ALIANT 675 15 APR 28 Market Value
| 01883LAE3 | 98.00 3.05 3.02% |
| Symbol | ALIANT |
Please note, there is a significant difference between ALIANT's value and its price as these two are different measures arrived at by different means. Investors typically determine if ALIANT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ALIANT'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.
ALIANT '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 ALIANT'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 ALIANT.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in ALIANT on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding ALIANT 675 15 APR 28 or generate 0.0% return on investment in ALIANT over 30 days. ALIANT is related to or competes with Ioneer, East Africa, Coeur Mining, Group 1, and CDW Corp. More
ALIANT 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 ALIANT'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 ALIANT 675 15 APR 28 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 1.19 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.3868 |
ALIANT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALIANT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ALIANT's standard deviation. In reality, there are many statistical measures that can use ALIANT historical prices to predict the future ALIANT's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.86) |
ALIANT 675 15 Backtested Returns
ALIANT 675 15 secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the bond had a -0.12 % return per unit of return volatility over the last 3 months. ALIANT 675 15 APR 28 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ALIANT's Mean Deviation of 0.2227, risk adjusted performance of (0.09), and Coefficient Of Variation of (891.84) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0695, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ALIANT's returns are expected to increase less than the market. However, during the bear market, the loss of holding ALIANT is expected to be smaller as well.
Auto-correlation | -0.57 |
Good reverse predictability
ALIANT 675 15 APR 28 has good reverse predictability. Overlapping area represents the amount of predictability between ALIANT time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th 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 ALIANT 675 15 price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current ALIANT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
ALIANT 675 15 lagged returns against current returns
Autocorrelation, which is ALIANT 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 ALIANT's bond expected returns. We can calculate the autocorrelation of ALIANT returns to help us make a trade decision. For example, suppose you find that ALIANT 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 |
ALIANT 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 ALIANT bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ALIANT bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ALIANT bond over time.
Current vs Lagged Prices |
| Timeline |
ALIANT Lagged Returns
When evaluating ALIANT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ALIANT bond have on its future price. ALIANT 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, ALIANT autocorrelation shows the relationship between ALIANT bond current value and its past values and can show if there is a momentum factor associated with investing in ALIANT 675 15 APR 28.
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 ALIANT Bond
ALIANT financial ratios help investors to determine whether ALIANT 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 ALIANT with respect to the benefits of owning ALIANT security.