Hamilton Bond Yield Etf Market Value
| HBND Etf | 12.77 0.07 0.55% |
| Symbol | Hamilton |
Hamilton Bond '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 Hamilton Bond's etf 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 Hamilton Bond.
| 10/12/2025 |
| 01/10/2026 |
If you would invest 0.00 in Hamilton Bond on October 12, 2025 and sell it all today you would earn a total of 0.00 from holding Hamilton Bond YIELD or generate 0.0% return on investment in Hamilton Bond over 90 days. Hamilton Bond is related to or competes with BMO Covered, IShares ESG, CI Enhanced, Harvest Premium, Hamilton T, BMO Junior, and BMO MSCI. Hamilton Bond is entity of Canada. It is traded as Etf on TO exchange. More
Hamilton Bond 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 Hamilton Bond's etf 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 Hamilton Bond YIELD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5641 | |||
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 2.7 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.5538 |
Hamilton Bond Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hamilton Bond's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hamilton Bond's standard deviation. In reality, there are many statistical measures that can use Hamilton Bond historical prices to predict the future Hamilton Bond's volatility.| Risk Adjusted Performance | (0.0001) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | (0.08) |
Hamilton Bond YIELD Backtested Returns
Hamilton Bond YIELD holds Efficiency (Sharpe) Ratio of -0.0659, which attests that the entity had a -0.0659 % return per unit of risk over the last 3 months. Hamilton Bond YIELD exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hamilton Bond's Risk Adjusted Performance of (0.0001), downside deviation of 0.5641, and Market Risk Adjusted Performance of (0.07) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.0837, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hamilton Bond's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hamilton Bond is expected to be smaller as well.
Auto-correlation | 0.40 |
Average predictability
Hamilton Bond YIELD has average predictability. Overlapping area represents the amount of predictability between Hamilton Bond time series from 12th of October 2025 to 26th of November 2025 and 26th of November 2025 to 10th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hamilton Bond YIELD price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Hamilton Bond price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Hamilton Bond YIELD lagged returns against current returns
Autocorrelation, which is Hamilton Bond etf'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 Hamilton Bond's etf expected returns. We can calculate the autocorrelation of Hamilton Bond returns to help us make a trade decision. For example, suppose you find that Hamilton Bond has exhibited high autocorrelation historically, and you observe that the etf 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 |
Hamilton Bond 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 Hamilton Bond etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hamilton Bond etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hamilton Bond etf over time.
Current vs Lagged Prices |
| Timeline |
Hamilton Bond Lagged Returns
When evaluating Hamilton Bond's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hamilton Bond etf have on its future price. Hamilton Bond 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, Hamilton Bond autocorrelation shows the relationship between Hamilton Bond etf current value and its past values and can show if there is a momentum factor associated with investing in Hamilton Bond YIELD.
Regressed Prices |
| Timeline |
Pair Trading with Hamilton Bond
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Hamilton Bond position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Hamilton Bond will appreciate offsetting losses from the drop in the long position's value.Moving together with Hamilton Etf
| 0.91 | FGO | CI Enhanced Government | PairCorr |
| 0.78 | HTB | Global X 7 | PairCorr |
| 0.64 | MGAB | Mackenzie Global Fixed | PairCorr |
Moving against Hamilton Etf
| 0.69 | PMNT | PIMCO Global Short | PairCorr |
| 0.68 | HZU | BetaPro Silver 2x | PairCorr |
| 0.64 | HGU | BetaPro Canadian Gold | PairCorr |
| 0.64 | ZGD | BMO Equal Weight | PairCorr |
The ability to find closely correlated positions to Hamilton Bond could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Hamilton Bond when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Hamilton Bond - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Hamilton Bond YIELD to buy it.
The correlation of Hamilton Bond is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Hamilton Bond moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Hamilton Bond YIELD moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Hamilton Bond can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Hamilton Etf
Hamilton Bond financial ratios help investors to determine whether Hamilton Etf 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 Hamilton with respect to the benefits of owning Hamilton Bond security.