Acrisure LLC 144A Market Value
| 00489LAH6 | 92.25 4.19 4.34% |
| Symbol | Acrisure |
Acrisure '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 Acrisure'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 Acrisure.
| 12/04/2024 |
| 02/02/2025 |
If you would invest 0.00 in Acrisure on December 4, 2024 and sell it all today you would earn a total of 0.00 from holding Acrisure LLC 144A or generate 0.0% return on investment in Acrisure over 60 days. Acrisure is related to or competes with CTS, Asure Software, Allient, Bm Technologies, Plexus Corp, Rackspace Technology, and Uber Technologies. More
Acrisure 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 Acrisure'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 Acrisure LLC 144A upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 18.9 | |||
| Value At Risk | (4.57) | |||
| Potential Upside | 2.75 |
Acrisure Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acrisure's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acrisure's standard deviation. In reality, there are many statistical measures that can use Acrisure historical prices to predict the future Acrisure's volatility.| Risk Adjusted Performance | 0.0071 | |||
| Jensen Alpha | 0.0118 | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.0319 |
Acrisure LLC 144A Backtested Returns
Acrisure LLC 144A secures Sharpe Ratio (or Efficiency) of -0.0629, which signifies that the bond had a -0.0629 % return per unit of risk over the last 3 months. Acrisure LLC 144A exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Acrisure's Standard Deviation of 2.92, risk adjusted performance of 0.0071, and Mean Deviation of 1.3 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Acrisure are expected to decrease at a much lower rate. During the bear market, Acrisure is likely to outperform the market.
Auto-correlation | -0.33 |
Poor reverse predictability
Acrisure LLC 144A has poor reverse predictability. Overlapping area represents the amount of predictability between Acrisure time series from 4th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 2nd of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Acrisure LLC 144A price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Acrisure price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Acrisure LLC 144A lagged returns against current returns
Autocorrelation, which is Acrisure 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 Acrisure's bond expected returns. We can calculate the autocorrelation of Acrisure returns to help us make a trade decision. For example, suppose you find that Acrisure 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 |
Acrisure 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 Acrisure bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acrisure bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acrisure bond over time.
Current vs Lagged Prices |
| Timeline |
Acrisure Lagged Returns
When evaluating Acrisure's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acrisure bond have on its future price. Acrisure 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, Acrisure autocorrelation shows the relationship between Acrisure bond current value and its past values and can show if there is a momentum factor associated with investing in Acrisure LLC 144A.
Regressed Prices |
| Timeline |
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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 Acrisure Bond
Acrisure financial ratios help investors to determine whether Acrisure 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 Acrisure with respect to the benefits of owning Acrisure security.