ES 255 15 MAR 31 Price on August 16, 2024
| 30040WAL2 | 83.39 3.30 3.81% |
If you're considering investing in 30040WAL2 Bond, it is important to understand the factors that can impact its price. As of today, the current price of 30040WAL2 stands at 83.39, as last reported on the 29th of November, with the highest price reaching 83.39 and the lowest price hitting 83.39 during the day. ES 255 15 retains Efficiency (Sharpe Ratio) of -0.0493, which signifies that the bond had a -0.0493% return per unit of price deviation over the last 3 months. 30040WAL2 exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 30040WAL2's Downside Deviation of 1.7, market risk adjusted performance of 0.018, and Standard Deviation of 1.68 to double-check the risk estimate we provide.
30040WAL2 Bond price history is provided at the adjusted basis, taking into account all of the recent filings.
30040WAL2 |
Sharpe Ratio = -0.0493
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| Negative Returns | 30040WAL2 |
Estimated Market Risk
| 1.92 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 30040WAL2 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 30040WAL2 by adding 30040WAL2 to a well-diversified portfolio.
30040WAL2 Valuation on August 16, 2024
It is possible to determine the worth of 30040WAL2 on a given historical date. On August 16, 2024 30040WAL2 was worth 86.03 at the beginning of the trading date compared to the closed value of 86.03. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of 30040WAL2 bond. Still, in general, we apply an absolute valuation method to find 30040WAL2'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 30040WAL2 where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against 30040WAL2's related companies.
| Open | High | Low | Close | Volume | |
| 86.49 | 86.49 | 86.49 | 86.49 | 1.00 | |
08/16/2024 | 86.03 | 86.03 | 86.03 | 86.03 | 1.00 |
| 86.12 | 86.12 | 86.12 | 86.12 | 1.00 |
| Backtest 30040WAL2 | | | 30040WAL2 History | Previous | Next |
30040WAL2 Trading Date Momentum on August 16, 2024
| On August 19 2024 ES 255 15 MAR 31 was traded for 86.12 at the closing time. The highest price during the trading period was 86.12 and the lowest recorded bid was listed for 86.12 . There was no trading activity during the period 1.0. Lack of trading volume on August 19, 2024 contributed to the next trading day price jump. The trading price change to the next closing price was 0.10% . The overall trading delta to the current price is 1.02% . |
About 30040WAL2 Bond history
30040WAL2 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 30040WAL2 is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in ES 255 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 30040WAL2 stock prices may prove useful in developing a viable investing in 30040WAL2
30040WAL2 Bond Technical Analysis
30040WAL2 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
30040WAL2 Period Price Range
Low | November 29, 2024
| High |
0.00 | 0.00 |
ES 255 15 MAR 31 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.
30040WAL2 November 29, 2024 Market Strength
Market strength indicators help investors to evaluate how 30040WAL2 bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 30040WAL2 shares will generate the highest return on investment. By undertsting and applying 30040WAL2 bond market strength indicators, traders can identify ES 255 15 MAR 31 entry and exit signals to maximize returns
30040WAL2 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for 30040WAL2's price direction in advance. Along with the technical and fundamental analysis of 30040WAL2 Bond historical price patterns, it is also worthwhile for investors to track various predictive indicators of 30040WAL2 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 | 0.0112 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.008 |
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Other Information on Investing in 30040WAL2 Bond
30040WAL2 financial ratios help investors to determine whether 30040WAL2 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 30040WAL2 with respect to the benefits of owning 30040WAL2 security.