ARES 4125 30 JUN 51 Market Value
| 04018VAA1 | 96.50 0.00 0.00% |
| Symbol | 04018VAA1 |
Please note, there is a significant difference between 04018VAA1's value and its price as these two are different measures arrived at by different means. Investors typically determine if 04018VAA1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 04018VAA1'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.
04018VAA1 '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 04018VAA1'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 04018VAA1.
| 01/08/2025 |
| 02/07/2025 |
If you would invest 0.00 in 04018VAA1 on January 8, 2025 and sell it all today you would earn a total of 0.00 from holding ARES 4125 30 JUN 51 or generate 0.0% return on investment in 04018VAA1 over 30 days. 04018VAA1 is related to or competes with Alto Ingredients, Park Electrochemical, Casio Computer, Hawkins, and CF Industries. More
04018VAA1 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 04018VAA1'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 ARES 4125 30 JUN 51 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3935 | |||
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 1.3 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.4893 |
04018VAA1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 04018VAA1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 04018VAA1's standard deviation. In reality, there are many statistical measures that can use 04018VAA1 historical prices to predict the future 04018VAA1's volatility.| Risk Adjusted Performance | 0.0581 | |||
| Jensen Alpha | 0.0171 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.18) | |||
| Treynor Ratio | 1.61 |
ARES 4125 30 Backtested Returns
At this point, 04018VAA1 is very steady. ARES 4125 30 secures Sharpe Ratio (or Efficiency) of 0.0901, which signifies that the bond had a 0.0901 % return per unit of price deviation over the last 3 months. We have found twenty-four technical indicators for ARES 4125 30 JUN 51, which you can use to evaluate the volatility of the entity. Please confirm 04018VAA1's Coefficient Of Variation of 1109.96, risk adjusted performance of 0.0581, and Mean Deviation of 0.2268 to double-check if the risk estimate we provide is consistent with the expected return of 0.028%. The bond shows a Beta (market volatility) of 0.0112, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 04018VAA1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 04018VAA1 is expected to be smaller as well.
Auto-correlation | -0.91 |
Near perfect reversele predictability
ARES 4125 30 JUN 51 has near perfect reversele predictability. Overlapping area represents the amount of predictability between 04018VAA1 time series from 8th of January 2025 to 23rd of January 2025 and 23rd of January 2025 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 ARES 4125 30 price movement. The serial correlation of -0.91 indicates that approximately 91.0% of current 04018VAA1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.91 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
ARES 4125 30 lagged returns against current returns
Autocorrelation, which is 04018VAA1 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 04018VAA1's bond expected returns. We can calculate the autocorrelation of 04018VAA1 returns to help us make a trade decision. For example, suppose you find that 04018VAA1 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 |
04018VAA1 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 04018VAA1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 04018VAA1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 04018VAA1 bond over time.
Current vs Lagged Prices |
| Timeline |
04018VAA1 Lagged Returns
When evaluating 04018VAA1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 04018VAA1 bond have on its future price. 04018VAA1 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, 04018VAA1 autocorrelation shows the relationship between 04018VAA1 bond current value and its past values and can show if there is a momentum factor associated with investing in ARES 4125 30 JUN 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 04018VAA1 Bond
04018VAA1 financial ratios help investors to determine whether 04018VAA1 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 04018VAA1 with respect to the benefits of owning 04018VAA1 security.