US48128GT752 Market Value
| 48128GT75 | 86.39 0.00 0.00% |
| Symbol | 48128GT75 |
Please note, there is a significant difference between 48128GT75's value and its price as these two are different measures arrived at by different means. Investors typically determine if 48128GT75 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 48128GT75'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.
48128GT75 '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 48128GT75'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 48128GT75.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in 48128GT75 on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding US48128GT752 or generate 0.0% return on investment in 48128GT75 over 720 days. 48128GT75 is related to or competes with ATT, Home Depot, Cisco Systems, Dupont De, GE Aerospace, Johnson Johnson, and Intel. More
48128GT75 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 48128GT75'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 US48128GT752 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.42 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 19.96 | |||
| Value At Risk | (5.78) | |||
| Potential Upside | 3.31 |
48128GT75 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 48128GT75's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 48128GT75's standard deviation. In reality, there are many statistical measures that can use 48128GT75 historical prices to predict the future 48128GT75's volatility.| Risk Adjusted Performance | 0.0203 | |||
| Jensen Alpha | 0.083 | |||
| Total Risk Alpha | (0.47) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.13) |
US48128GT752 Backtested Returns
US48128GT752 retains Efficiency (Sharpe Ratio) of -0.0412, which signifies that the bond had a -0.0412% return per unit of price deviation over the last 3 months. 48128GT75 exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 48128GT75's Semi Deviation of 3.12, coefficient of variation of 6005.65, and Risk Adjusted Performance of 0.0203 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 48128GT75 are expected to decrease at a much lower rate. During the bear market, 48128GT75 is likely to outperform the market.
Auto-correlation | 0.01 |
Virtually no predictability
US48128GT752 has virtually no predictability. Overlapping area represents the amount of predictability between 48128GT75 time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st 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 US48128GT752 price movement. The serial correlation of 0.01 indicates that just 1.0% of current 48128GT75 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 2.75 |
US48128GT752 lagged returns against current returns
Autocorrelation, which is 48128GT75 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 48128GT75's bond expected returns. We can calculate the autocorrelation of 48128GT75 returns to help us make a trade decision. For example, suppose you find that 48128GT75 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 |
48128GT75 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 48128GT75 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 48128GT75 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 48128GT75 bond over time.
Current vs Lagged Prices |
| Timeline |
48128GT75 Lagged Returns
When evaluating 48128GT75's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 48128GT75 bond have on its future price. 48128GT75 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, 48128GT75 autocorrelation shows the relationship between 48128GT75 bond current value and its past values and can show if there is a momentum factor associated with investing in US48128GT752.
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 48128GT75 Bond
48128GT75 financial ratios help investors to determine whether 48128GT75 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 48128GT75 with respect to the benefits of owning 48128GT75 security.