NTRS 46 Market Value

665859AQ7   87.51  10.64  10.84%   
665859AQ7's market value is the price at which a share of 665859AQ7 trades on an exchange. It measures the collective expectations of NTRS 46 investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of NTRS 46 and determine expected loss or profit from investing in 665859AQ7 over a given investment horizon.
Check out 665859AQ7 Correlation, 665859AQ7 Volatility and 665859AQ7 Alpha and Beta module to complement your research on 665859AQ7.
Symbol

Please note, there is a significant difference between 665859AQ7's value and its price as these two are different measures arrived at by different means. Investors typically determine if 665859AQ7 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 665859AQ7'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.

665859AQ7 '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 665859AQ7'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 665859AQ7.
0.00
10/22/2024
No Change 0.00  0.0 
In 3 months and 1 day
01/20/2025
0.00
If you would invest  0.00  in 665859AQ7 on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding NTRS 46 or generate 0.0% return on investment in 665859AQ7 over 90 days. 665859AQ7 is related to or competes with Enel Chile, NRG Energy, Transportadora, Wabash National, Lucid, and CenterPoint Energy. More

665859AQ7 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 665859AQ7'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 NTRS 46 upside and downside potential and time the market with a certain degree of confidence.

665859AQ7 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for 665859AQ7's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 665859AQ7's standard deviation. In reality, there are many statistical measures that can use 665859AQ7 historical prices to predict the future 665859AQ7's volatility.
Hype
Prediction
LowEstimatedHigh
85.3987.5189.63
Details
Intrinsic
Valuation
LowRealHigh
74.1876.3096.26
Details
Naive
Forecast
LowNextHigh
81.9284.0486.16
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
91.1797.43103.69
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as 665859AQ7. Your research has to be compared to or analyzed against 665859AQ7's peers to derive any actionable benefits. When done correctly, 665859AQ7's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in 665859AQ7.

665859AQ7 Backtested Returns

665859AQ7 secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the bond had a close to zero % return per unit of risk over the last 3 months. NTRS 46 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 665859AQ7's variance of 0.9516, and Mean Deviation of 0.5507 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 665859AQ7 are expected to decrease at a much lower rate. During the bear market, 665859AQ7 is likely to outperform the market.

Auto-correlation

    
  0.20  

Weak predictability

NTRS 46 has weak predictability. Overlapping area represents the amount of predictability between 665859AQ7 time series from 22nd of October 2024 to 6th of December 2024 and 6th of December 2024 to 20th 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 665859AQ7 price movement. The serial correlation of 0.2 indicates that over 20.0% of current 665859AQ7 price fluctuation can be explain by its past prices.
Correlation Coefficient0.2
Spearman Rank Test0.06
Residual Average0.0
Price Variance4.05
665859AQ7 Returns665859AQ7 Lagged ReturnsDiversified Away665859AQ7 Returns665859AQ7 Lagged ReturnsDiversified Away100%

665859AQ7 lagged returns against current returns

Autocorrelation, which is 665859AQ7 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 665859AQ7's bond expected returns. We can calculate the autocorrelation of 665859AQ7 returns to help us make a trade decision. For example, suppose you find that 665859AQ7 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   
JavaScript chart by amCharts 3.21.152025MarMayJulSepNov-12%-10%-8%-6%-4%-2%0%2%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

665859AQ7 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 665859AQ7 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 665859AQ7 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 665859AQ7 bond over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.152025MarMayJulSepNov97.598.098.599.0
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

665859AQ7 Lagged Returns

When evaluating 665859AQ7's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 665859AQ7 bond have on its future price. 665859AQ7 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, 665859AQ7 autocorrelation shows the relationship between 665859AQ7 bond current value and its past values and can show if there is a momentum factor associated with investing in NTRS 46.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Nov2025MarMayJulSepNov889092949698100
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       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 665859AQ7 Bond

665859AQ7 financial ratios help investors to determine whether 665859AQ7 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 665859AQ7 with respect to the benefits of owning 665859AQ7 security.

Trending Assets

LCID
Lucid Group
3.07  -0.01  -0.32 
NRG
NRG Energy
104.51  -1.49  -1.41 
TGS
Transportadora de Gas
28.28  -0.72  -2.48 
CNP
CenterPoint Energy
32.56  -0.24  -0.73 
WNC
Wabash National
16.23  0.15  0.93 
ENIC
Enel Chile SA
2.89  -0.05  -1.7 
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