SWK 6272 06 MAR 26 Market Value
| 854502AS0 | 100.36 0.05 0.05% |
| Symbol | 854502AS0 |
Please note, there is a significant difference between 854502AS0's value and its price as these two are different measures arrived at by different means. Investors typically determine if 854502AS0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 854502AS0'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.
854502AS0 '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 854502AS0'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 854502AS0.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in 854502AS0 on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding SWK 6272 06 MAR 26 or generate 0.0% return on investment in 854502AS0 over 90 days. 854502AS0 is related to or competes with 00108WAF7, OReilly Automotive, Prologis, AbbVie, Kinross Gold, Rheinmetall, and Tencent Holdings. More
854502AS0 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 854502AS0'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 SWK 6272 06 MAR 26 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1693 | |||
| Maximum Drawdown | 2.9 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.0 |
854502AS0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 854502AS0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 854502AS0's standard deviation. In reality, there are many statistical measures that can use 854502AS0 historical prices to predict the future 854502AS0's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0934 | |||
| Treynor Ratio | (0.26) |
SWK 6272 06 Backtested Returns
At this point, 854502AS0 is very steady. SWK 6272 06 secures Sharpe Ratio (or Efficiency) of 0.0175, which signifies that the bond had a 0.0175 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for SWK 6272 06 MAR 26, which you can use to evaluate the volatility of the entity. Please confirm 854502AS0's insignificant Risk Adjusted Performance, coefficient of variation of (79,932), and Standard Deviation of 0.6843 to double-check if the risk estimate we provide is consistent with the expected return of 0.0119%. The bond shows a Beta (market volatility) of 0.0424, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 854502AS0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 854502AS0 is expected to be smaller as well.
Auto-correlation | -0.36 |
Poor reverse predictability
SWK 6272 06 MAR 26 has poor reverse predictability. Overlapping area represents the amount of predictability between 854502AS0 time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th of March 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 SWK 6272 06 price movement. The serial correlation of -0.36 indicates that just about 36.0% of current 854502AS0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
SWK 6272 06 lagged returns against current returns
Autocorrelation, which is 854502AS0 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 854502AS0's bond expected returns. We can calculate the autocorrelation of 854502AS0 returns to help us make a trade decision. For example, suppose you find that 854502AS0 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 |
854502AS0 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 854502AS0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 854502AS0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 854502AS0 bond over time.
Current vs Lagged Prices |
| Timeline |
854502AS0 Lagged Returns
When evaluating 854502AS0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 854502AS0 bond have on its future price. 854502AS0 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, 854502AS0 autocorrelation shows the relationship between 854502AS0 bond current value and its past values and can show if there is a momentum factor associated with investing in SWK 6272 06 MAR 26.
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 854502AS0 Bond
854502AS0 financial ratios help investors to determine whether 854502AS0 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 854502AS0 with respect to the benefits of owning 854502AS0 security.