MOODYS P 325 Market Value
| 615369AM7 | 94.36 2.20 2.28% |
| Symbol | MOODYS |
MOODYS '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 MOODYS'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 MOODYS.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in MOODYS on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding MOODYS P 325 or generate 0.0% return on investment in MOODYS over 360 days. MOODYS is related to or competes with Usio, Valneva SE, Asure Software, Sonida Senior, Franklin Credit, Alvotech, and Minerals Technologies. More
MOODYS 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 MOODYS'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 MOODYS P 325 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 3.84 | |||
| Value At Risk | (0.48) | |||
| Potential Upside | 0.3201 |
MOODYS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MOODYS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MOODYS's standard deviation. In reality, there are many statistical measures that can use MOODYS historical prices to predict the future MOODYS's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 0.6332 |
MOODYS P 325 Backtested Returns
MOODYS P 325 has Sharpe Ratio of -0.15, which conveys that the entity had a -0.15% return per unit of volatility over the last 3 months. MOODYS exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MOODYS's risk adjusted performance of (0.05), and Mean Deviation of 0.2586 to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of -0.0813, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MOODYS are expected to decrease at a much lower rate. During the bear market, MOODYS is likely to outperform the market.
Auto-correlation | -0.43 |
Modest reverse predictability
MOODYS P 325 has modest reverse predictability. Overlapping area represents the amount of predictability between MOODYS time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd 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 MOODYS P 325 price movement. The serial correlation of -0.43 indicates that just about 43.0% of current MOODYS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 1.25 |
MOODYS P 325 lagged returns against current returns
Autocorrelation, which is MOODYS 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 MOODYS's bond expected returns. We can calculate the autocorrelation of MOODYS returns to help us make a trade decision. For example, suppose you find that MOODYS 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 |
MOODYS 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 MOODYS bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MOODYS bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MOODYS bond over time.
Current vs Lagged Prices |
| Timeline |
MOODYS Lagged Returns
When evaluating MOODYS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MOODYS bond have on its future price. MOODYS 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, MOODYS autocorrelation shows the relationship between MOODYS bond current value and its past values and can show if there is a momentum factor associated with investing in MOODYS P 325.
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 MOODYS Bond
MOODYS financial ratios help investors to determine whether MOODYS 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 MOODYS with respect to the benefits of owning MOODYS security.