Apollo Investment 525 Market Value
| 03761UAG1 | 98.81 0.85 0.85% |
| Symbol | Apollo |
Apollo '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 Apollo'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 Apollo.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Apollo on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Apollo Investment 525 or generate 0.0% return on investment in Apollo over 30 days. Apollo is related to or competes with Alliant Energy, Anheuser Busch, Coca Cola, Monster Beverage, Kenon Holdings, and Boston Beer. More
Apollo 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 Apollo'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 Apollo Investment 525 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 4.85 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.06 |
Apollo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Apollo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Apollo's standard deviation. In reality, there are many statistical measures that can use Apollo historical prices to predict the future Apollo's volatility.| Risk Adjusted Performance | 0.0127 | |||
| Jensen Alpha | 0.0043 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (1.82) |
Apollo Investment 525 Backtested Returns
Apollo Investment 525 secures Sharpe Ratio (or Efficiency) of -0.0021, which signifies that the bond had a -0.0021% return per unit of risk over the last 3 months. Apollo Investment 525 exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Apollo's Downside Deviation of 1.05, mean deviation of 0.5728, and Risk Adjusted Performance of 0.0127 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.0022, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Apollo are expected to decrease at a much lower rate. During the bear market, Apollo is likely to outperform the market.
Auto-correlation | -0.27 |
Weak reverse predictability
Apollo Investment 525 has weak reverse predictability. Overlapping area represents the amount of predictability between Apollo time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Apollo Investment 525 price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Apollo price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Apollo Investment 525 lagged returns against current returns
Autocorrelation, which is Apollo 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 Apollo's bond expected returns. We can calculate the autocorrelation of Apollo returns to help us make a trade decision. For example, suppose you find that Apollo 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 |
Apollo 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 Apollo bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Apollo bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Apollo bond over time.
Current vs Lagged Prices |
| Timeline |
Apollo Lagged Returns
When evaluating Apollo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Apollo bond have on its future price. Apollo 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, Apollo autocorrelation shows the relationship between Apollo bond current value and its past values and can show if there is a momentum factor associated with investing in Apollo Investment 525.
Regressed Prices |
| Timeline |
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Apollo financial ratios help investors to determine whether Apollo 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 Apollo with respect to the benefits of owning Apollo security.