TIME WARNER INC Market Value
| 887317BA2 | 94.70 2.76 2.83% |
| Symbol | 887317BA2 |
887317BA2 '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 887317BA2'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 887317BA2.
| 12/20/2024 |
| 03/20/2025 |
If you would invest 0.00 in 887317BA2 on December 20, 2024 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 887317BA2 over 90 days. 887317BA2 is related to or competes with FTAI Aviation, Skechers USA, Tandy Leather, Willscot Mobile, Willis Lease, Columbia Sportswear, and Mitsubishi UFJ. More
887317BA2 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 887317BA2'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.
| Information Ratio | 0.0014 | |||
| Maximum Drawdown | 2.57 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 1.4 |
887317BA2 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 887317BA2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 887317BA2's standard deviation. In reality, there are many statistical measures that can use 887317BA2 historical prices to predict the future 887317BA2's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | 0.0099 | |||
| Treynor Ratio | 0.2893 |
TIME WARNER INC Backtested Returns
TIME WARNER INC secures Sharpe Ratio (or Efficiency) of -0.0643, which signifies that the bond had a -0.0643 % return per unit of risk over the last 3 months. TIME WARNER INC exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 887317BA2's Coefficient Of Variation of (1,555), risk adjusted performance of (0.06), and Standard Deviation of 0.9879 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 887317BA2 are expected to decrease at a much lower rate. During the bear market, 887317BA2 is likely to outperform the market.
Auto-correlation | -0.29 |
Weak reverse predictability
TIME WARNER INC has weak reverse predictability. Overlapping area represents the amount of predictability between 887317BA2 time series from 20th of December 2024 to 3rd of February 2025 and 3rd of February 2025 to 20th 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 -0.29 indicates that nearly 29.0% of current 887317BA2 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 1.49 |
TIME WARNER INC lagged returns against current returns
Autocorrelation, which is 887317BA2 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 887317BA2's bond expected returns. We can calculate the autocorrelation of 887317BA2 returns to help us make a trade decision. For example, suppose you find that 887317BA2 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 |
887317BA2 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 887317BA2 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 887317BA2 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 887317BA2 bond over time.
Current vs Lagged Prices |
| Timeline |
887317BA2 Lagged Returns
When evaluating 887317BA2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 887317BA2 bond have on its future price. 887317BA2 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, 887317BA2 autocorrelation shows the relationship between 887317BA2 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 887317BA2 Bond
887317BA2 financial ratios help investors to determine whether 887317BA2 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 887317BA2 with respect to the benefits of owning 887317BA2 security.