512807AU2's market value is the price at which a share of 512807AU2 trades on an exchange. It measures the collective expectations of LAM RESEARCH PORATION investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of LAM RESEARCH PORATION and determine expected loss or profit from investing in 512807AU2 over a given investment horizon. Check out 512807AU2 Correlation, 512807AU2 Volatility and 512807AU2 Alpha and Beta module to complement your research on 512807AU2.
Please note, there is a significant difference between 512807AU2's value and its price as these two are different measures arrived at by different means. Investors typically determine if 512807AU2 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 512807AU2'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.
512807AU2 '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 512807AU2'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 512807AU2.
0.00
09/10/2023
No Change 0.00
0.0
In 1 year 3 months and 26 days
01/02/2025
0.00
If you would invest 0.00 in 512807AU2 on September 10, 2023 and sell it all today you would earn a total of 0.00 from holding LAM RESEARCH PORATION or generate 0.0% return on investment in 512807AU2 over 480 days. 512807AU2 is related to or competes with 00108WAF7, 90331HPL1, BlackRock, Vanguard 500, Vanguard 500, Walmart, and Johnson Johnson. More
512807AU2 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 512807AU2'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 LAM RESEARCH PORATION upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for 512807AU2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 512807AU2's standard deviation. In reality, there are many statistical measures that can use 512807AU2 historical prices to predict the future 512807AU2's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as 512807AU2. Your research has to be compared to or analyzed against 512807AU2's peers to derive any actionable benefits. When done correctly, 512807AU2's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in LAM RESEARCH PORATION.
LAM RESEARCH PORATION Backtested Returns
LAM RESEARCH PORATION secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the bond had a -0.12% return per unit of risk over the last 3 months. LAM RESEARCH PORATION exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 512807AU2's variance of 0.7983, and Mean Deviation of 0.4219 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of 0.059, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 512807AU2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 512807AU2 is expected to be smaller as well.
Auto-correlation
0.80
Very good predictability
LAM RESEARCH PORATION has very good predictability. Overlapping area represents the amount of predictability between 512807AU2 time series from 10th of September 2023 to 7th of May 2024 and 7th of May 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 LAM RESEARCH PORATION price movement. The serial correlation of 0.8 indicates that around 80.0% of current 512807AU2 price fluctuation can be explain by its past prices.
Correlation Coefficient
0.8
Spearman Rank Test
0.34
Residual Average
0.0
Price Variance
1.68
LAM RESEARCH PORATION lagged returns against current returns
Autocorrelation, which is 512807AU2 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 512807AU2's bond expected returns. We can calculate the autocorrelation of 512807AU2 returns to help us make a trade decision. For example, suppose you find that 512807AU2 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
512807AU2 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 512807AU2 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 512807AU2 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 512807AU2 bond over time.
Current vs Lagged Prices
Timeline
512807AU2 Lagged Returns
When evaluating 512807AU2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 512807AU2 bond have on its future price. 512807AU2 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, 512807AU2 autocorrelation shows the relationship between 512807AU2 bond current value and its past values and can show if there is a momentum factor associated with investing in LAM RESEARCH PORATION.
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.
512807AU2 financial ratios help investors to determine whether 512807AU2 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 512807AU2 with respect to the benefits of owning 512807AU2 security.