WYNMAC 5625 26 AUG 28 Market Value
| 98313RAH9 | 95.08 1.92 1.98% |
| Symbol | WYNMAC |
Please note, there is a significant difference between WYNMAC's value and its price as these two are different measures arrived at by different means. Investors typically determine if WYNMAC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, WYNMAC'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.
WYNMAC '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 WYNMAC'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 WYNMAC.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in WYNMAC on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding WYNMAC 5625 26 AUG 28 or generate 0.0% return on investment in WYNMAC over 90 days. WYNMAC is related to or competes with Freedom Internet, Sphere Entertainment, Altria, Vita Coco, Better Choice, British Amer, and Arrow Electronics. More
WYNMAC 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 WYNMAC'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 WYNMAC 5625 26 AUG 28 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2479 | |||
| Maximum Drawdown | 1.22 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 0.458 |
WYNMAC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WYNMAC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WYNMAC's standard deviation. In reality, there are many statistical measures that can use WYNMAC historical prices to predict the future WYNMAC's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.0443 | |||
| Treynor Ratio | 0.9515 |
WYNMAC 5625 26 Backtested Returns
At this point, WYNMAC is very steady. WYNMAC 5625 26 shows Sharpe Ratio of 0.0294, which attests that the bond had a 0.0294 % return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for WYNMAC 5625 26, which you can use to evaluate the volatility of the bond. Please check out WYNMAC's Mean Deviation of 0.2503, standard deviation of 0.4272, and Risk Adjusted Performance of (0.03) to validate if the risk estimate we provide is consistent with the expected return of 0.0154%. The entity maintains a market beta of -0.0219, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WYNMAC are expected to decrease at a much lower rate. During the bear market, WYNMAC is likely to outperform the market.
Auto-correlation | 0.14 |
Insignificant predictability
WYNMAC 5625 26 AUG 28 has insignificant predictability. Overlapping area represents the amount of predictability between WYNMAC time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 WYNMAC 5625 26 price movement. The serial correlation of 0.14 indicates that less than 14.0% of current WYNMAC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
WYNMAC 5625 26 lagged returns against current returns
Autocorrelation, which is WYNMAC 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 WYNMAC's bond expected returns. We can calculate the autocorrelation of WYNMAC returns to help us make a trade decision. For example, suppose you find that WYNMAC 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 |
WYNMAC 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 WYNMAC bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WYNMAC bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WYNMAC bond over time.
Current vs Lagged Prices |
| Timeline |
WYNMAC Lagged Returns
When evaluating WYNMAC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WYNMAC bond have on its future price. WYNMAC 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, WYNMAC autocorrelation shows the relationship between WYNMAC bond current value and its past values and can show if there is a momentum factor associated with investing in WYNMAC 5625 26 AUG 28.
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 WYNMAC Bond
WYNMAC financial ratios help investors to determine whether WYNMAC 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 WYNMAC with respect to the benefits of owning WYNMAC security.