BXP 245 01 OCT 33 Market Value
| 10112RBF0 | 65.93 11.34 14.68% |
| Symbol | 10112RBF0 |
Please note, there is a significant difference between 10112RBF0's value and its price as these two are different measures arrived at by different means. Investors typically determine if 10112RBF0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 10112RBF0'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.
10112RBF0 '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 10112RBF0'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 10112RBF0.
| 11/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in 10112RBF0 on November 29, 2023 and sell it all today you would earn a total of 0.00 from holding BXP 245 01 OCT 33 or generate 0.0% return on investment in 10112RBF0 over 360 days. 10112RBF0 is related to or competes with Entegris, Teradyne, Micron Technology, Luxfer Holdings, Sphere Entertainment, KLA Tencor, and Canlan Ice. More
10112RBF0 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 10112RBF0'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 BXP 245 01 OCT 33 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 15.1 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 1.01 |
10112RBF0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 10112RBF0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 10112RBF0's standard deviation. In reality, there are many statistical measures that can use 10112RBF0 historical prices to predict the future 10112RBF0's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.65) | |||
| Treynor Ratio | 0.2207 |
BXP 245 01 Backtested Returns
At this point, 10112RBF0 is very steady. BXP 245 01 secures Sharpe Ratio (or Efficiency) of 0.0047, which signifies that the bond had a 0.0047% return per unit of price deviation over the last 3 months. We have found twenty-two technical indicators for BXP 245 01 OCT 33, which you can use to evaluate the volatility of the entity. Please confirm 10112RBF0's Variance of 7.46, mean deviation of 1.06, and Risk Adjusted Performance of (0.05) to double-check if the risk estimate we provide is consistent with the expected return of 0.0183%. The bond shows a Beta (market volatility) of -0.99, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning 10112RBF0 are expected to decrease slowly. On the other hand, during market turmoil, 10112RBF0 is expected to outperform it slightly.
Auto-correlation | 0.04 |
Virtually no predictability
BXP 245 01 OCT 33 has virtually no predictability. Overlapping area represents the amount of predictability between 10112RBF0 time series from 29th of November 2023 to 27th of May 2024 and 27th of May 2024 to 23rd of November 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 BXP 245 01 price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current 10112RBF0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 5.0 |
BXP 245 01 lagged returns against current returns
Autocorrelation, which is 10112RBF0 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 10112RBF0's bond expected returns. We can calculate the autocorrelation of 10112RBF0 returns to help us make a trade decision. For example, suppose you find that 10112RBF0 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 |
10112RBF0 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 10112RBF0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 10112RBF0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 10112RBF0 bond over time.
Current vs Lagged Prices |
| Timeline |
10112RBF0 Lagged Returns
When evaluating 10112RBF0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 10112RBF0 bond have on its future price. 10112RBF0 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, 10112RBF0 autocorrelation shows the relationship between 10112RBF0 bond current value and its past values and can show if there is a momentum factor associated with investing in BXP 245 01 OCT 33.
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 10112RBF0 Bond
10112RBF0 financial ratios help investors to determine whether 10112RBF0 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 10112RBF0 with respect to the benefits of owning 10112RBF0 security.