HST 29 15 DEC 31 Market Value
| 44107TBA3 | 81.88 4.36 5.06% |
| Symbol | 44107TBA3 |
Please note, there is a significant difference between 44107TBA3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 44107TBA3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 44107TBA3'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.
44107TBA3 '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 44107TBA3'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 44107TBA3.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in 44107TBA3 on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding HST 29 15 DEC 31 or generate 0.0% return on investment in 44107TBA3 over 90 days. 44107TBA3 is related to or competes with Verde Clean, Atmus Filtration, Ingredion Incorporated, Gentex, Bridgford Foods, and Ultra Clean. More
44107TBA3 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 44107TBA3'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 HST 29 15 DEC 31 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.012 | |||
| Maximum Drawdown | 21.78 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 0.7131 |
44107TBA3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 44107TBA3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 44107TBA3's standard deviation. In reality, there are many statistical measures that can use 44107TBA3 historical prices to predict the future 44107TBA3's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | 0.2036 | |||
| Treynor Ratio | (0.09) |
HST 29 15 Backtested Returns
HST 29 15 secures Sharpe Ratio (or Efficiency) of -0.0809, which signifies that the bond had a -0.0809 % return per unit of risk over the last 3 months. HST 29 15 DEC 31 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 44107TBA3's Coefficient Of Variation of (4,293), variance of 6.06, and Mean Deviation of 0.8132 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.73, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 44107TBA3's returns are expected to increase less than the market. However, during the bear market, the loss of holding 44107TBA3 is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
HST 29 15 DEC 31 has weak predictability. Overlapping area represents the amount of predictability between 44107TBA3 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 HST 29 15 price movement. The serial correlation of 0.24 indicates that over 24.0% of current 44107TBA3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
HST 29 15 lagged returns against current returns
Autocorrelation, which is 44107TBA3 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 44107TBA3's bond expected returns. We can calculate the autocorrelation of 44107TBA3 returns to help us make a trade decision. For example, suppose you find that 44107TBA3 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 |
44107TBA3 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 44107TBA3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 44107TBA3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 44107TBA3 bond over time.
Current vs Lagged Prices |
| Timeline |
44107TBA3 Lagged Returns
When evaluating 44107TBA3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 44107TBA3 bond have on its future price. 44107TBA3 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, 44107TBA3 autocorrelation shows the relationship between 44107TBA3 bond current value and its past values and can show if there is a momentum factor associated with investing in HST 29 15 DEC 31.
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 44107TBA3 Bond
44107TBA3 financial ratios help investors to determine whether 44107TBA3 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 44107TBA3 with respect to the benefits of owning 44107TBA3 security.