BSWHLD 28 15 NOV 50 Market Value
| 072863AJ2 | 64.15 0.67 1.06% |
| Symbol | BSWHLD |
Please note, there is a significant difference between BSWHLD's value and its price as these two are different measures arrived at by different means. Investors typically determine if BSWHLD is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BSWHLD'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.
BSWHLD '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 BSWHLD'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 BSWHLD.
| 11/29/2024 |
| 12/29/2024 |
If you would invest 0.00 in BSWHLD on November 29, 2024 and sell it all today you would earn a total of 0.00 from holding BSWHLD 28 15 NOV 50 or generate 0.0% return on investment in BSWHLD over 30 days. BSWHLD is related to or competes with 00108WAF7, 90331HPL1, Republic Bancorp, BYD Co, Fast Retailing, RCM Technologies, and Trio Tech. More
BSWHLD 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 BSWHLD'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 BSWHLD 28 15 NOV 50 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 4.85 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 1.21 |
BSWHLD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BSWHLD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BSWHLD's standard deviation. In reality, there are many statistical measures that can use BSWHLD historical prices to predict the future BSWHLD's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 3.98 |
BSWHLD 28 15 Backtested Returns
BSWHLD 28 15 secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the bond had a -0.21% return per unit of volatility over the last 3 months. BSWHLD 28 15 NOV 50 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BSWHLD's mean deviation of 0.6582, and Risk Adjusted Performance of (0.12) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.0353, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BSWHLD are expected to decrease at a much lower rate. During the bear market, BSWHLD is likely to outperform the market.
Auto-correlation | 0.14 |
Insignificant predictability
BSWHLD 28 15 NOV 50 has insignificant predictability. Overlapping area represents the amount of predictability between BSWHLD time series from 29th of November 2024 to 14th of December 2024 and 14th of December 2024 to 29th 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 BSWHLD 28 15 price movement. The serial correlation of 0.14 indicates that less than 14.0% of current BSWHLD price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.63 |
BSWHLD 28 15 lagged returns against current returns
Autocorrelation, which is BSWHLD 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 BSWHLD's bond expected returns. We can calculate the autocorrelation of BSWHLD returns to help us make a trade decision. For example, suppose you find that BSWHLD 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 |
BSWHLD 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 BSWHLD bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BSWHLD bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BSWHLD bond over time.
Current vs Lagged Prices |
| Timeline |
BSWHLD Lagged Returns
When evaluating BSWHLD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BSWHLD bond have on its future price. BSWHLD 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, BSWHLD autocorrelation shows the relationship between BSWHLD bond current value and its past values and can show if there is a momentum factor associated with investing in BSWHLD 28 15 NOV 50.
Regressed Prices |
| Timeline |
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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 BSWHLD Bond
BSWHLD financial ratios help investors to determine whether BSWHLD 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 BSWHLD with respect to the benefits of owning BSWHLD security.