SUZANO 575 14 JUL 26 Market Value
| 05674XAA9 | 99.66 0.00 0.00% |
| Symbol | SUZANO |
Please note, there is a significant difference between SUZANO's value and its price as these two are different measures arrived at by different means. Investors typically determine if SUZANO is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SUZANO'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.
SUZANO '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 SUZANO'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 SUZANO.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in SUZANO on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding SUZANO 575 14 JUL 26 or generate 0.0% return on investment in SUZANO over 90 days. SUZANO is related to or competes with American Airlines, NI Holdings, JetBlue Airways, Aspen Insurance, Southwest Airlines, Ryanair Holdings, and Delta Air. More
SUZANO 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 SUZANO'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 SUZANO 575 14 JUL 26 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 2.92 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 0.9577 |
SUZANO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SUZANO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SUZANO's standard deviation. In reality, there are many statistical measures that can use SUZANO historical prices to predict the future SUZANO's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 0.1425 |
SUZANO 575 14 Backtested Returns
SUZANO 575 14 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.36, which indicates the bond had a -0.36% return per unit of risk over the last 3 months. SUZANO 575 14 JUL 26 exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SUZANO's Coefficient Of Variation of (7,362), variance of 0.3014, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The entity has a beta of -0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SUZANO are expected to decrease at a much lower rate. During the bear market, SUZANO is likely to outperform the market.
Auto-correlation | 0.32 |
Below average predictability
SUZANO 575 14 JUL 26 has below average predictability. Overlapping area represents the amount of predictability between SUZANO time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 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 SUZANO 575 14 price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current SUZANO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
SUZANO 575 14 lagged returns against current returns
Autocorrelation, which is SUZANO 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 SUZANO's bond expected returns. We can calculate the autocorrelation of SUZANO returns to help us make a trade decision. For example, suppose you find that SUZANO 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 |
SUZANO 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 SUZANO bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SUZANO bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SUZANO bond over time.
Current vs Lagged Prices |
| Timeline |
SUZANO Lagged Returns
When evaluating SUZANO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SUZANO bond have on its future price. SUZANO 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, SUZANO autocorrelation shows the relationship between SUZANO bond current value and its past values and can show if there is a momentum factor associated with investing in SUZANO 575 14 JUL 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 SUZANO Bond
SUZANO financial ratios help investors to determine whether SUZANO 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 SUZANO with respect to the benefits of owning SUZANO security.