NSANY 275 09 MAR 28 Market Value
| 654740BT5 | 87.51 3.63 3.98% |
| Symbol | NSANY |
Please note, there is a significant difference between NSANY's value and its price as these two are different measures arrived at by different means. Investors typically determine if NSANY is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NSANY'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.
NSANY '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 NSANY'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 NSANY.
| 07/09/2024 |
| 01/05/2025 |
If you would invest 0.00 in NSANY on July 9, 2024 and sell it all today you would earn a total of 0.00 from holding NSANY 275 09 MAR 28 or generate 0.0% return on investment in NSANY over 180 days. NSANY is related to or competes with Tower Semiconductor, Sonos, Eltek, Aluminum, Analog Devices, Jabil Circuit, and Summit Materials. More
NSANY 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 NSANY'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 NSANY 275 09 MAR 28 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 4.12 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.4344 |
NSANY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NSANY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NSANY's standard deviation. In reality, there are many statistical measures that can use NSANY historical prices to predict the future NSANY's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.1) | |||
| Treynor Ratio | (8.55) |
NSANY 275 09 Backtested Returns
NSANY 275 09 retains Efficiency (Sharpe Ratio) of -0.094, which conveys that the entity had a -0.094% return per unit of return volatility over the last 3 months. NSANY exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NSANY's Market Risk Adjusted Performance of (8.54), mean deviation of 0.3511, and Standard Deviation of 0.7944 to check out the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.0099, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NSANY's returns are expected to increase less than the market. However, during the bear market, the loss of holding NSANY is expected to be smaller as well.
Auto-correlation | -0.35 |
Poor reverse predictability
NSANY 275 09 MAR 28 has poor reverse predictability. Overlapping area represents the amount of predictability between NSANY time series from 9th of July 2024 to 7th of October 2024 and 7th of October 2024 to 5th 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 NSANY 275 09 price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current NSANY price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
NSANY 275 09 lagged returns against current returns
Autocorrelation, which is NSANY 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 NSANY's bond expected returns. We can calculate the autocorrelation of NSANY returns to help us make a trade decision. For example, suppose you find that NSANY 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 |
NSANY 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 NSANY bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NSANY bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NSANY bond over time.
Current vs Lagged Prices |
| Timeline |
NSANY Lagged Returns
When evaluating NSANY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NSANY bond have on its future price. NSANY 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, NSANY autocorrelation shows the relationship between NSANY bond current value and its past values and can show if there is a momentum factor associated with investing in NSANY 275 09 MAR 28.
Regressed Prices |
| Timeline |
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| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in NSANY Bond
NSANY financial ratios help investors to determine whether NSANY 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 NSANY with respect to the benefits of owning NSANY security.