Frontier Florida 686 Market Value
| 362333AH9 | 90.48 12.46 12.10% |
| Symbol | Frontier |
Frontier '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 Frontier'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 Frontier.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Frontier on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Frontier Florida 686 or generate 0.0% return on investment in Frontier over 90 days. Frontier is related to or competes with 00108WAF7, Bayer AG, Sailfish Royalty, GoGold Resources, Mediwound, and Telecom Italia. More
Frontier 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 Frontier'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 Frontier Florida 686 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 12.26 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 0.7225 |
Frontier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Frontier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Frontier's standard deviation. In reality, there are many statistical measures that can use Frontier historical prices to predict the future Frontier's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | 0.101 | |||
| Treynor Ratio | (0.22) |
Frontier Florida 686 Backtested Returns
Frontier Florida 686 secures Sharpe Ratio (or Efficiency) of -0.0925, which denotes the bond had a -0.0925 % return per unit of risk over the last 3 months. Frontier Florida 686 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Frontier's Standard Deviation of 2.56, mean deviation of 0.8311, and Variance of 6.55 to check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.82, which means possible diversification benefits within a given portfolio. As returns on the market increase, Frontier's returns are expected to increase less than the market. However, during the bear market, the loss of holding Frontier is expected to be smaller as well.
Auto-correlation | 0.39 |
Below average predictability
Frontier Florida 686 has below average predictability. Overlapping area represents the amount of predictability between Frontier time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Frontier Florida 686 price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Frontier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Frontier Florida 686 lagged returns against current returns
Autocorrelation, which is Frontier 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 Frontier's bond expected returns. We can calculate the autocorrelation of Frontier returns to help us make a trade decision. For example, suppose you find that Frontier 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 |
Frontier 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 Frontier bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Frontier bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Frontier bond over time.
Current vs Lagged Prices |
| Timeline |
Frontier Lagged Returns
When evaluating Frontier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Frontier bond have on its future price. Frontier 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, Frontier autocorrelation shows the relationship between Frontier bond current value and its past values and can show if there is a momentum factor associated with investing in Frontier Florida 686.
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 Frontier Bond
Frontier financial ratios help investors to determine whether Frontier 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 Frontier with respect to the benefits of owning Frontier security.