PEP 465 15 FEB 53 Market Value
| 713448FT0 | 92.66 4.90 5.58% |
| Symbol | 713448FT0 |
Please note, there is a significant difference between 713448FT0's value and its price as these two are different measures arrived at by different means. Investors typically determine if 713448FT0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 713448FT0'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.
713448FT0 '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 713448FT0'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 713448FT0.
| 06/26/2024 |
| 12/23/2024 |
If you would invest 0.00 in 713448FT0 on June 26, 2024 and sell it all today you would earn a total of 0.00 from holding PEP 465 15 FEB 53 or generate 0.0% return on investment in 713448FT0 over 180 days. 713448FT0 is related to or competes with Rocky Brands, Agnico Eagle, and European Wax. More
713448FT0 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 713448FT0'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 PEP 465 15 FEB 53 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 20.72 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 2.32 |
713448FT0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 713448FT0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 713448FT0's standard deviation. In reality, there are many statistical measures that can use 713448FT0 historical prices to predict the future 713448FT0's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 0.4805 |
PEP 465 15 Backtested Returns
PEP 465 15 secures Sharpe Ratio (or Efficiency) of -0.0549, which signifies that the bond had a -0.0549% return per unit of risk over the last 3 months. PEP 465 15 FEB 53 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 713448FT0's Mean Deviation of 1.26, market risk adjusted performance of 0.4905, and Variance of 6.01 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 713448FT0 are expected to decrease at a much lower rate. During the bear market, 713448FT0 is likely to outperform the market.
Auto-correlation | -0.47 |
Modest reverse predictability
PEP 465 15 FEB 53 has modest reverse predictability. Overlapping area represents the amount of predictability between 713448FT0 time series from 26th of June 2024 to 24th of September 2024 and 24th of September 2024 to 23rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PEP 465 15 price movement. The serial correlation of -0.47 indicates that about 47.0% of current 713448FT0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 8.64 |
PEP 465 15 lagged returns against current returns
Autocorrelation, which is 713448FT0 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 713448FT0's bond expected returns. We can calculate the autocorrelation of 713448FT0 returns to help us make a trade decision. For example, suppose you find that 713448FT0 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 |
713448FT0 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 713448FT0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 713448FT0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 713448FT0 bond over time.
Current vs Lagged Prices |
| Timeline |
713448FT0 Lagged Returns
When evaluating 713448FT0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 713448FT0 bond have on its future price. 713448FT0 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, 713448FT0 autocorrelation shows the relationship between 713448FT0 bond current value and its past values and can show if there is a momentum factor associated with investing in PEP 465 15 FEB 53.
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 713448FT0 Bond
713448FT0 financial ratios help investors to determine whether 713448FT0 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 713448FT0 with respect to the benefits of owning 713448FT0 security.