BPCEGP 4875 01 APR 26 Market Value
| 05578QAE3 | 96.32 3.17 3.19% |
| Symbol | BPCEGP |
Please note, there is a significant difference between BPCEGP's value and its price as these two are different measures arrived at by different means. Investors typically determine if BPCEGP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BPCEGP'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.
BPCEGP '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 BPCEGP'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 BPCEGP.
| 08/30/2024 |
| 11/28/2024 |
If you would invest 0.00 in BPCEGP on August 30, 2024 and sell it all today you would earn a total of 0.00 from holding BPCEGP 4875 01 APR 26 or generate 0.0% return on investment in BPCEGP over 90 days. BPCEGP is related to or competes with Sphere Entertainment, Constellation Brands, Sandstorm Gold, Jacobs Solutions, Naked Wines, Brandywine Realty, and Electrovaya Common. More
BPCEGP 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 BPCEGP'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 BPCEGP 4875 01 APR 26 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 0.7617 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.1611 |
BPCEGP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BPCEGP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BPCEGP's standard deviation. In reality, there are many statistical measures that can use BPCEGP historical prices to predict the future BPCEGP's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.67) |
BPCEGP 4875 01 Backtested Returns
BPCEGP 4875 01 retains Efficiency (Sharpe Ratio) of -0.2, which signifies that the bond had a -0.2% return per unit of risk over the last 3 months. BPCEGP exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BPCEGP's variance of 0.4099, and Market Risk Adjusted Performance of (0.66) to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BPCEGP's returns are expected to increase less than the market. However, during the bear market, the loss of holding BPCEGP is expected to be smaller as well.
Auto-correlation | 0.31 |
Below average predictability
BPCEGP 4875 01 APR 26 has below average predictability. Overlapping area represents the amount of predictability between BPCEGP time series from 30th of August 2024 to 14th of October 2024 and 14th of October 2024 to 28th 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 BPCEGP 4875 01 price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current BPCEGP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 1.3 |
BPCEGP 4875 01 lagged returns against current returns
Autocorrelation, which is BPCEGP 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 BPCEGP's bond expected returns. We can calculate the autocorrelation of BPCEGP returns to help us make a trade decision. For example, suppose you find that BPCEGP 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 |
BPCEGP 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 BPCEGP bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BPCEGP bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BPCEGP bond over time.
Current vs Lagged Prices |
| Timeline |
BPCEGP Lagged Returns
When evaluating BPCEGP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BPCEGP bond have on its future price. BPCEGP 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, BPCEGP autocorrelation shows the relationship between BPCEGP bond current value and its past values and can show if there is a momentum factor associated with investing in BPCEGP 4875 01 APR 26.
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 BPCEGP Bond
BPCEGP financial ratios help investors to determine whether BPCEGP 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 BPCEGP with respect to the benefits of owning BPCEGP security.