RADIATE HOLDCO LLC Market Value
| 75026JAE0 | 48.86 0.00 0.00% |
| Symbol | RADIATE |
RADIATE '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 RADIATE'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 RADIATE.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in RADIATE on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding RADIATE HOLDCO LLC or generate 0.0% return on investment in RADIATE over 30 days. RADIATE is related to or competes with Playtika Holding, Hurco Companies, Brenmiller Energy, ChampionX, EMCOR, and Everus Construction. More
RADIATE 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 RADIATE'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 RADIATE HOLDCO LLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.06 | |||
| Information Ratio | 0.0265 | |||
| Maximum Drawdown | 72.78 | |||
| Value At Risk | (22.48) | |||
| Potential Upside | 18.57 |
RADIATE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RADIATE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RADIATE's standard deviation. In reality, there are many statistical measures that can use RADIATE historical prices to predict the future RADIATE's volatility.| Risk Adjusted Performance | 0.0358 | |||
| Jensen Alpha | 0.3191 | |||
| Total Risk Alpha | (0.88) | |||
| Sortino Ratio | 0.0238 | |||
| Treynor Ratio | 0.917 |
RADIATE HOLDCO LLC Backtested Returns
RADIATE HOLDCO LLC maintains Sharpe Ratio (i.e., Efficiency) of -0.17, which implies the bond had a -0.17% return per unit of volatility over the last 3 months. RADIATE HOLDCO LLC exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check RADIATE's market risk adjusted performance of 0.927, and Coefficient Of Variation of 2734.01 to confirm the risk estimate we provide. The entity holds a Beta of 0.39, which implies possible diversification benefits within a given portfolio. As returns on the market increase, RADIATE's returns are expected to increase less than the market. However, during the bear market, the loss of holding RADIATE is expected to be smaller as well.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
RADIATE HOLDCO LLC has almost perfect reverse predictability. Overlapping area represents the amount of predictability between RADIATE time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 RADIATE HOLDCO LLC price movement. The serial correlation of -0.72 indicates that around 72.0% of current RADIATE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
RADIATE HOLDCO LLC lagged returns against current returns
Autocorrelation, which is RADIATE 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 RADIATE's bond expected returns. We can calculate the autocorrelation of RADIATE returns to help us make a trade decision. For example, suppose you find that RADIATE 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 |
RADIATE 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 RADIATE bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RADIATE bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RADIATE bond over time.
Current vs Lagged Prices |
| Timeline |
RADIATE Lagged Returns
When evaluating RADIATE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RADIATE bond have on its future price. RADIATE 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, RADIATE autocorrelation shows the relationship between RADIATE bond current value and its past values and can show if there is a momentum factor associated with investing in RADIATE HOLDCO LLC.
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 RADIATE Bond
RADIATE financial ratios help investors to determine whether RADIATE 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 RADIATE with respect to the benefits of owning RADIATE security.