BG Foods 525 Market Value
| 05508WAB1 | 85.29 10.42 10.89% |
| Symbol | 05508WAB1 |
05508WAB1 '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 05508WAB1'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 05508WAB1.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in 05508WAB1 on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding BG Foods 525 or generate 0.0% return on investment in 05508WAB1 over 720 days. 05508WAB1 is related to or competes with Coca Cola, JPMorgan Chase, Dupont De, Alcoa Corp, Boeing, Microsoft, and Procter Gamble. More
05508WAB1 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 05508WAB1'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 BG Foods 525 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 32.65 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.9 |
05508WAB1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 05508WAB1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 05508WAB1's standard deviation. In reality, there are many statistical measures that can use 05508WAB1 historical prices to predict the future 05508WAB1's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.59) | |||
| Treynor Ratio | 0.1383 |
BG Foods 525 Backtested Returns
BG Foods 525 retains Efficiency (Sharpe Ratio) of -0.0421, which signifies that the bond had a -0.0421% return per unit of price deviation over the last 3 months. 05508WAB1 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 05508WAB1's Variance of 14.53, market risk adjusted performance of 0.1483, and Information Ratio of (0.05) to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 05508WAB1 are expected to decrease at a much lower rate. During the bear market, 05508WAB1 is likely to outperform the market.
Auto-correlation | 0.25 |
Poor predictability
BG Foods 525 has poor predictability. Overlapping area represents the amount of predictability between 05508WAB1 time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 BG Foods 525 price movement. The serial correlation of 0.25 indicates that over 25.0% of current 05508WAB1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 6.56 |
BG Foods 525 lagged returns against current returns
Autocorrelation, which is 05508WAB1 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 05508WAB1's bond expected returns. We can calculate the autocorrelation of 05508WAB1 returns to help us make a trade decision. For example, suppose you find that 05508WAB1 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 |
05508WAB1 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 05508WAB1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 05508WAB1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 05508WAB1 bond over time.
Current vs Lagged Prices |
| Timeline |
05508WAB1 Lagged Returns
When evaluating 05508WAB1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 05508WAB1 bond have on its future price. 05508WAB1 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, 05508WAB1 autocorrelation shows the relationship between 05508WAB1 bond current value and its past values and can show if there is a momentum factor associated with investing in BG Foods 525.
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 05508WAB1 Bond
05508WAB1 financial ratios help investors to determine whether 05508WAB1 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 05508WAB1 with respect to the benefits of owning 05508WAB1 security.