MCDONALDS PORATION MTN Market Value
| 58013MFM1 | 88.98 0.22 0.25% |
| Symbol | MCDONALDS |
MCDONALDS '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 MCDONALDS'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 MCDONALDS.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in MCDONALDS on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding MCDONALDS PORATION MTN or generate 0.0% return on investment in MCDONALDS over 30 days. MCDONALDS is related to or competes with Bassett Furniture, and Boston Properties. More
MCDONALDS 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 MCDONALDS'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 MCDONALDS PORATION MTN upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.78 | |||
| Value At Risk | (0.86) | |||
| Potential Upside | 0.6744 |
MCDONALDS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MCDONALDS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MCDONALDS's standard deviation. In reality, there are many statistical measures that can use MCDONALDS historical prices to predict the future MCDONALDS's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (2.99) |
MCDONALDS PORATION MTN Backtested Returns
MCDONALDS PORATION MTN has Sharpe Ratio of -0.0973, which conveys that the bond had a -0.0973 % return per unit of risk over the last 3 months. MCDONALDS exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MCDONALDS's Mean Deviation of 0.447, standard deviation of 0.9334, and Coefficient Of Variation of (815.84) to check out the risk estimate we provide. The entity secures a Beta (Market Risk) of 0.0416, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MCDONALDS's returns are expected to increase less than the market. However, during the bear market, the loss of holding MCDONALDS is expected to be smaller as well.
Auto-correlation | 0.22 |
Weak predictability
MCDONALDS PORATION MTN has weak predictability. Overlapping area represents the amount of predictability between MCDONALDS time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 MCDONALDS PORATION MTN price movement. The serial correlation of 0.22 indicates that over 22.0% of current MCDONALDS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 1.84 |
MCDONALDS PORATION MTN lagged returns against current returns
Autocorrelation, which is MCDONALDS 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 MCDONALDS's bond expected returns. We can calculate the autocorrelation of MCDONALDS returns to help us make a trade decision. For example, suppose you find that MCDONALDS 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 |
MCDONALDS 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 MCDONALDS bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MCDONALDS bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MCDONALDS bond over time.
Current vs Lagged Prices |
| Timeline |
MCDONALDS Lagged Returns
When evaluating MCDONALDS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MCDONALDS bond have on its future price. MCDONALDS 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, MCDONALDS autocorrelation shows the relationship between MCDONALDS bond current value and its past values and can show if there is a momentum factor associated with investing in MCDONALDS PORATION MTN.
Regressed Prices |
| Timeline |
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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 MCDONALDS Bond
MCDONALDS financial ratios help investors to determine whether MCDONALDS 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 MCDONALDS with respect to the benefits of owning MCDONALDS security.