AERCAP IRELAND CAP Market Value
| 00774MAN5 | 100.81 1.00 1.00% |
| Symbol | AERCAP |
AERCAP '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 AERCAP'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 AERCAP.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in AERCAP on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding AERCAP IRELAND CAP or generate 0.0% return on investment in AERCAP over 60 days. AERCAP is related to or competes with Coca Cola, Brandywine Realty, Keurig Dr, Maanshan Iron, and ArcelorMittal. More
AERCAP 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 AERCAP'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 AERCAP IRELAND CAP upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 2.67 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.8801 |
AERCAP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AERCAP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AERCAP's standard deviation. In reality, there are many statistical measures that can use AERCAP historical prices to predict the future AERCAP's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.96) |
AERCAP IRELAND CAP Backtested Returns
At this point, AERCAP is very steady. AERCAP IRELAND CAP secures Sharpe Ratio (or Efficiency) of 0.0361, which signifies that the bond had a 0.0361% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for AERCAP IRELAND CAP, which you can use to evaluate the volatility of the entity. Please confirm AERCAP's risk adjusted performance of (0.01), and Mean Deviation of 0.2424 to double-check if the risk estimate we provide is consistent with the expected return of 0.0179%. The bond shows a Beta (market volatility) of 0.0124, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AERCAP's returns are expected to increase less than the market. However, during the bear market, the loss of holding AERCAP is expected to be smaller as well.
Auto-correlation | -0.08 |
Very weak reverse predictability
AERCAP IRELAND CAP has very weak reverse predictability. Overlapping area represents the amount of predictability between AERCAP time series from 27th of September 2024 to 27th of October 2024 and 27th of October 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 AERCAP IRELAND CAP price movement. The serial correlation of -0.08 indicates that barely 8.0% of current AERCAP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
AERCAP IRELAND CAP lagged returns against current returns
Autocorrelation, which is AERCAP 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 AERCAP's bond expected returns. We can calculate the autocorrelation of AERCAP returns to help us make a trade decision. For example, suppose you find that AERCAP 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 |
AERCAP 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 AERCAP bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AERCAP bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AERCAP bond over time.
Current vs Lagged Prices |
| Timeline |
AERCAP Lagged Returns
When evaluating AERCAP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AERCAP bond have on its future price. AERCAP 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, AERCAP autocorrelation shows the relationship between AERCAP bond current value and its past values and can show if there is a momentum factor associated with investing in AERCAP IRELAND CAP.
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 AERCAP Bond
AERCAP financial ratios help investors to determine whether AERCAP 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 AERCAP with respect to the benefits of owning AERCAP security.