SIVB 425 Market Value
| 78486QAP6 | 2.17 0.00 0.00% |
| Symbol | 78486QAP6 |
Please note, there is a significant difference between 78486QAP6's value and its price as these two are different measures arrived at by different means. Investors typically determine if 78486QAP6 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 78486QAP6'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.
78486QAP6 '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 78486QAP6'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 78486QAP6.
| 08/31/2024 |
| 11/29/2024 |
If you would invest 0.00 in 78486QAP6 on August 31, 2024 and sell it all today you would earn a total of 0.00 from holding SIVB 425 or generate 0.0% return on investment in 78486QAP6 over 90 days. 78486QAP6 is related to or competes with CT Real, Guangdong Investment, MGIC Investment, Crombie Real, Link Real, Globalfoundries, and PennantPark Investment. More
78486QAP6 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 78486QAP6'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 SIVB 425 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 47.7 | |||
| Information Ratio | 0.28 | |||
| Maximum Drawdown | 612.28 | |||
| Value At Risk | (78.95) | |||
| Potential Upside | 533.33 |
78486QAP6 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 78486QAP6's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 78486QAP6's standard deviation. In reality, there are many statistical measures that can use 78486QAP6 historical prices to predict the future 78486QAP6's volatility.| Risk Adjusted Performance | 0.225 | |||
| Jensen Alpha | 58.92 | |||
| Total Risk Alpha | 26.29 | |||
| Sortino Ratio | 1.19 | |||
| Treynor Ratio | (3.01) |
78486QAP6 Backtested Returns
78486QAP6 is out of control given 3 months investment horizon. 78486QAP6 secures Sharpe Ratio (or Efficiency) of 0.28, which signifies that the bond had a 0.28% return per unit of return volatility over the last 3 months. We were able to analyze twenty-five different technical indicators, which can help you to evaluate if expected returns of 56.75% are justified by taking the suggested risk. Use 78486QAP6 risk adjusted performance of 0.225, and Semi Deviation of 35.9 to evaluate company specific risk that cannot be diversified away. The bond shows a Beta (market volatility) of -18.84, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning 78486QAP6 are expected to decrease by larger amounts. On the other hand, during market turmoil, 78486QAP6 is expected to outperform it.
Auto-correlation | -0.18 |
Insignificant reverse predictability
SIVB 425 has insignificant reverse predictability. Overlapping area represents the amount of predictability between 78486QAP6 time series from 31st of August 2024 to 15th of October 2024 and 15th of October 2024 to 29th of November 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 78486QAP6 price movement. The serial correlation of -0.18 indicates that over 18.0% of current 78486QAP6 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
78486QAP6 lagged returns against current returns
Autocorrelation, which is 78486QAP6 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 78486QAP6's bond expected returns. We can calculate the autocorrelation of 78486QAP6 returns to help us make a trade decision. For example, suppose you find that 78486QAP6 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 |
78486QAP6 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 78486QAP6 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 78486QAP6 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 78486QAP6 bond over time.
Current vs Lagged Prices |
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78486QAP6 Lagged Returns
When evaluating 78486QAP6's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 78486QAP6 bond have on its future price. 78486QAP6 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, 78486QAP6 autocorrelation shows the relationship between 78486QAP6 bond current value and its past values and can show if there is a momentum factor associated with investing in SIVB 425.
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 78486QAP6 Bond
78486QAP6 financial ratios help investors to determine whether 78486QAP6 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 78486QAP6 with respect to the benefits of owning 78486QAP6 security.