BMW 195 12 AUG 31 Market Value
| 05565EBX2 | 81.65 1.14 1.38% |
| Symbol | 05565EBX2 |
Please note, there is a significant difference between 05565EBX2's value and its price as these two are different measures arrived at by different means. Investors typically determine if 05565EBX2 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 05565EBX2'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.
05565EBX2 '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 05565EBX2'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 05565EBX2.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in 05565EBX2 on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding BMW 195 12 AUG 31 or generate 0.0% return on investment in 05565EBX2 over 30 days. 05565EBX2 is related to or competes with Pearson PLC, Alvotech, Universal Technical, Teleflex Incorporated, Artisan Partners, and Sonida Senior. More
05565EBX2 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 05565EBX2'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 BMW 195 12 AUG 31 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8051 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 4.75 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.4 |
05565EBX2 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 05565EBX2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 05565EBX2's standard deviation. In reality, there are many statistical measures that can use 05565EBX2 historical prices to predict the future 05565EBX2's volatility.| Risk Adjusted Performance | 0.0141 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | 0.0443 |
BMW 195 12 Backtested Returns
BMW 195 12 secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the bond had a -0.14% return per unit of risk over the last 3 months. BMW 195 12 AUG 31 exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 05565EBX2's Risk Adjusted Performance of 0.0141, mean deviation of 0.5491, and Downside Deviation of 0.8051 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0963, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 05565EBX2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 05565EBX2 is expected to be smaller as well.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
BMW 195 12 AUG 31 has almost perfect reverse predictability. Overlapping area represents the amount of predictability between 05565EBX2 time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 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 BMW 195 12 price movement. The serial correlation of -0.73 indicates that around 73.0% of current 05565EBX2 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.72 |
BMW 195 12 lagged returns against current returns
Autocorrelation, which is 05565EBX2 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 05565EBX2's bond expected returns. We can calculate the autocorrelation of 05565EBX2 returns to help us make a trade decision. For example, suppose you find that 05565EBX2 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 |
05565EBX2 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 05565EBX2 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 05565EBX2 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 05565EBX2 bond over time.
Current vs Lagged Prices |
| Timeline |
05565EBX2 Lagged Returns
When evaluating 05565EBX2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 05565EBX2 bond have on its future price. 05565EBX2 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, 05565EBX2 autocorrelation shows the relationship between 05565EBX2 bond current value and its past values and can show if there is a momentum factor associated with investing in BMW 195 12 AUG 31.
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 05565EBX2 Bond
05565EBX2 financial ratios help investors to determine whether 05565EBX2 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 05565EBX2 with respect to the benefits of owning 05565EBX2 security.