AMH 3375 15 JUL 51 Market Value
| 02666TAD9 | 66.17 0.29 0.44% |
| Symbol | 02666TAD9 |
Please note, there is a significant difference between 02666TAD9's value and its price as these two are different measures arrived at by different means. Investors typically determine if 02666TAD9 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 02666TAD9'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.
02666TAD9 '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 02666TAD9'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 02666TAD9.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in 02666TAD9 on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding AMH 3375 15 JUL 51 or generate 0.0% return on investment in 02666TAD9 over 180 days. 02666TAD9 is related to or competes with Ambev SA, Ryanair Holdings, Monster Beverage, Sun Country, Boston Beer, Hafnia, and Diageo PLC. More
02666TAD9 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 02666TAD9'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 AMH 3375 15 JUL 51 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.94 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 11.91 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 2.27 |
02666TAD9 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 02666TAD9's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 02666TAD9's standard deviation. In reality, there are many statistical measures that can use 02666TAD9 historical prices to predict the future 02666TAD9's volatility.| Risk Adjusted Performance | 0.0063 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.02) |
AMH 3375 15 Backtested Returns
At this point, 02666TAD9 is very steady. AMH 3375 15 secures Sharpe Ratio (or Efficiency) of 0.0492, which signifies that the bond had a 0.0492 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for AMH 3375 15 JUL 51, which you can use to evaluate the volatility of the entity. Please confirm 02666TAD9's Risk Adjusted Performance of 0.0063, coefficient of variation of 167897.39, and Mean Deviation of 1.2 to double-check if the risk estimate we provide is consistent with the expected return of 0.0675%. The bond shows a Beta (market volatility) of 0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 02666TAD9's returns are expected to increase less than the market. However, during the bear market, the loss of holding 02666TAD9 is expected to be smaller as well.
Auto-correlation | -0.38 |
Poor reverse predictability
AMH 3375 15 JUL 51 has poor reverse predictability. Overlapping area represents the amount of predictability between 02666TAD9 time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st 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 AMH 3375 15 price movement. The serial correlation of -0.38 indicates that just about 38.0% of current 02666TAD9 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 2.5 |
AMH 3375 15 lagged returns against current returns
Autocorrelation, which is 02666TAD9 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 02666TAD9's bond expected returns. We can calculate the autocorrelation of 02666TAD9 returns to help us make a trade decision. For example, suppose you find that 02666TAD9 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 |
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02666TAD9 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 02666TAD9 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 02666TAD9 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 02666TAD9 bond over time.
Current vs Lagged Prices |
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02666TAD9 Lagged Returns
When evaluating 02666TAD9's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 02666TAD9 bond have on its future price. 02666TAD9 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, 02666TAD9 autocorrelation shows the relationship between 02666TAD9 bond current value and its past values and can show if there is a momentum factor associated with investing in AMH 3375 15 JUL 51.
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 02666TAD9 Bond
02666TAD9 financial ratios help investors to determine whether 02666TAD9 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 02666TAD9 with respect to the benefits of owning 02666TAD9 security.