SO 5125 15 MAY 52 Market Value
| 373334KR1 | 96.77 0.64 0.67% |
| Symbol | 373334KR1 |
Please note, there is a significant difference between 373334KR1's value and its price as these two are different measures arrived at by different means. Investors typically determine if 373334KR1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 373334KR1'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.
373334KR1 '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 373334KR1'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 373334KR1.
| 11/14/2024 |
| 12/14/2024 |
If you would invest 0.00 in 373334KR1 on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding SO 5125 15 MAY 52 or generate 0.0% return on investment in 373334KR1 over 30 days. 373334KR1 is related to or competes with U Power, Boyd Gaming, Marine Products, Adient PLC, Smith Douglas, Live Ventures, and Doubledown Interactive. More
373334KR1 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 373334KR1'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 SO 5125 15 MAY 52 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 17.21 | |||
| Value At Risk | (5.69) | |||
| Potential Upside | 6.76 |
373334KR1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 373334KR1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 373334KR1's standard deviation. In reality, there are many statistical measures that can use 373334KR1 historical prices to predict the future 373334KR1's volatility.| Risk Adjusted Performance | 0.0058 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | 0.9808 |
SO 5125 15 Backtested Returns
At this point, 373334KR1 is very steady. SO 5125 15 retains Efficiency (Sharpe Ratio) of 0.0054, which signifies that the bond had a 0.0054% return per unit of price deviation over the last 3 months. We have found twenty-one technical indicators for 373334KR1, which you can use to evaluate the volatility of the entity. Please confirm 373334KR1's Variance of 8.94, coefficient of variation of (41,731), and Risk Adjusted Performance of 0.0058 to double-check if the risk estimate we provide is consistent with the expected return of 0.0061%. The bond owns a Beta (Systematic Risk) of -0.0175, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 373334KR1 are expected to decrease at a much lower rate. During the bear market, 373334KR1 is likely to outperform the market.
Auto-correlation | -0.46 |
Modest reverse predictability
SO 5125 15 MAY 52 has modest reverse predictability. Overlapping area represents the amount of predictability between 373334KR1 time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 SO 5125 15 price movement. The serial correlation of -0.46 indicates that about 46.0% of current 373334KR1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.63 |
SO 5125 15 lagged returns against current returns
Autocorrelation, which is 373334KR1 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 373334KR1's bond expected returns. We can calculate the autocorrelation of 373334KR1 returns to help us make a trade decision. For example, suppose you find that 373334KR1 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 |
373334KR1 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 373334KR1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 373334KR1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 373334KR1 bond over time.
Current vs Lagged Prices |
| Timeline |
373334KR1 Lagged Returns
When evaluating 373334KR1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 373334KR1 bond have on its future price. 373334KR1 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, 373334KR1 autocorrelation shows the relationship between 373334KR1 bond current value and its past values and can show if there is a momentum factor associated with investing in SO 5125 15 MAY 52.
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 373334KR1 Bond
373334KR1 financial ratios help investors to determine whether 373334KR1 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 373334KR1 with respect to the benefits of owning 373334KR1 security.