AL 4125 Market Value
| 00912XBK9 | 67.88 0.00 0.00% |
| Symbol | 00912XBK9 |
Please note, there is a significant difference between 00912XBK9's value and its price as these two are different measures arrived at by different means. Investors typically determine if 00912XBK9 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 00912XBK9's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
00912XBK9 '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 00912XBK9'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 00912XBK9.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in 00912XBK9 on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding AL 4125 or generate 0.0% return on investment in 00912XBK9 over 720 days. 00912XBK9 is related to or competes with 00108WAF7, 90331HPL1, MetLife, Brera Holdings, Jackson Financial, Fortinet, and Walmart. More
00912XBK9 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 00912XBK9'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 AL 4125 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.29 | |||
| Information Ratio | 0.0097 | |||
| Maximum Drawdown | 93.67 | |||
| Value At Risk | (16.52) | |||
| Potential Upside | 16.32 |
00912XBK9 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00912XBK9's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 00912XBK9's standard deviation. In reality, there are many statistical measures that can use 00912XBK9 historical prices to predict the future 00912XBK9's volatility.| Risk Adjusted Performance | 0.0253 | |||
| Jensen Alpha | 0.4162 | |||
| Total Risk Alpha | (1.82) | |||
| Sortino Ratio | 0.0107 | |||
| Treynor Ratio | (0.19) |
00912XBK9 Backtested Returns
00912XBK9 retains Efficiency (Sharpe Ratio) of -4.0E-4, which signifies that the bond had a -4.0E-4% return per unit of price deviation over the last 3 months. 00912XBK9 exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 00912XBK9's Standard Deviation of 12.41, market risk adjusted performance of (0.18), and Coefficient Of Variation of 4806.64 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -1.32, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning 00912XBK9 are expected to decrease by larger amounts. On the other hand, during market turmoil, 00912XBK9 is expected to outperform it.
Auto-correlation | 0.12 |
Insignificant predictability
AL 4125 has insignificant predictability. Overlapping area represents the amount of predictability between 00912XBK9 time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 00912XBK9 price movement. The serial correlation of 0.12 indicates that less than 12.0% of current 00912XBK9 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 33.46 |
00912XBK9 lagged returns against current returns
Autocorrelation, which is 00912XBK9 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 00912XBK9's bond expected returns. We can calculate the autocorrelation of 00912XBK9 returns to help us make a trade decision. For example, suppose you find that 00912XBK9 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 |
00912XBK9 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 00912XBK9 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 00912XBK9 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 00912XBK9 bond over time.
Current vs Lagged Prices |
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00912XBK9 Lagged Returns
When evaluating 00912XBK9's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 00912XBK9 bond have on its future price. 00912XBK9 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, 00912XBK9 autocorrelation shows the relationship between 00912XBK9 bond current value and its past values and can show if there is a momentum factor associated with investing in AL 4125.
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 00912XBK9 Bond
00912XBK9 financial ratios help investors to determine whether 00912XBK9 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 00912XBK9 with respect to the benefits of owning 00912XBK9 security.