FORD MTR DEL Market Value
| 345370BW9 | 139.00 12.30 9.71% |
| Symbol | 345370BW9 |
345370BW9 '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 345370BW9'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 345370BW9.
| 12/20/2024 |
| 03/20/2025 |
If you would invest 0.00 in 345370BW9 on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding FORD MTR DEL or generate 0.0% return on investment in 345370BW9 over 90 days. 345370BW9 is related to or competes with Gamehost, Verra Mobility, Roblox Corp, Games Workshop, Ryanair Holdings, and Skillful Craftsman. More
345370BW9 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 345370BW9'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 FORD MTR DEL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.0858 | |||
| Maximum Drawdown | 4.44 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.83 |
345370BW9 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 345370BW9's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 345370BW9's standard deviation. In reality, there are many statistical measures that can use 345370BW9 historical prices to predict the future 345370BW9's volatility.| Risk Adjusted Performance | 0.0462 | |||
| Jensen Alpha | 0.0747 | |||
| Total Risk Alpha | 0.2088 | |||
| Sortino Ratio | 0.1201 | |||
| Treynor Ratio | 0.7773 |
FORD MTR DEL Backtested Returns
At this point, 345370BW9 is very steady. FORD MTR DEL secures Sharpe Ratio (or Efficiency) of 0.0469, which signifies that the bond had a 0.0469 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for FORD MTR DEL, which you can use to evaluate the volatility of the entity. Please confirm 345370BW9's Downside Deviation of 1.19, mean deviation of 1.05, and Coefficient Of Variation of 2134.05 to double-check if the risk estimate we provide is consistent with the expected return of 0.0781%. The bond shows a Beta (market volatility) of 0.0876, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 345370BW9's returns are expected to increase less than the market. However, during the bear market, the loss of holding 345370BW9 is expected to be smaller as well.
Auto-correlation | 0.28 |
Poor predictability
FORD MTR DEL has poor predictability. Overlapping area represents the amount of predictability between 345370BW9 time series from 20th of December 2024 to 3rd of February 2025 and 3rd of February 2025 to 20th 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 FORD MTR DEL price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current 345370BW9 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 3.86 |
FORD MTR DEL lagged returns against current returns
Autocorrelation, which is 345370BW9 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 345370BW9's bond expected returns. We can calculate the autocorrelation of 345370BW9 returns to help us make a trade decision. For example, suppose you find that 345370BW9 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 |
345370BW9 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 345370BW9 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 345370BW9 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 345370BW9 bond over time.
Current vs Lagged Prices |
| Timeline |
345370BW9 Lagged Returns
When evaluating 345370BW9's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 345370BW9 bond have on its future price. 345370BW9 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, 345370BW9 autocorrelation shows the relationship between 345370BW9 bond current value and its past values and can show if there is a momentum factor associated with investing in FORD MTR DEL.
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 345370BW9 Bond
345370BW9 financial ratios help investors to determine whether 345370BW9 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 345370BW9 with respect to the benefits of owning 345370BW9 security.