TIME WARNER INC Market Value
| 887315BN8 | 105.17 1.72 1.66% |
| Symbol | 887315BN8 |
887315BN8 '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 887315BN8'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 887315BN8.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in 887315BN8 on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding TIME WARNER INC or generate 0.0% return on investment in 887315BN8 over 60 days. 887315BN8 is related to or competes with Denison Mines, Snap On, Unilever PLC, Newell Brands, Procter Gamble, and Lincoln Electric. More
887315BN8 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 887315BN8'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 TIME WARNER INC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | 0.0457 | |||
| Maximum Drawdown | 6.19 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 1.8 |
887315BN8 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 887315BN8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 887315BN8's standard deviation. In reality, there are many statistical measures that can use 887315BN8 historical prices to predict the future 887315BN8's volatility.| Risk Adjusted Performance | 0.0293 | |||
| Jensen Alpha | 0.0271 | |||
| Total Risk Alpha | 0.0679 | |||
| Sortino Ratio | 0.0413 | |||
| Treynor Ratio | (0.18) |
TIME WARNER INC Backtested Returns
At this point, 887315BN8 is very steady. TIME WARNER INC secures Sharpe Ratio (or Efficiency) of 0.0548, which signifies that the bond had a 0.0548 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for TIME WARNER INC, which you can use to evaluate the volatility of the entity. Please confirm 887315BN8's Risk Adjusted Performance of 0.0293, downside deviation of 1.31, and Semi Deviation of 1.22 to double-check if the risk estimate we provide is consistent with the expected return of 0.0553%. The bond shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 887315BN8 are expected to decrease at a much lower rate. During the bear market, 887315BN8 is likely to outperform the market.
Auto-correlation | -0.58 |
Good reverse predictability
TIME WARNER INC has good reverse predictability. Overlapping area represents the amount of predictability between 887315BN8 time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd 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 TIME WARNER INC price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current 887315BN8 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
TIME WARNER INC lagged returns against current returns
Autocorrelation, which is 887315BN8 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 887315BN8's bond expected returns. We can calculate the autocorrelation of 887315BN8 returns to help us make a trade decision. For example, suppose you find that 887315BN8 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 |
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887315BN8 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 887315BN8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 887315BN8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 887315BN8 bond over time.
Current vs Lagged Prices |
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887315BN8 Lagged Returns
When evaluating 887315BN8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 887315BN8 bond have on its future price. 887315BN8 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, 887315BN8 autocorrelation shows the relationship between 887315BN8 bond current value and its past values and can show if there is a momentum factor associated with investing in TIME WARNER INC.
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 887315BN8 Bond
887315BN8 financial ratios help investors to determine whether 887315BN8 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 887315BN8 with respect to the benefits of owning 887315BN8 security.