ORIX 5 13 SEP 27 Price on September 30, 2024
| 686330AQ4 | 100.40 0.03 0.03% |
If you're considering investing in 686330AQ4 Bond, it is important to understand the factors that can impact its price. As of today, the current price of 686330AQ4 stands at 100.40, as last reported on the 30th of November, with the highest price reaching 100.40 and the lowest price hitting 100.40 during the day. ORIX 5 13 secures Sharpe Ratio (or Efficiency) of -0.0337, which signifies that the bond had a -0.0337% return per unit of price deviation over the last 3 months. ORIX 5 13 SEP 27 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 686330AQ4's Market Risk Adjusted Performance of 0.1188, information ratio of (0.28), and Mean Deviation of 0.3822 to double-check the risk estimate we provide.
686330AQ4 Bond price history is provided at the adjusted basis, taking into account all of the recent filings.
686330AQ4 |
Sharpe Ratio = -0.0337
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 686330AQ4 |
Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 686330AQ4 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 686330AQ4 by adding 686330AQ4 to a well-diversified portfolio.
686330AQ4 Valuation on September 30, 2024
It is possible to determine the worth of 686330AQ4 on a given historical date. On September 30, 2024 686330AQ4 was worth 102.3 at the beginning of the trading date compared to the closed value of 102.3. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of 686330AQ4 bond. Still, in general, we apply an absolute valuation method to find 686330AQ4'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 686330AQ4 where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against 686330AQ4's related companies.
| Open | High | Low | Close | Volume | |
| 102.07 | 102.07 | 102.07 | 102.07 | 1.00 | |
09/30/2024 | 102.30 | 102.30 | 102.30 | 102.30 | 1.00 |
| 101.82 | 101.82 | 101.82 | 101.82 | 1.00 |
| Backtest 686330AQ4 | | | 686330AQ4 History | Previous | Next |
686330AQ4 Trading Date Momentum on September 30, 2024
| On October 01 2024 ORIX 5 13 SEP 27 was traded for 101.82 at the closing time. The highest price during the trading period was 101.82 and the lowest recorded bid was listed for 101.82 . There was no trading activity during the period 1.0. Lack of trading volume on October 1, 2024 contributed to the next trading day price decline. The trading price change to the next closing price was 0.47% . The trading delta at closing time to the current price is 0.46% . |
About 686330AQ4 Bond history
686330AQ4 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 686330AQ4 is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in ORIX 5 13 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 686330AQ4 stock prices may prove useful in developing a viable investing in 686330AQ4
686330AQ4 Bond Technical Analysis
686330AQ4 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
686330AQ4 Period Price Range
Low | November 30, 2024
| High |
0.00 | 0.00 |
ORIX 5 13 SEP 27 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.
686330AQ4 November 30, 2024 Market Strength
Market strength indicators help investors to evaluate how 686330AQ4 bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 686330AQ4 shares will generate the highest return on investment. By undertsting and applying 686330AQ4 bond market strength indicators, traders can identify ORIX 5 13 SEP 27 entry and exit signals to maximize returns
686330AQ4 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for 686330AQ4's price direction in advance. Along with the technical and fundamental analysis of 686330AQ4 Bond historical price patterns, it is also worthwhile for investors to track various predictive indicators of 686330AQ4 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 | 0.0034 | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 0.1088 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in 686330AQ4 Bond
686330AQ4 financial ratios help investors to determine whether 686330AQ4 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 686330AQ4 with respect to the benefits of owning 686330AQ4 security.