ATT INC 565 Market Value
| 00206RCU4 | 102.30 2.09 2.09% |
| Symbol | 00206RCU4 |
00206RCU4 '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 00206RCU4's bond 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 00206RCU4.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in 00206RCU4 on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding ATT INC 565 or generate 0.0% return on investment in 00206RCU4 over 30 days. 00206RCU4 is related to or competes with Coca Cola, JPMorgan Chase, Dupont De, Alcoa Corp, Boeing, Microsoft, and Procter Gamble. More
00206RCU4 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 00206RCU4's bond 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 ATT INC 565 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.26 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 19.02 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 2.63 |
00206RCU4 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00206RCU4's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 00206RCU4's standard deviation. In reality, there are many statistical measures that can use 00206RCU4 historical prices to predict the future 00206RCU4's volatility.| Risk Adjusted Performance | 0.0086 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.01) |
ATT INC 565 Backtested Returns
At this point, 00206RCU4 is very steady. ATT INC 565 secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the bond had a 0.1% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for ATT INC 565, which you can use to evaluate the volatility of the entity. Please confirm 00206RCU4's Mean Deviation of 1.39, downside deviation of 2.26, and Risk Adjusted Performance of 0.0086 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. The bond shows a Beta (market volatility) of 0.37, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 00206RCU4's returns are expected to increase less than the market. However, during the bear market, the loss of holding 00206RCU4 is expected to be smaller as well.
Auto-correlation | -0.2 |
Insignificant reverse predictability
ATT INC 565 has insignificant reverse predictability. Overlapping area represents the amount of predictability between 00206RCU4 time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ATT INC 565 price movement. The serial correlation of -0.2 indicates that over 20.0% of current 00206RCU4 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 1.21 |
ATT INC 565 lagged returns against current returns
Autocorrelation, which is 00206RCU4 bond'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 00206RCU4's bond expected returns. We can calculate the autocorrelation of 00206RCU4 returns to help us make a trade decision. For example, suppose you find that 00206RCU4 has exhibited high autocorrelation historically, and you observe that the bond 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 |
00206RCU4 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 00206RCU4 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 00206RCU4 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 00206RCU4 bond over time.
Current vs Lagged Prices |
| Timeline |
00206RCU4 Lagged Returns
When evaluating 00206RCU4's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 00206RCU4 bond have on its future price. 00206RCU4 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, 00206RCU4 autocorrelation shows the relationship between 00206RCU4 bond current value and its past values and can show if there is a momentum factor associated with investing in ATT INC 565.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in 00206RCU4 Bond
00206RCU4 financial ratios help investors to determine whether 00206RCU4 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 00206RCU4 with respect to the benefits of owning 00206RCU4 security.