BP CAP MKTS Market Value
| 05565QDH8 | 95.51 0.62 0.64% |
| Symbol | 05565QDH8 |
05565QDH8 '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 05565QDH8'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 05565QDH8.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in 05565QDH8 on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding BP CAP MKTS or generate 0.0% return on investment in 05565QDH8 over 30 days. 05565QDH8 is related to or competes with Inflection Point, Hanover Insurance, Perella Weinberg, Glacier Bancorp, Latamgrowth SPAC, Aldel Financial, and Siriuspoint. More
05565QDH8 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 05565QDH8'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 BP CAP MKTS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.39 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 0.6181 |
05565QDH8 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 05565QDH8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 05565QDH8's standard deviation. In reality, there are many statistical measures that can use 05565QDH8 historical prices to predict the future 05565QDH8's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.41) |
BP CAP MKTS Backtested Returns
BP CAP MKTS 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. 05565QDH8 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 05565QDH8's Variance of 0.8691, information ratio of (0.05), and Market Risk Adjusted Performance of (0.40) to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.0743, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 05565QDH8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 05565QDH8 is expected to be smaller as well.
Auto-correlation | -0.57 |
Good reverse predictability
BP CAP MKTS has good reverse predictability. Overlapping area represents the amount of predictability between 05565QDH8 time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st of January 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 BP CAP MKTS price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current 05565QDH8 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
BP CAP MKTS lagged returns against current returns
Autocorrelation, which is 05565QDH8 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 05565QDH8's bond expected returns. We can calculate the autocorrelation of 05565QDH8 returns to help us make a trade decision. For example, suppose you find that 05565QDH8 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 |
05565QDH8 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 05565QDH8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 05565QDH8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 05565QDH8 bond over time.
Current vs Lagged Prices |
| Timeline |
05565QDH8 Lagged Returns
When evaluating 05565QDH8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 05565QDH8 bond have on its future price. 05565QDH8 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, 05565QDH8 autocorrelation shows the relationship between 05565QDH8 bond current value and its past values and can show if there is a momentum factor associated with investing in BP CAP MKTS.
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 05565QDH8 Bond
05565QDH8 financial ratios help investors to determine whether 05565QDH8 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 05565QDH8 with respect to the benefits of owning 05565QDH8 security.