CSC Holdings 75 Market Value
| 126307AY3 | 71.71 0.04 0.06% |
| Symbol | 126307AY3 |
126307AY3 '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 126307AY3'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 126307AY3.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in 126307AY3 on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding CSC Holdings 75 or generate 0.0% return on investment in 126307AY3 over 90 days. 126307AY3 is related to or competes with Juniata Valley, Siriuspoint, BCB Bancorp, Bt Brands, Univest Pennsylvania, American Hotel, and Barings BDC. More
126307AY3 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 126307AY3'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 CSC Holdings 75 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.46 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 20.19 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 3.42 |
126307AY3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 126307AY3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 126307AY3's standard deviation. In reality, there are many statistical measures that can use 126307AY3 historical prices to predict the future 126307AY3's volatility.| Risk Adjusted Performance | 0.0083 | |||
| Jensen Alpha | 0.0031 | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.077 |
CSC Holdings 75 Backtested Returns
At this point, 126307AY3 is very steady. CSC Holdings 75 retains Efficiency (Sharpe Ratio) of 0.0014, which signifies that the bond had a 0.0014% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for 126307AY3, which you can use to evaluate the volatility of the entity. Please confirm 126307AY3's Coefficient Of Variation of 72526.52, market risk adjusted performance of 0.087, and Standard Deviation of 2.65 to double-check if the risk estimate we provide is consistent with the expected return of 0.0036%. The bond owns a Beta (Systematic Risk) of -0.0825, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 126307AY3 are expected to decrease at a much lower rate. During the bear market, 126307AY3 is likely to outperform the market.
Auto-correlation | 0.44 |
Average predictability
CSC Holdings 75 has average predictability. Overlapping area represents the amount of predictability between 126307AY3 time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th 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 CSC Holdings 75 price movement. The serial correlation of 0.44 indicates that just about 44.0% of current 126307AY3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 13.14 |
CSC Holdings 75 lagged returns against current returns
Autocorrelation, which is 126307AY3 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 126307AY3's bond expected returns. We can calculate the autocorrelation of 126307AY3 returns to help us make a trade decision. For example, suppose you find that 126307AY3 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 |
126307AY3 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 126307AY3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 126307AY3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 126307AY3 bond over time.
Current vs Lagged Prices |
| Timeline |
126307AY3 Lagged Returns
When evaluating 126307AY3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 126307AY3 bond have on its future price. 126307AY3 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, 126307AY3 autocorrelation shows the relationship between 126307AY3 bond current value and its past values and can show if there is a momentum factor associated with investing in CSC Holdings 75.
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 126307AY3 Bond
126307AY3 financial ratios help investors to determine whether 126307AY3 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 126307AY3 with respect to the benefits of owning 126307AY3 security.