US09256BAG23 Market Value
| 09256BAG2 | 98.56 4.89 5.22% |
| Symbol | 09256BAG2 |
Please note, there is a significant difference between 09256BAG2's value and its price as these two are different measures arrived at by different means. Investors typically determine if 09256BAG2 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 09256BAG2'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.
09256BAG2 '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 09256BAG2'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 09256BAG2.
| 12/30/2024 |
| 02/28/2025 |
If you would invest 0.00 in 09256BAG2 on December 30, 2024 and sell it all today you would earn a total of 0.00 from holding US09256BAG23 or generate 0.0% return on investment in 09256BAG2 over 60 days. 09256BAG2 is related to or competes with Mosaic, Grounded People, Ralph Lauren, Alto Ingredients, Canada Goose, Eastman Chemical, and BrilliA. More
09256BAG2 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 09256BAG2'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 US09256BAG23 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9976 | |||
| Information Ratio | 0.0721 | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.57) | |||
| Potential Upside | 1.83 |
09256BAG2 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 09256BAG2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 09256BAG2's standard deviation. In reality, there are many statistical measures that can use 09256BAG2 historical prices to predict the future 09256BAG2's volatility.| Risk Adjusted Performance | 0.0488 | |||
| Jensen Alpha | 0.0723 | |||
| Total Risk Alpha | 0.0996 | |||
| Sortino Ratio | 0.0857 | |||
| Treynor Ratio | 0.1468 |
US09256BAG23 Backtested Returns
At this point, 09256BAG2 is very steady. US09256BAG23 retains Efficiency (Sharpe Ratio) of 0.0689, which signifies that the bond had a 0.0689 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for 09256BAG2, which you can use to evaluate the volatility of the entity. Please confirm 09256BAG2's Semi Deviation of 0.8964, risk adjusted performance of 0.0488, and Coefficient Of Variation of 1635.38 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. The bond owns a Beta (Systematic Risk) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 09256BAG2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 09256BAG2 is expected to be smaller as well.
Auto-correlation | 0.47 |
Average predictability
US09256BAG23 has average predictability. Overlapping area represents the amount of predictability between 09256BAG2 time series from 30th of December 2024 to 29th of January 2025 and 29th of January 2025 to 28th 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 US09256BAG23 price movement. The serial correlation of 0.47 indicates that about 47.0% of current 09256BAG2 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 8.2 |
US09256BAG23 lagged returns against current returns
Autocorrelation, which is 09256BAG2 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 09256BAG2's bond expected returns. We can calculate the autocorrelation of 09256BAG2 returns to help us make a trade decision. For example, suppose you find that 09256BAG2 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 |
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09256BAG2 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 09256BAG2 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 09256BAG2 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 09256BAG2 bond over time.
Current vs Lagged Prices |
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09256BAG2 Lagged Returns
When evaluating 09256BAG2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 09256BAG2 bond have on its future price. 09256BAG2 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, 09256BAG2 autocorrelation shows the relationship between 09256BAG2 bond current value and its past values and can show if there is a momentum factor associated with investing in US09256BAG23.
Regressed Prices |
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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 09256BAG2 Bond
09256BAG2 financial ratios help investors to determine whether 09256BAG2 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 09256BAG2 with respect to the benefits of owning 09256BAG2 security.