LAM RESEARCH PORATION Market Value
| 512807AS7 | 97.65 1.45 1.46% |
| Symbol | 512807AS7 |
512807AS7 '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 512807AS7'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 512807AS7.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in 512807AS7 on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding LAM RESEARCH PORATION or generate 0.0% return on investment in 512807AS7 over 30 days. 512807AS7 is related to or competes with Afya, Bright Scholar, Lindblad Expeditions, Datadog, Sapiens International, Saia, and Paltalk. More
512807AS7 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 512807AS7'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 LAM RESEARCH PORATION upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.69) | |||
| Maximum Drawdown | 0.7381 | |||
| Value At Risk | (0.25) | |||
| Potential Upside | 0.1517 |
512807AS7 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 512807AS7's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 512807AS7's standard deviation. In reality, there are many statistical measures that can use 512807AS7 historical prices to predict the future 512807AS7's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.5034 |
LAM RESEARCH PORATION Backtested Returns
LAM RESEARCH PORATION secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the bond had a -0.15% return per unit of risk over the last 3 months. LAM RESEARCH PORATION exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 512807AS7's mean deviation of 0.1178, and Variance of 0.0541 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of -0.0893, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 512807AS7 are expected to decrease at a much lower rate. During the bear market, 512807AS7 is likely to outperform the market.
Auto-correlation | 0.61 |
Good predictability
LAM RESEARCH PORATION has good predictability. Overlapping area represents the amount of predictability between 512807AS7 time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 LAM RESEARCH PORATION price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current 512807AS7 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
LAM RESEARCH PORATION lagged returns against current returns
Autocorrelation, which is 512807AS7 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 512807AS7's bond expected returns. We can calculate the autocorrelation of 512807AS7 returns to help us make a trade decision. For example, suppose you find that 512807AS7 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 |
512807AS7 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 512807AS7 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 512807AS7 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 512807AS7 bond over time.
Current vs Lagged Prices |
| Timeline |
512807AS7 Lagged Returns
When evaluating 512807AS7's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 512807AS7 bond have on its future price. 512807AS7 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, 512807AS7 autocorrelation shows the relationship between 512807AS7 bond current value and its past values and can show if there is a momentum factor associated with investing in LAM RESEARCH PORATION.
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 512807AS7 Bond
512807AS7 financial ratios help investors to determine whether 512807AS7 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 512807AS7 with respect to the benefits of owning 512807AS7 security.