ES 525 15 JAN 53 Price on October 31, 2024
207597EP6 | 94.86 3.16 3.22% |
If you're considering investing in 207597EP6 Bond, it is important to understand the factors that can impact its price. As of today, the current price of 207597EP6 stands at 94.86, as last reported on the 24th of November, with the highest price reaching 94.86 and the lowest price hitting 94.86 during the day. ES 525 15 retains Efficiency (Sharpe Ratio) of -0.13, which signifies that the bond had a -0.13% return per unit of price deviation over the last 3 months. 207597EP6 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 207597EP6's Standard Deviation of 1.06, market risk adjusted performance of (1.17), and Information Ratio of (0.16) to double-check the risk estimate we provide.
207597EP6 Bond price history is provided at the adjusted basis, taking into account all of the recent filings.
207597EP6 |
Sharpe Ratio = -0.1328
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Estimated Market Risk
0.99 actual daily | 8 92% of assets are more volatile |
Expected Return
-0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 207597EP6 is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of 207597EP6 by adding 207597EP6 to a well-diversified portfolio.
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207597EP6 Valuation on October 31, 2024
It is possible to determine the worth of 207597EP6 on a given historical date. On October 31, 2024 207597EP6 was worth 99.03 at the beginning of the trading date compared to the closed value of 99.03. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of 207597EP6 bond. Still, in general, we apply an absolute valuation method to find 207597EP6's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of 207597EP6 where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against 207597EP6's related companies.
Open | High | Low | Close | Volume | |
98.32 | 98.32 | 98.32 | 98.32 | 1.00 | |
10/31/2024 | 99.03 | 99.03 | 99.03 | 99.03 | 1.00 |
99.08 | 99.08 | 99.08 | 99.08 | 1.00 |
Backtest 207597EP6 | | | 207597EP6 History | Previous | Next |
207597EP6 Trading Date Momentum on October 31, 2024
On November 04 2024 ES 525 15 JAN 53 was traded for 99.08 at the closing time. The highest price during the trading period was 99.08 and the lowest recorded bid was listed for 99.08 . There was no trading activity during the period 1.0. Lack of trading volume on November 4, 2024 contributed to the next trading day price jump. The trading price change to the next closing price was 0.05% . The overall trading delta to the current price is 0.95% . |
About 207597EP6 Bond history
207597EP6 investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for 207597EP6 is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in ES 525 15 will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing 207597EP6 stock prices may prove useful in developing a viable investing in 207597EP6
207597EP6 Bond Technical Analysis
207597EP6 technical bond analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, bond market cycles, or different charting patterns.
Price Boundaries
207597EP6 Period Price Range
Low | November 24, 2024
| High |
0.00 | 0.00 |
ES 525 15 JAN 53 cannot be verified against its exchange. Please verify the symbol is currently traded on Bond Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
207597EP6 November 24, 2024 Market Strength
Market strength indicators help investors to evaluate how 207597EP6 bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 207597EP6 shares will generate the highest return on investment. By undertsting and applying 207597EP6 bond market strength indicators, traders can identify ES 525 15 JAN 53 entry and exit signals to maximize returns
207597EP6 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for 207597EP6's price direction in advance. Along with the technical and fundamental analysis of 207597EP6 Bond historical price patterns, it is also worthwhile for investors to track various predictive indicators of 207597EP6 to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | (0.02) | |||
Jensen Alpha | (0.05) | |||
Total Risk Alpha | (0.22) | |||
Treynor Ratio | (1.18) |
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Other Information on Investing in 207597EP6 Bond
207597EP6 financial ratios help investors to determine whether 207597EP6 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 207597EP6 with respect to the benefits of owning 207597EP6 security.