AHTLN 55 11 AUG 32 Market Value
| 04505AAA7 | 99.73 0.38 0.38% |
| Symbol | AHTLN |
Please note, there is a significant difference between AHTLN's value and its price as these two are different measures arrived at by different means. Investors typically determine if AHTLN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AHTLN'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.
AHTLN '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 AHTLN'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 AHTLN.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in AHTLN on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding AHTLN 55 11 AUG 32 or generate 0.0% return on investment in AHTLN over 720 days. AHTLN is related to or competes with Weibo Corp, WiMi Hologram, Digi International, 51Talk Online, Sphere Entertainment, Radcom, and Pinterest. More
AHTLN 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 AHTLN'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 AHTLN 55 11 AUG 32 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6333 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 5.0 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.24 |
AHTLN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AHTLN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AHTLN's standard deviation. In reality, there are many statistical measures that can use AHTLN historical prices to predict the future AHTLN's volatility.| Risk Adjusted Performance | 0.0383 | |||
| Jensen Alpha | 0.033 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | (0.43) |
AHTLN 55 11 Backtested Returns
AHTLN 55 11 secures Sharpe Ratio (or Efficiency) of -0.0602, which signifies that the bond had a -0.0602% return per unit of risk over the last 3 months. AHTLN 55 11 AUG 32 exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AHTLN's risk adjusted performance of 0.0383, and Mean Deviation of 0.4437 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.0601, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AHTLN are expected to decrease at a much lower rate. During the bear market, AHTLN is likely to outperform the market.
Auto-correlation | -0.67 |
Very good reverse predictability
AHTLN 55 11 AUG 32 has very good reverse predictability. Overlapping area represents the amount of predictability between AHTLN 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 AHTLN 55 11 price movement. The serial correlation of -0.67 indicates that around 67.0% of current AHTLN price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 3.47 |
AHTLN 55 11 lagged returns against current returns
Autocorrelation, which is AHTLN 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 AHTLN's bond expected returns. We can calculate the autocorrelation of AHTLN returns to help us make a trade decision. For example, suppose you find that AHTLN 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 |
AHTLN 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 AHTLN bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AHTLN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AHTLN bond over time.
Current vs Lagged Prices |
| Timeline |
AHTLN Lagged Returns
When evaluating AHTLN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AHTLN bond have on its future price. AHTLN 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, AHTLN autocorrelation shows the relationship between AHTLN bond current value and its past values and can show if there is a momentum factor associated with investing in AHTLN 55 11 AUG 32.
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 AHTLN Bond
AHTLN financial ratios help investors to determine whether AHTLN 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 AHTLN with respect to the benefits of owning AHTLN security.