US235825AH97 Market Value
| 235825AH9 | 87.34 6.66 7.09% |
| Symbol | 235825AH9 |
235825AH9 '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 235825AH9'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 235825AH9.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in 235825AH9 on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding US235825AH97 or generate 0.0% return on investment in 235825AH9 over 90 days. 235825AH9 is related to or competes with PACCAR, Capital Clean, Iridium Communications, Gentex, and Tesla. More
235825AH9 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 235825AH9'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 US235825AH97 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0339 | |||
| Maximum Drawdown | 1.67 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.7375 |
235825AH9 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 235825AH9's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 235825AH9's standard deviation. In reality, there are many statistical measures that can use 235825AH9 historical prices to predict the future 235825AH9's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.0278 | |||
| Treynor Ratio | (0.47) |
US235825AH97 Backtested Returns
US235825AH97 retains Efficiency (Sharpe Ratio) of -0.11, which signifies that the bond had a -0.11 % return per unit of price deviation over the last 3 months. 235825AH9 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 235825AH9's Coefficient Of Variation of (936.45), risk adjusted performance of (0.09), and Variance of 0.6883 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 235825AH9's returns are expected to increase less than the market. However, during the bear market, the loss of holding 235825AH9 is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
US235825AH97 has very weak reverse predictability. Overlapping area represents the amount of predictability between 235825AH9 time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th of March 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 US235825AH97 price movement. The serial correlation of -0.06 indicates that barely 6.0% of current 235825AH9 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
US235825AH97 lagged returns against current returns
Autocorrelation, which is 235825AH9 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 235825AH9's bond expected returns. We can calculate the autocorrelation of 235825AH9 returns to help us make a trade decision. For example, suppose you find that 235825AH9 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 |
235825AH9 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 235825AH9 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 235825AH9 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 235825AH9 bond over time.
Current vs Lagged Prices |
| Timeline |
235825AH9 Lagged Returns
When evaluating 235825AH9's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 235825AH9 bond have on its future price. 235825AH9 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, 235825AH9 autocorrelation shows the relationship between 235825AH9 bond current value and its past values and can show if there is a momentum factor associated with investing in US235825AH97.
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 235825AH9 Bond
235825AH9 financial ratios help investors to determine whether 235825AH9 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 235825AH9 with respect to the benefits of owning 235825AH9 security.