US25277LAF31 Market Value
| 25277LAF3 | 8.51 7.96 1,447% |
| Symbol | 25277LAF3 |
Please note, there is a significant difference between 25277LAF3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 25277LAF3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 25277LAF3'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.
25277LAF3 '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 25277LAF3'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 25277LAF3.
| 05/23/2023 |
| 12/13/2024 |
If you would invest 0.00 in 25277LAF3 on May 23, 2023 and sell it all today you would earn a total of 0.00 from holding US25277LAF31 or generate 0.0% return on investment in 25277LAF3 over 570 days. 25277LAF3 is related to or competes with Asure Software, Space Communication, Stratasys, BCE, Pinterest, Meiwu Technology, and Freedom Internet. More
25277LAF3 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 25277LAF3'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 US25277LAF31 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.48 | |||
| Information Ratio | 0.1165 | |||
| Maximum Drawdown | 144.35 | |||
| Value At Risk | (27.08) | |||
| Potential Upside | 20.0 |
25277LAF3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 25277LAF3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 25277LAF3's standard deviation. In reality, there are many statistical measures that can use 25277LAF3 historical prices to predict the future 25277LAF3's volatility.| Risk Adjusted Performance | 0.0951 | |||
| Jensen Alpha | 21.14 | |||
| Total Risk Alpha | (3.93) | |||
| Sortino Ratio | 1.21 | |||
| Treynor Ratio | (1.74) |
US25277LAF31 Backtested Returns
25277LAF3 is out of control given 3 months investment horizon. US25277LAF31 retains Efficiency (Sharpe Ratio) of 0.22, which signifies that the bond had a 0.22% return per unit of price deviation over the last 3 months. We were able to analyze twenty-seven different technical indicators, which can help you to evaluate if expected returns of 50.04% are justified by taking the suggested risk. Use US25277LAF31 Semi Deviation of 11.6, risk adjusted performance of 0.0951, and Coefficient Of Variation of 853.52 to evaluate company specific risk that cannot be diversified away. The bond owns a Beta (Systematic Risk) of -11.45, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning 25277LAF3 are expected to decrease by larger amounts. On the other hand, during market turmoil, 25277LAF3 is expected to outperform it.
Auto-correlation | 0.12 |
Insignificant predictability
US25277LAF31 has insignificant predictability. Overlapping area represents the amount of predictability between 25277LAF3 time series from 23rd of May 2023 to 3rd of March 2024 and 3rd of March 2024 to 13th 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 US25277LAF31 price movement. The serial correlation of 0.12 indicates that less than 12.0% of current 25277LAF3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 1.59 |
US25277LAF31 lagged returns against current returns
Autocorrelation, which is 25277LAF3 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 25277LAF3's bond expected returns. We can calculate the autocorrelation of 25277LAF3 returns to help us make a trade decision. For example, suppose you find that 25277LAF3 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 |
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25277LAF3 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 25277LAF3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 25277LAF3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 25277LAF3 bond over time.
Current vs Lagged Prices |
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25277LAF3 Lagged Returns
When evaluating 25277LAF3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 25277LAF3 bond have on its future price. 25277LAF3 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, 25277LAF3 autocorrelation shows the relationship between 25277LAF3 bond current value and its past values and can show if there is a momentum factor associated with investing in US25277LAF31.
Regressed Prices |
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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 25277LAF3 Bond
25277LAF3 financial ratios help investors to determine whether 25277LAF3 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 25277LAF3 with respect to the benefits of owning 25277LAF3 security.