963320AV8's market value is the price at which a share of 963320AV8 trades on an exchange. It measures the collective expectations of WHIRLPOOL P 45 investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of WHIRLPOOL P 45 and determine expected loss or profit from investing in 963320AV8 over a given investment horizon. Check out 963320AV8 Correlation, 963320AV8 Volatility and 963320AV8 Alpha and Beta module to complement your research on 963320AV8.
Please note, there is a significant difference between 963320AV8's value and its price as these two are different measures arrived at by different means. Investors typically determine if 963320AV8 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 963320AV8'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.
963320AV8 '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 963320AV8'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 963320AV8.
0.00
12/27/2024
No Change 0.00
0.0
In 3 months and 1 day
03/27/2025
0.00
If you would invest 0.00 in 963320AV8 on December 27, 2024 and sell it all today you would earn a total of 0.00 from holding WHIRLPOOL P 45 or generate 0.0% return on investment in 963320AV8 over 90 days. 963320AV8 is related to or competes with MOGU, Getty Realty, Highway Holdings, National Vision, MYT Netherlands, and Insteel Industries. More
963320AV8 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 963320AV8'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 WHIRLPOOL P 45 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for 963320AV8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 963320AV8's standard deviation. In reality, there are many statistical measures that can use 963320AV8 historical prices to predict the future 963320AV8's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as 963320AV8. Your research has to be compared to or analyzed against 963320AV8's peers to derive any actionable benefits. When done correctly, 963320AV8's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in WHIRLPOOL P 45.
WHIRLPOOL P 45 Backtested Returns
WHIRLPOOL P 45 secures Sharpe Ratio (or Efficiency) of -0.059, which signifies that the bond had a -0.059 % return per unit of risk over the last 3 months. WHIRLPOOL P 45 exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 963320AV8's Risk Adjusted Performance of 0.0701, downside deviation of 1.23, and Semi Deviation of 1.05 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 963320AV8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 963320AV8 is expected to be smaller as well.
Auto-correlation
-0.18
Insignificant reverse predictability
WHIRLPOOL P 45 has insignificant reverse predictability. Overlapping area represents the amount of predictability between 963320AV8 time series from 27th of December 2024 to 10th of February 2025 and 10th of February 2025 to 27th 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 WHIRLPOOL P 45 price movement. The serial correlation of -0.18 indicates that over 18.0% of current 963320AV8 price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.18
Spearman Rank Test
-0.06
Residual Average
0.0
Price Variance
0.78
WHIRLPOOL P 45 lagged returns against current returns
Autocorrelation, which is 963320AV8 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 963320AV8's bond expected returns. We can calculate the autocorrelation of 963320AV8 returns to help us make a trade decision. For example, suppose you find that 963320AV8 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
963320AV8 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 963320AV8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 963320AV8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 963320AV8 bond over time.
Current vs Lagged Prices
Timeline
963320AV8 Lagged Returns
When evaluating 963320AV8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 963320AV8 bond have on its future price. 963320AV8 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, 963320AV8 autocorrelation shows the relationship between 963320AV8 bond current value and its past values and can show if there is a momentum factor associated with investing in WHIRLPOOL P 45.
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.
963320AV8 financial ratios help investors to determine whether 963320AV8 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 963320AV8 with respect to the benefits of owning 963320AV8 security.