 and 7th of December 2024 to 21st 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 5625 percent price movement. The serial correlation of -0.43 indicates that just about 43.0% of current 235825AG1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 1.99 |
Dana 5625 percent lagged returns against current returns
Autocorrelation, which is 235825AG1 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 235825AG1's bond expected returns. We can calculate the autocorrelation of 235825AG1 returns to help us make a trade decision. For example, suppose you find that 235825AG1 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 |
235825AG1 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 235825AG1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 235825AG1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 235825AG1 bond over time.
Current vs Lagged Prices |
| Timeline |
235825AG1 Lagged Returns
When evaluating 235825AG1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 235825AG1 bond have on its future price. 235825AG1 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, 235825AG1 autocorrelation shows the relationship between 235825AG1 bond current value and its past values and can show if there is a momentum factor associated with investing in Dana 5625 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.Other Information on Investing in 235825AG1 Bond
235825AG1 financial ratios help investors to determine whether 235825AG1 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 235825AG1 with respect to the benefits of owning 235825AG1 security.