Ei Du Pont Preferred Stock Market Value
| CTA-P-A Preferred Stock | 55.85 0.73 1.32% |
| Symbol | CTA-P-A |
EI Du '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 EI Du's preferred stock 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 EI Du.
| 07/01/2024 |
| 12/28/2024 |
If you would invest 0.00 in EI Du on July 1, 2024 and sell it all today you would earn a total of 0.00 from holding EI du Pont or generate 0.0% return on investment in EI Du over 180 days. EI Du is related to or competes with Monster Beverage, National Beverage, Boston Beer, Vita Coco, Diageo PLC, and Compania Cervecerias. More
EI Du 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 EI Du's preferred stock 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 EI du Pont upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.62 | |||
| Information Ratio | 0.0138 | |||
| Maximum Drawdown | 20.04 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 2.43 |
EI Du Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EI Du's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EI Du's standard deviation. In reality, there are many statistical measures that can use EI Du historical prices to predict the future EI Du's volatility.| Risk Adjusted Performance | 0.0283 | |||
| Jensen Alpha | 0.059 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0128 | |||
| Treynor Ratio | (0.39) |
EI du Pont Backtested Returns
EI du Pont retains Efficiency (Sharpe Ratio) of -0.17, which denotes the company had a -0.17% return per unit of price deviation over the last 3 months. EI Du exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EI Du's Standard Deviation of 2.44, market risk adjusted performance of (0.38), and Downside Deviation of 2.62 to check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EI Du are expected to decrease at a much lower rate. During the bear market, EI Du is likely to outperform the market. At this point, EI du Pont has a negative expected return of -0.37%. Please make sure to confirm EI Du's information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to decide if EI du Pont performance from the past will be repeated sooner or later.
Auto-correlation | -0.58 |
Good reverse predictability
EI du Pont has good reverse predictability. Overlapping area represents the amount of predictability between EI Du time series from 1st of July 2024 to 29th of September 2024 and 29th of September 2024 to 28th 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 EI du Pont price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current EI Du price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 9.38 |
EI du Pont lagged returns against current returns
Autocorrelation, which is EI Du preferred stock'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 EI Du's preferred stock expected returns. We can calculate the autocorrelation of EI Du returns to help us make a trade decision. For example, suppose you find that EI Du has exhibited high autocorrelation historically, and you observe that the preferred stock 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 |
EI Du 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 EI Du preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EI Du preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EI Du preferred stock over time.
Current vs Lagged Prices |
| Timeline |
EI Du Lagged Returns
When evaluating EI Du's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EI Du preferred stock have on its future price. EI Du 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, EI Du autocorrelation shows the relationship between EI Du preferred stock current value and its past values and can show if there is a momentum factor associated with investing in EI du Pont.
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 CTA-P-A Preferred Stock
EI Du financial ratios help investors to determine whether CTA-P-A Preferred Stock 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 CTA-P-A with respect to the benefits of owning EI Du security.