BSANCI 27 10 JAN 25 Market Value
| 05970FAC5 | 98.25 0.00 0.00% |
| Symbol | BSANCI |
Please note, there is a significant difference between BSANCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if BSANCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BSANCI'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.
BSANCI '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 BSANCI'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 BSANCI.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in BSANCI on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding BSANCI 27 10 JAN 25 or generate 0.0% return on investment in BSANCI over 30 days. BSANCI is related to or competes with Thor Industries, U Power, Brunswick, United Homes, and Magna International. More
BSANCI 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 BSANCI'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 BSANCI 27 10 JAN 25 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6423 | |||
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 3.48 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 0.4736 |
BSANCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BSANCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BSANCI's standard deviation. In reality, there are many statistical measures that can use BSANCI historical prices to predict the future BSANCI's volatility.| Risk Adjusted Performance | 0.049 | |||
| Jensen Alpha | 0.0447 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | (0.21) |
BSANCI 27 10 Backtested Returns
BSANCI 27 10 retains Efficiency (Sharpe Ratio) of -0.13, which signifies that the bond had a -0.13% return per unit of risk over the last 3 months. BSANCI exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BSANCI's market risk adjusted performance of (0.20), and Coefficient Of Variation of 1375.44 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BSANCI are expected to decrease at a much lower rate. During the bear market, BSANCI is likely to outperform the market.
Auto-correlation | -0.16 |
Insignificant reverse predictability
BSANCI 27 10 JAN 25 has insignificant reverse predictability. Overlapping area represents the amount of predictability between BSANCI time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 BSANCI 27 10 price movement. The serial correlation of -0.16 indicates that over 16.0% of current BSANCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.52 |
BSANCI 27 10 lagged returns against current returns
Autocorrelation, which is BSANCI 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 BSANCI's bond expected returns. We can calculate the autocorrelation of BSANCI returns to help us make a trade decision. For example, suppose you find that BSANCI 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 |
BSANCI 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 BSANCI bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BSANCI bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BSANCI bond over time.
Current vs Lagged Prices |
| Timeline |
BSANCI Lagged Returns
When evaluating BSANCI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BSANCI bond have on its future price. BSANCI 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, BSANCI autocorrelation shows the relationship between BSANCI bond current value and its past values and can show if there is a momentum factor associated with investing in BSANCI 27 10 JAN 25.
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 BSANCI Bond
BSANCI financial ratios help investors to determine whether BSANCI 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 BSANCI with respect to the benefits of owning BSANCI security.