CFG 4575 09 AUG 28 Market Value
| 75524KPG3 | 95.55 3.43 3.47% |
| Symbol | 75524KPG3 |
Please note, there is a significant difference between 75524KPG3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 75524KPG3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 75524KPG3'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.
75524KPG3 '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 75524KPG3'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 75524KPG3.
| 01/21/2023 |
| 01/10/2025 |
If you would invest 0.00 in 75524KPG3 on January 21, 2023 and sell it all today you would earn a total of 0.00 from holding CFG 4575 09 AUG 28 or generate 0.0% return on investment in 75524KPG3 over 720 days. 75524KPG3 is related to or competes with Sun Country, Verra Mobility, Perseus Mining, Delek Logistics, Vulcan Materials, and Summit Materials. More
75524KPG3 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 75524KPG3'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 CFG 4575 09 AUG 28 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 3.76 | |||
| Value At Risk | (0.36) | |||
| Potential Upside | 0.2213 |
75524KPG3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 75524KPG3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 75524KPG3's standard deviation. In reality, there are many statistical measures that can use 75524KPG3 historical prices to predict the future 75524KPG3's volatility.| Risk Adjusted Performance | (0.19) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.6717 |
CFG 4575 09 Backtested Returns
CFG 4575 09 secures Sharpe Ratio (or Efficiency) of -0.23, which signifies that the bond had a -0.23% return per unit of price deviation over the last 3 months. CFG 4575 09 AUG 28 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 75524KPG3's Mean Deviation of 0.3134, variance of 0.5408, and Risk Adjusted Performance of (0.19) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 75524KPG3 are expected to decrease at a much lower rate. During the bear market, 75524KPG3 is likely to outperform the market.
Auto-correlation | -0.33 |
Poor reverse predictability
CFG 4575 09 AUG 28 has poor reverse predictability. Overlapping area represents the amount of predictability between 75524KPG3 time series from 21st of January 2023 to 16th of January 2024 and 16th of January 2024 to 10th 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 CFG 4575 09 price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current 75524KPG3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 3.32 |
CFG 4575 09 lagged returns against current returns
Autocorrelation, which is 75524KPG3 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 75524KPG3's bond expected returns. We can calculate the autocorrelation of 75524KPG3 returns to help us make a trade decision. For example, suppose you find that 75524KPG3 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 |
75524KPG3 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 75524KPG3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 75524KPG3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 75524KPG3 bond over time.
Current vs Lagged Prices |
| Timeline |
75524KPG3 Lagged Returns
When evaluating 75524KPG3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 75524KPG3 bond have on its future price. 75524KPG3 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, 75524KPG3 autocorrelation shows the relationship between 75524KPG3 bond current value and its past values and can show if there is a momentum factor associated with investing in CFG 4575 09 AUG 28.
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in 75524KPG3 Bond
75524KPG3 financial ratios help investors to determine whether 75524KPG3 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 75524KPG3 with respect to the benefits of owning 75524KPG3 security.