HD 4 15 SEP 25 Market Value
| 437076CR1 | 99.82 0.12 0.12% |
| Symbol | 437076CR1 |
Please note, there is a significant difference between 437076CR1's value and its price as these two are different measures arrived at by different means. Investors typically determine if 437076CR1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 437076CR1'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.
437076CR1 '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 437076CR1'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 437076CR1.
| 12/27/2024 |
| 03/27/2025 |
If you would invest 0.00 in 437076CR1 on December 27, 2024 and sell it all today you would earn a total of 0.00 from holding HD 4 15 SEP 25 or generate 0.0% return on investment in 437076CR1 over 90 days. 437076CR1 is related to or competes with National CineMedia, Anheuser Busch, Vita Coco, KVH Industries, and British Amer. More
437076CR1 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 437076CR1'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 HD 4 15 SEP 25 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5009 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 4.12 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.7566 |
437076CR1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 437076CR1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 437076CR1's standard deviation. In reality, there are many statistical measures that can use 437076CR1 historical prices to predict the future 437076CR1's volatility.| Risk Adjusted Performance | 0.0037 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0477 |
437076CR1 Backtested Returns
At this point, 437076CR1 is very steady. 437076CR1 retains Efficiency (Sharpe Ratio) of 0.0223, which signifies that the bond had a 0.0223 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for 437076CR1, which you can use to evaluate the volatility of the entity. Please confirm 437076CR1's Market Risk Adjusted Performance of 0.0577, standard deviation of 0.5047, and Semi Deviation of 0.4707 to double-check if the risk estimate we provide is consistent with the expected return of 0.0038%. The bond owns a Beta (Systematic Risk) of -0.0783, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 437076CR1 are expected to decrease at a much lower rate. During the bear market, 437076CR1 is likely to outperform the market.
Auto-correlation | -0.02 |
Very weak reverse predictability
HD 4 15 SEP 25 has very weak reverse predictability. Overlapping area represents the amount of predictability between 437076CR1 time series from 27th of December 2024 to 10th of February 2025 and 10th of February 2025 to 27th 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 437076CR1 price movement. The serial correlation of -0.02 indicates that only 2.0% of current 437076CR1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
437076CR1 lagged returns against current returns
Autocorrelation, which is 437076CR1 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 437076CR1's bond expected returns. We can calculate the autocorrelation of 437076CR1 returns to help us make a trade decision. For example, suppose you find that 437076CR1 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 |
437076CR1 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 437076CR1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 437076CR1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 437076CR1 bond over time.
Current vs Lagged Prices |
| Timeline |
437076CR1 Lagged Returns
When evaluating 437076CR1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 437076CR1 bond have on its future price. 437076CR1 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, 437076CR1 autocorrelation shows the relationship between 437076CR1 bond current value and its past values and can show if there is a momentum factor associated with investing in HD 4 15 SEP 25.
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.| ZLAB | Zai Lab | |
| ASLE | AerSale Corp | |
| ATS | AT S Austria |
Other Information on Investing in 437076CR1 Bond
437076CR1 financial ratios help investors to determine whether 437076CR1 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 437076CR1 with respect to the benefits of owning 437076CR1 security.