QVC 595 percent Market Value
| 747262AM5 | 57.26 1.74 2.95% |
| Symbol | 747262AM5 |
747262AM5 '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 747262AM5'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 747262AM5.
| 10/13/2024 |
| 12/12/2024 |
If you would invest 0.00 in 747262AM5 on October 13, 2024 and sell it all today you would earn a total of 0.00 from holding QVC 595 percent or generate 0.0% return on investment in 747262AM5 over 60 days. 747262AM5 is related to or competes with Li Auto, Universal, Japan Tobacco, Modine Manufacturing, Compania Cervecerias, and Gentex. More
747262AM5 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 747262AM5'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 QVC 595 percent upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 6.73 | |||
| Value At Risk | (2.49) | |||
| Potential Upside | 2.15 |
747262AM5 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 747262AM5's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 747262AM5's standard deviation. In reality, there are many statistical measures that can use 747262AM5 historical prices to predict the future 747262AM5's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 0.2017 |
QVC 595 percent Backtested Returns
QVC 595 percent retains Efficiency (Sharpe Ratio) of -0.0627, which signifies that the bond had a -0.0627% return per unit of price deviation over the last 3 months. 747262AM5 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 747262AM5's market risk adjusted performance of 0.2117, and Information Ratio of (0.14) to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 747262AM5 are expected to decrease at a much lower rate. During the bear market, 747262AM5 is likely to outperform the market.
Auto-correlation | 0.68 |
Good predictability
QVC 595 percent has good predictability. Overlapping area represents the amount of predictability between 747262AM5 time series from 13th of October 2024 to 12th of November 2024 and 12th of November 2024 to 12th 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 QVC 595 percent price movement. The serial correlation of 0.68 indicates that around 68.0% of current 747262AM5 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 6.89 |
QVC 595 percent lagged returns against current returns
Autocorrelation, which is 747262AM5 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 747262AM5's bond expected returns. We can calculate the autocorrelation of 747262AM5 returns to help us make a trade decision. For example, suppose you find that 747262AM5 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 |
747262AM5 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 747262AM5 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 747262AM5 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 747262AM5 bond over time.
Current vs Lagged Prices |
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747262AM5 Lagged Returns
When evaluating 747262AM5's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 747262AM5 bond have on its future price. 747262AM5 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, 747262AM5 autocorrelation shows the relationship between 747262AM5 bond current value and its past values and can show if there is a momentum factor associated with investing in QVC 595 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 747262AM5 Bond
747262AM5 financial ratios help investors to determine whether 747262AM5 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 747262AM5 with respect to the benefits of owning 747262AM5 security.