BBVASM 1875 18 SEP 25 Market Value
| P16259AJ5 | 92.10 5.50 5.64% |
| Symbol | BBVASM |
Please note, there is a significant difference between BBVASM's value and its price as these two are different measures arrived at by different means. Investors typically determine if BBVASM is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BBVASM'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.
BBVASM '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 BBVASM'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 BBVASM.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in BBVASM on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding BBVASM 1875 18 SEP 25 or generate 0.0% return on investment in BBVASM over 30 days. BBVASM is related to or competes with ServiceNow, Lindblad Expeditions, Saia, Ryanair Holdings, Asure Software, Skillful Craftsman, and Paltalk. More
BBVASM 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 BBVASM'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 BBVASM 1875 18 SEP 25 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 8.22 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.15 |
BBVASM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BBVASM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BBVASM's standard deviation. In reality, there are many statistical measures that can use BBVASM historical prices to predict the future BBVASM's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.41) |
BBVASM 1875 18 Backtested Returns
BBVASM 1875 18 secures Sharpe Ratio (or Efficiency) of -0.17, which signifies that the bond had a -0.17% return per unit of volatility over the last 3 months. BBVASM 1875 18 SEP 25 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BBVASM's Mean Deviation of 0.4254, variance of 0.8662, and Market Risk Adjusted Performance of (0.40) to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BBVASM's returns are expected to increase less than the market. However, during the bear market, the loss of holding BBVASM is expected to be smaller as well.
Auto-correlation | -0.97 |
Near perfect reversele predictability
BBVASM 1875 18 SEP 25 has near perfect reversele predictability. Overlapping area represents the amount of predictability between BBVASM time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BBVASM 1875 18 price movement. The serial correlation of -0.97 indicates that 97.0% of current BBVASM price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.97 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
BBVASM 1875 18 lagged returns against current returns
Autocorrelation, which is BBVASM 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 BBVASM's bond expected returns. We can calculate the autocorrelation of BBVASM returns to help us make a trade decision. For example, suppose you find that BBVASM 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 |
BBVASM 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 BBVASM bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BBVASM bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BBVASM bond over time.
Current vs Lagged Prices |
| Timeline |
BBVASM Lagged Returns
When evaluating BBVASM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BBVASM bond have on its future price. BBVASM 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, BBVASM autocorrelation shows the relationship between BBVASM bond current value and its past values and can show if there is a momentum factor associated with investing in BBVASM 1875 18 SEP 25.
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 BBVASM Bond
BBVASM financial ratios help investors to determine whether BBVASM 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 BBVASM with respect to the benefits of owning BBVASM security.