COP 82 15 MAR 25 Market Value
| 122014AH6 | 103.23 0.00 0.00% |
| Symbol | 122014AH6 |
Please note, there is a significant difference between 122014AH6's value and its price as these two are different measures arrived at by different means. Investors typically determine if 122014AH6 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 122014AH6'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.
122014AH6 '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 122014AH6'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 122014AH6.
| 11/02/2024 |
| 12/02/2024 |
If you would invest 0.00 in 122014AH6 on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding COP 82 15 MAR 25 or generate 0.0% return on investment in 122014AH6 over 30 days. 122014AH6 is related to or competes with FiscalNote Holdings, Marfrig Global, Village Super, Asure Software, Pinterest, Paltalk, and Datadog. More
122014AH6 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 122014AH6'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 COP 82 15 MAR 25 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5184 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.69 | |||
| Value At Risk | (0.78) | |||
| Potential Upside | 0.6526 |
122014AH6 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 122014AH6's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 122014AH6's standard deviation. In reality, there are many statistical measures that can use 122014AH6 historical prices to predict the future 122014AH6's volatility.| Risk Adjusted Performance | 0.0055 | |||
| Jensen Alpha | 0.008 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.25) | |||
| Treynor Ratio | 0.0442 |
COP 82 15 Backtested Returns
At this point, 122014AH6 is very steady. COP 82 15 secures Sharpe Ratio (or Efficiency) of 0.0607, which signifies that the bond had a 0.0607% return per unit of price deviation over the last 3 months. We have found twenty-four technical indicators for COP 82 15 MAR 25, which you can use to evaluate the volatility of the entity. Please confirm 122014AH6's Mean Deviation of 0.3539, coefficient of variation of 12533.18, and Risk Adjusted Performance of 0.0055 to double-check if the risk estimate we provide is consistent with the expected return of 0.0263%. The bond shows a Beta (market volatility) of -0.0956, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 122014AH6 are expected to decrease at a much lower rate. During the bear market, 122014AH6 is likely to outperform the market.
Auto-correlation | 0.18 |
Very weak predictability
COP 82 15 MAR 25 has very weak predictability. Overlapping area represents the amount of predictability between 122014AH6 time series from 2nd of November 2024 to 17th of November 2024 and 17th of November 2024 to 2nd 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 COP 82 15 price movement. The serial correlation of 0.18 indicates that over 18.0% of current 122014AH6 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.9 |
COP 82 15 lagged returns against current returns
Autocorrelation, which is 122014AH6 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 122014AH6's bond expected returns. We can calculate the autocorrelation of 122014AH6 returns to help us make a trade decision. For example, suppose you find that 122014AH6 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 |
122014AH6 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 122014AH6 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 122014AH6 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 122014AH6 bond over time.
Current vs Lagged Prices |
| Timeline |
122014AH6 Lagged Returns
When evaluating 122014AH6's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 122014AH6 bond have on its future price. 122014AH6 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, 122014AH6 autocorrelation shows the relationship between 122014AH6 bond current value and its past values and can show if there is a momentum factor associated with investing in COP 82 15 MAR 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 122014AH6 Bond
122014AH6 financial ratios help investors to determine whether 122014AH6 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 122014AH6 with respect to the benefits of owning 122014AH6 security.