MU 5875 09 FEB 33 Price on September 20, 2024
| 595112BZ5 | 103.20 1.44 1.38% |
If you're considering investing in 595112BZ5 Bond, it is important to understand the factors that can impact its price. As of today, the current price of 595112BZ5 stands at 103.20, as last reported on the 1st of December, with the highest price reaching 103.20 and the lowest price hitting 103.20 during the day. MU 5875 09 retains Efficiency (Sharpe Ratio) of -0.0514, which signifies that the bond had a -0.0514% return per unit of price deviation over the last 3 months. 595112BZ5 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 595112BZ5's Information Ratio of (0.07), market risk adjusted performance of 0.0933, and Mean Deviation of 1.05 to double-check the risk estimate we provide.
595112BZ5 Bond price history is provided at the adjusted basis, taking into account all of the recent filings.
595112BZ5 |
Sharpe Ratio = -0.0514
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| Negative Returns | 595112BZ5 |
Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.04 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 595112BZ5 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 595112BZ5 by adding 595112BZ5 to a well-diversified portfolio.
595112BZ5 Valuation on September 20, 2024
It is possible to determine the worth of 595112BZ5 on a given historical date. On September 20, 2024 595112BZ5 was worth 106.46 at the beginning of the trading date compared to the closed value of 106.46. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of 595112BZ5 bond. Still, in general, we apply an absolute valuation method to find 595112BZ5'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 595112BZ5 where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against 595112BZ5's related companies.
| Open | High | Low | Close | Volume | |
| 106.56 | 106.56 | 106.56 | 106.56 | 1.00 | |
09/20/2024 | 106.46 | 106.46 | 106.46 | 106.46 | 1.00 |
| 106.47 | 106.47 | 106.47 | 106.47 | 1.00 |
| Backtest 595112BZ5 | | | 595112BZ5 History | Previous | Next |
595112BZ5 Trading Date Momentum on September 20, 2024
| On September 23 2024 MU 5875 09 FEB 33 was traded for 106.47 at the closing time. The highest price during the trading period was 106.47 and the lowest recorded bid was listed for 106.47 . There was no trading activity during the period 1.0. Lack of trading volume on September 23, 2024 contributed to the next trading day price jump. The trading price change to the next closing price was 0.01% . The trading delta at closing time to the current price is 0.46% . |
About 595112BZ5 Bond history
595112BZ5 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 595112BZ5 is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in MU 5875 09 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 595112BZ5 stock prices may prove useful in developing a viable investing in 595112BZ5
595112BZ5 Bond Technical Analysis
595112BZ5 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
595112BZ5 Period Price Range
Low | December 1, 2024
| High |
0.00 | 0.00 |
MU 5875 09 FEB 33 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.
595112BZ5 December 1, 2024 Market Strength
Market strength indicators help investors to evaluate how 595112BZ5 bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 595112BZ5 shares will generate the highest return on investment. By undertsting and applying 595112BZ5 bond market strength indicators, traders can identify MU 5875 09 FEB 33 entry and exit signals to maximize returns
595112BZ5 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for 595112BZ5's price direction in advance. Along with the technical and fundamental analysis of 595112BZ5 Bond historical price patterns, it is also worthwhile for investors to track various predictive indicators of 595112BZ5 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 | 0.001 | |||
| Jensen Alpha | 0.015 | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | 0.0833 |
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Other Information on Investing in 595112BZ5 Bond
595112BZ5 financial ratios help investors to determine whether 595112BZ5 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 595112BZ5 with respect to the benefits of owning 595112BZ5 security.