B A T Market Value
| 05526DBF1 | 72.72 7.81 9.70% |
| Symbol | 05526DBF1 |
05526DBF1 '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 05526DBF1'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 05526DBF1.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in 05526DBF1 on February 29, 2024 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 05526DBF1 over 270 days. 05526DBF1 is related to or competes with Coca Cola, JPMorgan Chase, Dupont De, Alcoa Corp, Boeing, Microsoft, and Procter Gamble. More
05526DBF1 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 05526DBF1'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.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 12.89 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 1.41 |
05526DBF1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 05526DBF1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 05526DBF1's standard deviation. In reality, there are many statistical measures that can use 05526DBF1 historical prices to predict the future 05526DBF1's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | (2.09) |
05526DBF1 Backtested Returns
05526DBF1 retains Efficiency (Sharpe Ratio) of -0.16, which signifies that the bond had a -0.16% return per unit of price deviation over the last 3 months. 05526DBF1 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 05526DBF1's Information Ratio of (0.17), market risk adjusted performance of (2.08), and Variance of 3.19 to double-check the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.0868, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 05526DBF1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 05526DBF1 is expected to be smaller as well.
Auto-correlation | -0.2 |
Insignificant reverse predictability
B A T has insignificant reverse predictability. Overlapping area represents the amount of predictability between 05526DBF1 time series from 29th of February 2024 to 13th of July 2024 and 13th of July 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 05526DBF1 price movement. The serial correlation of -0.2 indicates that over 20.0% of current 05526DBF1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 4.84 |
05526DBF1 lagged returns against current returns
Autocorrelation, which is 05526DBF1 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 05526DBF1's bond expected returns. We can calculate the autocorrelation of 05526DBF1 returns to help us make a trade decision. For example, suppose you find that 05526DBF1 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 |
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05526DBF1 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 05526DBF1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 05526DBF1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 05526DBF1 bond over time.
Current vs Lagged Prices |
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05526DBF1 Lagged Returns
When evaluating 05526DBF1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 05526DBF1 bond have on its future price. 05526DBF1 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, 05526DBF1 autocorrelation shows the relationship between 05526DBF1 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 05526DBF1 Bond
05526DBF1 financial ratios help investors to determine whether 05526DBF1 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 05526DBF1 with respect to the benefits of owning 05526DBF1 security.