BA 75 15 AUG 42 Market Value
| 097023AQ8 | 110.50 7.00 5.96% |
| Symbol | 097023AQ8 |
Please note, there is a significant difference between 097023AQ8's value and its price as these two are different measures arrived at by different means. Investors typically determine if 097023AQ8 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 097023AQ8'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.
097023AQ8 '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 097023AQ8'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 097023AQ8.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in 097023AQ8 on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding BA 75 15 AUG 42 or generate 0.0% return on investment in 097023AQ8 over 30 days. 097023AQ8 is related to or competes with First Watch, AerCap Holdings, Coffee Holding, Cannae Holdings, Triton International, and Westrock Coffee. More
097023AQ8 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 097023AQ8'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 BA 75 15 AUG 42 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.76 | |||
| Information Ratio | 2.0E-4 | |||
| Maximum Drawdown | 17.17 | |||
| Value At Risk | (6.20) | |||
| Potential Upside | 6.13 |
097023AQ8 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 097023AQ8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 097023AQ8's standard deviation. In reality, there are many statistical measures that can use 097023AQ8 historical prices to predict the future 097023AQ8's volatility.| Risk Adjusted Performance | 0.015 | |||
| Jensen Alpha | 0.0273 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 2.0E-4 | |||
| Treynor Ratio | (0.06) |
097023AQ8 Backtested Returns
At this point, 097023AQ8 is very steady. 097023AQ8 retains Efficiency (Sharpe Ratio) of 0.0375, which signifies that the bond had a 0.0375 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for 097023AQ8, which you can use to evaluate the volatility of the entity. Please confirm 097023AQ8's Coefficient Of Variation of 11148.43, market risk adjusted performance of (0.05), and Standard Deviation of 3.4 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. The entity owns a Beta (Systematic Risk) of -0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 097023AQ8 are expected to decrease at a much lower rate. During the bear market, 097023AQ8 is likely to outperform the market.
Auto-correlation | 0.23 |
Weak predictability
BA 75 15 AUG 42 has weak predictability. Overlapping area represents the amount of predictability between 097023AQ8 time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st of January 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 097023AQ8 price movement. The serial correlation of 0.23 indicates that over 23.0% of current 097023AQ8 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | -1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 17.96 |
097023AQ8 lagged returns against current returns
Autocorrelation, which is 097023AQ8 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 097023AQ8's bond expected returns. We can calculate the autocorrelation of 097023AQ8 returns to help us make a trade decision. For example, suppose you find that 097023AQ8 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 |
097023AQ8 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 097023AQ8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 097023AQ8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 097023AQ8 bond over time.
Current vs Lagged Prices |
| Timeline |
097023AQ8 Lagged Returns
When evaluating 097023AQ8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 097023AQ8 bond have on its future price. 097023AQ8 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, 097023AQ8 autocorrelation shows the relationship between 097023AQ8 bond current value and its past values and can show if there is a momentum factor associated with investing in BA 75 15 AUG 42.
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 097023AQ8 Bond
097023AQ8 financial ratios help investors to determine whether 097023AQ8 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 097023AQ8 with respect to the benefits of owning 097023AQ8 security.