EMBARQ P 7995 Market Value
| 29078EAA3 | 55.10 1.64 2.89% |
| Symbol | EMBARQ |
EMBARQ '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 EMBARQ'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 EMBARQ.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in EMBARQ on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding EMBARQ P 7995 or generate 0.0% return on investment in EMBARQ over 30 days. EMBARQ is related to or competes with SunLink Health, ATRenew, Titan Machinery, Lifevantage, Tyson Foods, Bridgford Foods, and BBB Foods. More
EMBARQ 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 EMBARQ'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 EMBARQ P 7995 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.03 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 31.48 | |||
| Value At Risk | (5.70) | |||
| Potential Upside | 5.65 |
EMBARQ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EMBARQ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EMBARQ's standard deviation. In reality, there are many statistical measures that can use EMBARQ historical prices to predict the future EMBARQ's volatility.| Risk Adjusted Performance | 0.0118 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (1.28) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0622 |
EMBARQ P 7995 Backtested Returns
EMBARQ P 7995 retains Efficiency (Sharpe Ratio) of -0.0718, which denotes the bond had a -0.0718% return per unit of risk over the last 3 months. EMBARQ exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EMBARQ's Coefficient Of Variation of 28780.59, market risk adjusted performance of 0.0722, and Downside Deviation of 13.03 to check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.43, which means possible diversification benefits within a given portfolio. As returns on the market increase, EMBARQ's returns are expected to increase less than the market. However, during the bear market, the loss of holding EMBARQ is expected to be smaller as well.
Auto-correlation | 0.10 |
Insignificant predictability
EMBARQ P 7995 has insignificant predictability. Overlapping area represents the amount of predictability between EMBARQ time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 EMBARQ P 7995 price movement. The serial correlation of 0.1 indicates that less than 10.0% of current EMBARQ price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 6.72 |
EMBARQ P 7995 lagged returns against current returns
Autocorrelation, which is EMBARQ 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 EMBARQ's bond expected returns. We can calculate the autocorrelation of EMBARQ returns to help us make a trade decision. For example, suppose you find that EMBARQ 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 |
EMBARQ 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 EMBARQ bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EMBARQ bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EMBARQ bond over time.
Current vs Lagged Prices |
| Timeline |
EMBARQ Lagged Returns
When evaluating EMBARQ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EMBARQ bond have on its future price. EMBARQ 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, EMBARQ autocorrelation shows the relationship between EMBARQ bond current value and its past values and can show if there is a momentum factor associated with investing in EMBARQ P 7995.
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 EMBARQ Bond
EMBARQ financial ratios help investors to determine whether EMBARQ 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 EMBARQ with respect to the benefits of owning EMBARQ security.