KMI 48 01 FEB 33 Market Value
| 49456BAV3 | 97.21 2.08 2.19% |
| Symbol | 49456BAV3 |
Please note, there is a significant difference between 49456BAV3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 49456BAV3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 49456BAV3'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.
49456BAV3 '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 49456BAV3'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 49456BAV3.
| 01/13/2023 |
| 01/02/2025 |
If you would invest 0.00 in 49456BAV3 on January 13, 2023 and sell it all today you would earn a total of 0.00 from holding KMI 48 01 FEB 33 or generate 0.0% return on investment in 49456BAV3 over 720 days. 49456BAV3 is related to or competes with FitLife Brands,, Gatos Silver, Warner Music, Kaiser Aluminum, Bridgford Foods, Denison Mines, and Hf Foods. More
49456BAV3 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 49456BAV3'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 KMI 48 01 FEB 33 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 5.09 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.86 |
49456BAV3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 49456BAV3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 49456BAV3's standard deviation. In reality, there are many statistical measures that can use 49456BAV3 historical prices to predict the future 49456BAV3's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.63) |
KMI 48 01 Backtested Returns
KMI 48 01 secures Sharpe Ratio (or Efficiency) of -0.0206, which signifies that the bond had a -0.0206% return per unit of price deviation over the last 3 months. KMI 48 01 FEB 33 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 49456BAV3's mean deviation of 0.6269, and Information Ratio of (0.03) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0475, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 49456BAV3's returns are expected to increase less than the market. However, during the bear market, the loss of holding 49456BAV3 is expected to be smaller as well.
Auto-correlation | -0.59 |
Good reverse predictability
KMI 48 01 FEB 33 has good reverse predictability. Overlapping area represents the amount of predictability between 49456BAV3 time series from 13th of January 2023 to 8th of January 2024 and 8th of January 2024 to 2nd of January 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 KMI 48 01 price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current 49456BAV3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 3.46 |
KMI 48 01 lagged returns against current returns
Autocorrelation, which is 49456BAV3 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 49456BAV3's bond expected returns. We can calculate the autocorrelation of 49456BAV3 returns to help us make a trade decision. For example, suppose you find that 49456BAV3 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 |
49456BAV3 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 49456BAV3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 49456BAV3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 49456BAV3 bond over time.
Current vs Lagged Prices |
| Timeline |
49456BAV3 Lagged Returns
When evaluating 49456BAV3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 49456BAV3 bond have on its future price. 49456BAV3 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, 49456BAV3 autocorrelation shows the relationship between 49456BAV3 bond current value and its past values and can show if there is a momentum factor associated with investing in KMI 48 01 FEB 33.
Regressed Prices |
| Timeline |
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Other Information on Investing in 49456BAV3 Bond
49456BAV3 financial ratios help investors to determine whether 49456BAV3 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 49456BAV3 with respect to the benefits of owning 49456BAV3 security.