AMEREN P 365 Market Value
| 023608AG7 | 98.79 0.17 0.17% |
| Symbol | AMEREN |
AMEREN '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 AMEREN'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 AMEREN.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in AMEREN on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding AMEREN P 365 or generate 0.0% return on investment in AMEREN over 720 days. AMEREN is related to or competes with 00108WAF7, 90331HPL1, Dupont De, Travelers Companies, Exxon, GE Aerospace, and JPMorgan Chase. More
AMEREN 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 AMEREN'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 AMEREN P 365 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.32) | |||
| Maximum Drawdown | 3.09 | |||
| Value At Risk | (0.66) | |||
| Potential Upside | 0.5883 |
AMEREN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMEREN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMEREN's standard deviation. In reality, there are many statistical measures that can use AMEREN historical prices to predict the future AMEREN's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 6.74 |
AMEREN P 365 Backtested Returns
AMEREN P 365 secures Sharpe Ratio (or Efficiency) of -0.0052, which signifies that the bond had a -0.0052% return per unit of risk over the last 3 months. AMEREN P 365 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMEREN's Risk Adjusted Performance of (0.03), mean deviation of 0.2464, and Standard Deviation of 0.4386 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.0031, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AMEREN are expected to decrease at a much lower rate. During the bear market, AMEREN is likely to outperform the market.
Auto-correlation | -0.11 |
Insignificant reverse predictability
AMEREN P 365 has insignificant reverse predictability. Overlapping area represents the amount of predictability between AMEREN time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 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 AMEREN P 365 price movement. The serial correlation of -0.11 indicates that less than 11.0% of current AMEREN price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
AMEREN P 365 lagged returns against current returns
Autocorrelation, which is AMEREN 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 AMEREN's bond expected returns. We can calculate the autocorrelation of AMEREN returns to help us make a trade decision. For example, suppose you find that AMEREN 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 |
AMEREN 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 AMEREN bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMEREN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMEREN bond over time.
Current vs Lagged Prices |
| Timeline |
AMEREN Lagged Returns
When evaluating AMEREN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMEREN bond have on its future price. AMEREN 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, AMEREN autocorrelation shows the relationship between AMEREN bond current value and its past values and can show if there is a momentum factor associated with investing in AMEREN P 365.
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 AMEREN Bond
AMEREN financial ratios help investors to determine whether AMEREN 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 AMEREN with respect to the benefits of owning AMEREN security.