MSTDLF 45 11 FEB 27 Market Value
| 61774AAD5 | 96.70 2.62 2.64% |
| Symbol | MSTDLF |
Please note, there is a significant difference between MSTDLF's value and its price as these two are different measures arrived at by different means. Investors typically determine if MSTDLF is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MSTDLF'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.
MSTDLF '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 MSTDLF'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 MSTDLF.
| 03/09/2024 |
| 03/04/2025 |
If you would invest 0.00 in MSTDLF on March 9, 2024 and sell it all today you would earn a total of 0.00 from holding MSTDLF 45 11 FEB 27 or generate 0.0% return on investment in MSTDLF over 360 days. MSTDLF is related to or competes with Sandstorm Gold, Kellanova, AMCON Distributing, FitLife Brands,, and NH Foods. More
MSTDLF 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 MSTDLF'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 MSTDLF 45 11 FEB 27 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0385 | |||
| Maximum Drawdown | 2.12 | |||
| Value At Risk | (0.84) | |||
| Potential Upside | 0.831 |
MSTDLF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSTDLF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSTDLF's standard deviation. In reality, there are many statistical measures that can use MSTDLF historical prices to predict the future MSTDLF's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.0004) | |||
| Treynor Ratio | (0.23) |
MSTDLF 45 11 Backtested Returns
MSTDLF 45 11 has Sharpe Ratio of -0.0823, which conveys that the entity had a -0.0823 % return per unit of standard deviation over the last 3 months. MSTDLF exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MSTDLF's Market Risk Adjusted Performance of (0.22), risk adjusted performance of (0.05), and Mean Deviation of 0.3235 to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MSTDLF's returns are expected to increase less than the market. However, during the bear market, the loss of holding MSTDLF is expected to be smaller as well.
Auto-correlation | -0.39 |
Poor reverse predictability
MSTDLF 45 11 FEB 27 has poor reverse predictability. Overlapping area represents the amount of predictability between MSTDLF time series from 9th of March 2024 to 5th of September 2024 and 5th of September 2024 to 4th 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 MSTDLF 45 11 price movement. The serial correlation of -0.39 indicates that just about 39.0% of current MSTDLF price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
MSTDLF 45 11 lagged returns against current returns
Autocorrelation, which is MSTDLF 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 MSTDLF's bond expected returns. We can calculate the autocorrelation of MSTDLF returns to help us make a trade decision. For example, suppose you find that MSTDLF 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 |
MSTDLF 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 MSTDLF bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSTDLF bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSTDLF bond over time.
Current vs Lagged Prices |
| Timeline |
MSTDLF Lagged Returns
When evaluating MSTDLF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSTDLF bond have on its future price. MSTDLF 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, MSTDLF autocorrelation shows the relationship between MSTDLF bond current value and its past values and can show if there is a momentum factor associated with investing in MSTDLF 45 11 FEB 27.
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 MSTDLF Bond
MSTDLF financial ratios help investors to determine whether MSTDLF 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 MSTDLF with respect to the benefits of owning MSTDLF security.