PTC 3625 percent Market Value
| 69370CAB6 | 95.11 0.00 0.00% |
| Symbol | 69370CAB6 |
69370CAB6 '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 69370CAB6'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 69370CAB6.
| 12/20/2024 |
| 03/20/2025 |
If you would invest 0.00 in 69370CAB6 on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding PTC 3625 percent or generate 0.0% return on investment in 69370CAB6 over 90 days. 69370CAB6 is related to or competes with Brunswick, Li Auto, Jabil Circuit, Aviat Networks, Guangzhou Automobile, Ferrari NV, and PACCAR. More
69370CAB6 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 69370CAB6'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 PTC 3625 percent upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0293 | |||
| Maximum Drawdown | 7.06 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 1.73 |
69370CAB6 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 69370CAB6's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 69370CAB6's standard deviation. In reality, there are many statistical measures that can use 69370CAB6 historical prices to predict the future 69370CAB6's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.0655 | |||
| Treynor Ratio | 0.596 |
PTC 3625 percent Backtested Returns
PTC 3625 percent retains Efficiency (Sharpe Ratio) of -0.0915, which signifies that the bond had a -0.0915 % return per unit of price deviation over the last 3 months. 69370CAB6 exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 69370CAB6's market risk adjusted performance of 0.606, and Information Ratio of 0.0293 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 69370CAB6 are expected to decrease at a much lower rate. During the bear market, 69370CAB6 is likely to outperform the market.
Auto-correlation | -0.36 |
Poor reverse predictability
PTC 3625 percent has poor reverse predictability. Overlapping area represents the amount of predictability between 69370CAB6 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 PTC 3625 percent price movement. The serial correlation of -0.36 indicates that just about 36.0% of current 69370CAB6 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 4.53 |
PTC 3625 percent lagged returns against current returns
Autocorrelation, which is 69370CAB6 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 69370CAB6's bond expected returns. We can calculate the autocorrelation of 69370CAB6 returns to help us make a trade decision. For example, suppose you find that 69370CAB6 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 |
69370CAB6 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 69370CAB6 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 69370CAB6 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 69370CAB6 bond over time.
Current vs Lagged Prices |
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69370CAB6 Lagged Returns
When evaluating 69370CAB6's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 69370CAB6 bond have on its future price. 69370CAB6 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, 69370CAB6 autocorrelation shows the relationship between 69370CAB6 bond current value and its past values and can show if there is a momentum factor associated with investing in PTC 3625 percent.
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 69370CAB6 Bond
69370CAB6 financial ratios help investors to determine whether 69370CAB6 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 69370CAB6 with respect to the benefits of owning 69370CAB6 security.