LAM RESEARCH PORATION Market Value
| 512807AV0 | 84.15 1.63 1.90% |
| Symbol | 512807AV0 |
512807AV0 '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 512807AV0'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 512807AV0.
| 06/25/2024 |
| 12/22/2024 |
If you would invest 0.00 in 512807AV0 on June 25, 2024 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 512807AV0 over 180 days. 512807AV0 is related to or competes with Westinghouse Air, Infosys, Datadog, Cebu Air, Corporacion America, and Kaltura. More
512807AV0 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 512807AV0'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.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 9.13 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 0.5918 |
512807AV0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 512807AV0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 512807AV0's standard deviation. In reality, there are many statistical measures that can use 512807AV0 historical prices to predict the future 512807AV0's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.29) |
LAM RESEARCH PORATION Backtested Returns
LAM RESEARCH PORATION secures Sharpe Ratio (or Efficiency) of -0.24, which signifies that the bond had a -0.24% 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 512807AV0's mean deviation of 0.4913, and Variance of 1.0 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 512807AV0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 512807AV0 is expected to be smaller as well.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
LAM RESEARCH PORATION has almost perfect reverse predictability. Overlapping area represents the amount of predictability between 512807AV0 time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 2024 to 22nd of December 2024. 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 -0.74 indicates that around 74.0% of current 512807AV0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.91 |
LAM RESEARCH PORATION lagged returns against current returns
Autocorrelation, which is 512807AV0 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 512807AV0's bond expected returns. We can calculate the autocorrelation of 512807AV0 returns to help us make a trade decision. For example, suppose you find that 512807AV0 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 |
512807AV0 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 512807AV0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 512807AV0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 512807AV0 bond over time.
Current vs Lagged Prices |
| Timeline |
512807AV0 Lagged Returns
When evaluating 512807AV0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 512807AV0 bond have on its future price. 512807AV0 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, 512807AV0 autocorrelation shows the relationship between 512807AV0 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.Other Information on Investing in 512807AV0 Bond
512807AV0 financial ratios help investors to determine whether 512807AV0 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 512807AV0 with respect to the benefits of owning 512807AV0 security.