MUFG 5441 22 FEB 34 Market Value
| 606822CX0 | 101.79 0.03 0.03% |
| Symbol | 606822CX0 |
Please note, there is a significant difference between 606822CX0's value and its price as these two are different measures arrived at by different means. Investors typically determine if 606822CX0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 606822CX0'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.
606822CX0 '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 606822CX0'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 606822CX0.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in 606822CX0 on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding MUFG 5441 22 FEB 34 or generate 0.0% return on investment in 606822CX0 over 90 days. 606822CX0 is related to or competes with CenterPoint Energy, Esperion Therapeutics, National Vision, Alvotech, Southwest Gas, Teleflex Incorporated, and WEC Energy. More
606822CX0 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 606822CX0'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 MUFG 5441 22 FEB 34 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0901 | |||
| Maximum Drawdown | 5.56 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 1.1 |
606822CX0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 606822CX0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 606822CX0's standard deviation. In reality, there are many statistical measures that can use 606822CX0 historical prices to predict the future 606822CX0's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0124 | |||
| Total Risk Alpha | 0.0775 | |||
| Treynor Ratio | (0.06) |
MUFG 5441 22 Backtested Returns
At this point, 606822CX0 is very steady. MUFG 5441 22 secures Sharpe Ratio (or Efficiency) of 0.0225, which signifies that the bond had a 0.0225 % return per unit of price deviation over the last 3 months. We have found twenty-two technical indicators for MUFG 5441 22 FEB 34, which you can use to evaluate the volatility of the entity. Please confirm 606822CX0's mean deviation of 0.5109, and Information Ratio of 0.0901 to double-check if the risk estimate we provide is consistent with the expected return of 0.0087%. The bond shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 606822CX0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 606822CX0 is expected to be smaller as well.
Auto-correlation | -0.21 |
Weak reverse predictability
MUFG 5441 22 FEB 34 has weak reverse predictability. Overlapping area represents the amount of predictability between 606822CX0 time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th of March 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 MUFG 5441 22 price movement. The serial correlation of -0.21 indicates that over 21.0% of current 606822CX0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
MUFG 5441 22 lagged returns against current returns
Autocorrelation, which is 606822CX0 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 606822CX0's bond expected returns. We can calculate the autocorrelation of 606822CX0 returns to help us make a trade decision. For example, suppose you find that 606822CX0 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 |
606822CX0 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 606822CX0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 606822CX0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 606822CX0 bond over time.
Current vs Lagged Prices |
| Timeline |
606822CX0 Lagged Returns
When evaluating 606822CX0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 606822CX0 bond have on its future price. 606822CX0 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, 606822CX0 autocorrelation shows the relationship between 606822CX0 bond current value and its past values and can show if there is a momentum factor associated with investing in MUFG 5441 22 FEB 34.
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 606822CX0 Bond
606822CX0 financial ratios help investors to determine whether 606822CX0 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 606822CX0 with respect to the benefits of owning 606822CX0 security.