SUZANO 575 14 JUL 26 Market Value
| 05674XAA9 | 101.10 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.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in SUZANO on January 27, 2025 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 30 days. SUZANO is related to or competes with NH Foods, BBB Foods, Analog Devices, Arrow Electronics, United Natural, Jabil Circuit, and NetEase. 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 | (0.02) | |||
| Maximum Drawdown | 1.19 | |||
| Value At Risk | (0.42) | |||
| Potential Upside | 0.7644 |
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 | 0.0085 | |||
| Jensen Alpha | (0.0006) | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (0.07) |
SUZANO 575 14 Backtested Returns
At this point, SUZANO is very steady. SUZANO 575 14 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0322, which indicates the bond had a 0.0322 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for SUZANO 575 14 JUL 26, which you can use to evaluate the volatility of the bond. Please validate SUZANO's Variance of 0.0851, coefficient of variation of 3103.48, and Risk Adjusted Performance of 0.0085 to confirm if the risk estimate we provide is consistent with the expected return of 0.0094%. The entity has a beta of 0.0085, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SUZANO's returns are expected to increase less than the market. However, during the bear market, the loss of holding SUZANO is expected to be smaller as well.
Auto-correlation | -1 |
Near perfect reversele predictability
SUZANO 575 14 JUL 26 has near perfect reversele predictability. Overlapping area represents the amount of predictability between SUZANO time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 SUZANO 575 14 price movement. The serial correlation of -1.0 indicates that 100.0% of current SUZANO price fluctuation can be explain by its past prices.
| Correlation Coefficient | -1.0 | |
| Spearman Rank Test | -1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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.