B A T Market Value
| 05526DBD6 | 89.31 2.49 2.87% |
| Symbol | 05526DBD6 |
05526DBD6 '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 05526DBD6'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 05526DBD6.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in 05526DBD6 on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding B A T or generate 0.0% return on investment in 05526DBD6 over 30 days. 05526DBD6 is related to or competes with 00108WAF7, 90331HPL1, Valley National, LightPath Technologies, Gilead Sciences, Gilat Satellite, and Check Point. More
05526DBD6 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 05526DBD6'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 B A T upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.77 | |||
| Information Ratio | 0.0091 | |||
| Maximum Drawdown | 25.61 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 3.64 |
05526DBD6 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 05526DBD6's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 05526DBD6's standard deviation. In reality, there are many statistical measures that can use 05526DBD6 historical prices to predict the future 05526DBD6's volatility.| Risk Adjusted Performance | 0.0329 | |||
| Jensen Alpha | 0.1381 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0092 | |||
| Treynor Ratio | (0.20) |
05526DBD6 Backtested Returns
At this point, 05526DBD6 is very steady. 05526DBD6 retains Efficiency (Sharpe Ratio) of 0.0551, which signifies that the bond had a 0.0551 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for 05526DBD6, which you can use to evaluate the volatility of the entity. Please confirm 05526DBD6's Standard Deviation of 3.78, market risk adjusted performance of (0.19), and Coefficient Of Variation of 3340.35 to double-check if the risk estimate we provide is consistent with the expected return of 0.0432%. The entity owns a Beta (Systematic Risk) of -0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 05526DBD6 are expected to decrease at a much lower rate. During the bear market, 05526DBD6 is likely to outperform the market.
Auto-correlation | -0.19 |
Insignificant reverse predictability
B A T has insignificant reverse predictability. Overlapping area represents the amount of predictability between 05526DBD6 time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 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 05526DBD6 price movement. The serial correlation of -0.19 indicates that over 19.0% of current 05526DBD6 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 9.67 |
05526DBD6 lagged returns against current returns
Autocorrelation, which is 05526DBD6 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 05526DBD6's bond expected returns. We can calculate the autocorrelation of 05526DBD6 returns to help us make a trade decision. For example, suppose you find that 05526DBD6 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 |
05526DBD6 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 05526DBD6 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 05526DBD6 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 05526DBD6 bond over time.
Current vs Lagged Prices |
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05526DBD6 Lagged Returns
When evaluating 05526DBD6's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 05526DBD6 bond have on its future price. 05526DBD6 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, 05526DBD6 autocorrelation shows the relationship between 05526DBD6 bond current value and its past values and can show if there is a momentum factor associated with investing in B A T.
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 05526DBD6 Bond
05526DBD6 financial ratios help investors to determine whether 05526DBD6 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 05526DBD6 with respect to the benefits of owning 05526DBD6 security.