DUK 5 15 AUG 52 Market Value
| 26441CBU8 | 89.72 2.60 2.98% |
| Symbol | 26441CBU8 |
Please note, there is a significant difference between 26441CBU8's value and its price as these two are different measures arrived at by different means. Investors typically determine if 26441CBU8 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 26441CBU8'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.
26441CBU8 '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 26441CBU8'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 26441CBU8.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in 26441CBU8 on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding DUK 5 15 AUG 52 or generate 0.0% return on investment in 26441CBU8 over 90 days. 26441CBU8 is related to or competes with Net Lease, Air Lease, Delta Air, Mesa Air, Ryder System, and Allegiant Travel. More
26441CBU8 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 26441CBU8'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 DUK 5 15 AUG 52 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0778 | |||
| Maximum Drawdown | 8.72 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 2.48 |
26441CBU8 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 26441CBU8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 26441CBU8's standard deviation. In reality, there are many statistical measures that can use 26441CBU8 historical prices to predict the future 26441CBU8's volatility.| Risk Adjusted Performance | 0.0036 | |||
| Jensen Alpha | 0.0386 | |||
| Total Risk Alpha | 0.2144 | |||
| Treynor Ratio | (0.03) |
26441CBU8 Backtested Returns
26441CBU8 secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the bond had a close to zero % return per unit of price deviation over the last 3 months. DUK 5 15 AUG 52 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 26441CBU8's Standard Deviation of 1.48, mean deviation of 1.02, and Information Ratio of 0.0778 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 26441CBU8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 26441CBU8 is expected to be smaller as well.
Auto-correlation | -0.35 |
Poor reverse predictability
DUK 5 15 AUG 52 has poor reverse predictability. Overlapping area represents the amount of predictability between 26441CBU8 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 26441CBU8 price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current 26441CBU8 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.8 |
26441CBU8 lagged returns against current returns
Autocorrelation, which is 26441CBU8 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 26441CBU8's bond expected returns. We can calculate the autocorrelation of 26441CBU8 returns to help us make a trade decision. For example, suppose you find that 26441CBU8 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 |
26441CBU8 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 26441CBU8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 26441CBU8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 26441CBU8 bond over time.
Current vs Lagged Prices |
| Timeline |
26441CBU8 Lagged Returns
When evaluating 26441CBU8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 26441CBU8 bond have on its future price. 26441CBU8 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, 26441CBU8 autocorrelation shows the relationship between 26441CBU8 bond current value and its past values and can show if there is a momentum factor associated with investing in DUK 5 15 AUG 52.
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 26441CBU8 Bond
26441CBU8 financial ratios help investors to determine whether 26441CBU8 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 26441CBU8 with respect to the benefits of owning 26441CBU8 security.