MS 263 18 FEB 26 Market Value
| 61747YEM3 | 98.28 0.00 0.00% |
| Symbol | 61747YEM3 |
Please note, there is a significant difference between 61747YEM3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 61747YEM3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 61747YEM3'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.
61747YEM3 '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 61747YEM3'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 61747YEM3.
| 12/20/2024 |
| 03/20/2025 |
If you would invest 0.00 in 61747YEM3 on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding MS 263 18 FEB 26 or generate 0.0% return on investment in 61747YEM3 over 90 days. 61747YEM3 is related to or competes with 00108WAF7, FIH Mobile, Defence Therapeutics, Agora, China Resources, and Citizen Watch. More
61747YEM3 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 61747YEM3'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 MS 263 18 FEB 26 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0755 | |||
| Maximum Drawdown | 7.08 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 1.57 |
61747YEM3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 61747YEM3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 61747YEM3's standard deviation. In reality, there are many statistical measures that can use 61747YEM3 historical prices to predict the future 61747YEM3's volatility.| Risk Adjusted Performance | (0.01) | |||
| Total Risk Alpha | 0.0876 |
MS 263 18 Backtested Returns
MS 263 18 retains Efficiency (Sharpe Ratio) of -0.0781, which signifies that the bond had a -0.0781 % return per unit of price deviation over the last 3 months. 61747YEM3 exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 61747YEM3's Mean Deviation of 0.392, total risk alpha of 0.0876, and Coefficient Of Variation of (8,389) to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and 61747YEM3 are completely uncorrelated.
Auto-correlation | -0.19 |
Insignificant reverse predictability
MS 263 18 FEB 26 has insignificant reverse predictability. Overlapping area represents the amount of predictability between 61747YEM3 time series from 20th of December 2024 to 3rd of February 2025 and 3rd of February 2025 to 20th 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 MS 263 18 price movement. The serial correlation of -0.19 indicates that over 19.0% of current 61747YEM3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.75 |
MS 263 18 lagged returns against current returns
Autocorrelation, which is 61747YEM3 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 61747YEM3's bond expected returns. We can calculate the autocorrelation of 61747YEM3 returns to help us make a trade decision. For example, suppose you find that 61747YEM3 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 |
61747YEM3 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 61747YEM3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 61747YEM3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 61747YEM3 bond over time.
Current vs Lagged Prices |
| Timeline |
61747YEM3 Lagged Returns
When evaluating 61747YEM3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 61747YEM3 bond have on its future price. 61747YEM3 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, 61747YEM3 autocorrelation shows the relationship between 61747YEM3 bond current value and its past values and can show if there is a momentum factor associated with investing in MS 263 18 FEB 26.
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 61747YEM3 Bond
61747YEM3 financial ratios help investors to determine whether 61747YEM3 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 61747YEM3 with respect to the benefits of owning 61747YEM3 security.