L Brands 76 Market Value
| 532716AN7 | 97.00 4.33 4.27% |
| Symbol | 532716AN7 |
532716AN7 '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 532716AN7'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 532716AN7.
| 12/21/2024 |
| 01/20/2025 |
If you would invest 0.00 in 532716AN7 on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding L Brands 76 or generate 0.0% return on investment in 532716AN7 over 30 days. 532716AN7 is related to or competes with 00108WAF7, 90331HPL1, BlueLinx Holdings, Texas Pacific, Fortress Biotech, Cisco Systems, and PetMed Express. More
532716AN7 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 532716AN7'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 L Brands 76 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.29 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 26.5 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 2.12 |
532716AN7 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 532716AN7's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 532716AN7's standard deviation. In reality, there are many statistical measures that can use 532716AN7 historical prices to predict the future 532716AN7's volatility.| Risk Adjusted Performance | 0.0086 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.036 |
L Brands 76 Backtested Returns
At this point, 532716AN7 is very steady. L Brands 76 retains Efficiency (Sharpe Ratio) of close to zero, which signifies that the bond had a close to zero % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for 532716AN7, which you can use to evaluate the volatility of the entity. Please confirm 532716AN7's Mean Deviation of 1.45, standard deviation of 3.39, and Market Risk Adjusted Performance of 0.046 to double-check if the risk estimate we provide is consistent with the expected return of 0.0078%. The entity owns a Beta (Systematic Risk) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 532716AN7 are expected to decrease at a much lower rate. During the bear market, 532716AN7 is likely to outperform the market.
Auto-correlation | 0.54 |
Modest predictability
L Brands 76 has modest predictability. Overlapping area represents the amount of predictability between 532716AN7 time series from 21st of December 2024 to 5th of January 2025 and 5th of January 2025 to 20th 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 L Brands 76 price movement. The serial correlation of 0.54 indicates that about 54.0% of current 532716AN7 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
L Brands 76 lagged returns against current returns
Autocorrelation, which is 532716AN7 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 532716AN7's bond expected returns. We can calculate the autocorrelation of 532716AN7 returns to help us make a trade decision. For example, suppose you find that 532716AN7 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 |
532716AN7 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 532716AN7 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 532716AN7 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 532716AN7 bond over time.
Current vs Lagged Prices |
| Timeline |
532716AN7 Lagged Returns
When evaluating 532716AN7's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 532716AN7 bond have on its future price. 532716AN7 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, 532716AN7 autocorrelation shows the relationship between 532716AN7 bond current value and its past values and can show if there is a momentum factor associated with investing in L Brands 76.
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 532716AN7 Bond
532716AN7 financial ratios help investors to determine whether 532716AN7 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 532716AN7 with respect to the benefits of owning 532716AN7 security.