AEE 175 15 MAR 28 Market Value
| 023608AK8 | 91.10 0.16 0.18% |
| Symbol | 023608AK8 |
Please note, there is a significant difference between 023608AK8's value and its price as these two are different measures arrived at by different means. Investors typically determine if 023608AK8 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 023608AK8'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.
023608AK8 '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 023608AK8'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 023608AK8.
| 01/14/2024 |
| 02/07/2025 |
If you would invest 0.00 in 023608AK8 on January 14, 2024 and sell it all today you would earn a total of 0.00 from holding AEE 175 15 MAR 28 or generate 0.0% return on investment in 023608AK8 over 390 days. 023608AK8 is related to or competes with Playstudios, Bowhead Specialty, Alignment Healthcare, Kinsale Capital, Gravity, Hochschild Mining, and Peoples Insurance. More
023608AK8 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 023608AK8'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 AEE 175 15 MAR 28 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5968 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 2.46 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.04 |
023608AK8 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 023608AK8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 023608AK8's standard deviation. In reality, there are many statistical measures that can use 023608AK8 historical prices to predict the future 023608AK8's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | (2.91) |
AEE 175 15 Backtested Returns
At this point, 023608AK8 is very steady. AEE 175 15 secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the bond had a close to zero % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for AEE 175 15 MAR 28, which you can use to evaluate the volatility of the entity. Please confirm 023608AK8's insignificant Risk Adjusted Performance, coefficient of variation of 43473.54, and Mean Deviation of 0.3966 to double-check if the risk estimate we provide is consistent with the expected return of 0.0013%. The bond shows a Beta (market volatility) of 0.003, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 023608AK8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 023608AK8 is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
AEE 175 15 MAR 28 has insignificant reverse predictability. Overlapping area represents the amount of predictability between 023608AK8 time series from 14th of January 2024 to 27th of July 2024 and 27th of July 2024 to 7th 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 AEE 175 15 price movement. The serial correlation of -0.18 indicates that over 18.0% of current 023608AK8 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
AEE 175 15 lagged returns against current returns
Autocorrelation, which is 023608AK8 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 023608AK8's bond expected returns. We can calculate the autocorrelation of 023608AK8 returns to help us make a trade decision. For example, suppose you find that 023608AK8 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 |
023608AK8 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 023608AK8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 023608AK8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 023608AK8 bond over time.
Current vs Lagged Prices |
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023608AK8 Lagged Returns
When evaluating 023608AK8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 023608AK8 bond have on its future price. 023608AK8 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, 023608AK8 autocorrelation shows the relationship between 023608AK8 bond current value and its past values and can show if there is a momentum factor associated with investing in AEE 175 15 MAR 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 023608AK8 Bond
023608AK8 financial ratios help investors to determine whether 023608AK8 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 023608AK8 with respect to the benefits of owning 023608AK8 security.