KDP 225 15 MAR 31 Market Value
| 49271VAN0 | 78.55 5.91 7.00% |
| Symbol | 49271VAN0 |
Please note, there is a significant difference between 49271VAN0's value and its price as these two are different measures arrived at by different means. Investors typically determine if 49271VAN0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 49271VAN0'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.
49271VAN0 '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 49271VAN0'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 49271VAN0.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in 49271VAN0 on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding KDP 225 15 MAR 31 or generate 0.0% return on investment in 49271VAN0 over 30 days. 49271VAN0 is related to or competes with 00108WAF7, 90331HPL1, Republic Bancorp, BYD Co, Fast Retailing, RCM Technologies, and Trio Tech. More
49271VAN0 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 49271VAN0'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 KDP 225 15 MAR 31 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 10.04 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.12 |
49271VAN0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 49271VAN0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 49271VAN0's standard deviation. In reality, there are many statistical measures that can use 49271VAN0 historical prices to predict the future 49271VAN0's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | 0.9596 |
KDP 225 15 Backtested Returns
KDP 225 15 secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the bond had a -0.18% return per unit of risk over the last 3 months. KDP 225 15 MAR 31 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 49271VAN0's variance of 1.9, and Mean Deviation of 0.626 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 49271VAN0 are expected to decrease at a much lower rate. During the bear market, 49271VAN0 is likely to outperform the market.
Auto-correlation | -0.26 |
Weak reverse predictability
KDP 225 15 MAR 31 has weak reverse predictability. Overlapping area represents the amount of predictability between 49271VAN0 time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th 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 KDP 225 15 price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current 49271VAN0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 4.25 |
KDP 225 15 lagged returns against current returns
Autocorrelation, which is 49271VAN0 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 49271VAN0's bond expected returns. We can calculate the autocorrelation of 49271VAN0 returns to help us make a trade decision. For example, suppose you find that 49271VAN0 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 |
49271VAN0 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 49271VAN0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 49271VAN0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 49271VAN0 bond over time.
Current vs Lagged Prices |
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49271VAN0 Lagged Returns
When evaluating 49271VAN0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 49271VAN0 bond have on its future price. 49271VAN0 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, 49271VAN0 autocorrelation shows the relationship between 49271VAN0 bond current value and its past values and can show if there is a momentum factor associated with investing in KDP 225 15 MAR 31.
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 49271VAN0 Bond
49271VAN0 financial ratios help investors to determine whether 49271VAN0 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 49271VAN0 with respect to the benefits of owning 49271VAN0 security.