CSC Holdings 55 Market Value
| 126307AQ0 | 90.75 0.24 0.27% |
| Symbol | 126307AQ0 |
126307AQ0 '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 126307AQ0'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 126307AQ0.
| 06/02/2024 |
| 11/29/2024 |
If you would invest 0.00 in 126307AQ0 on June 2, 2024 and sell it all today you would earn a total of 0.00 from holding CSC Holdings 55 or generate 0.0% return on investment in 126307AQ0 over 180 days. 126307AQ0 is related to or competes with 00108WAF7, 90331HPL1, International Business, Intel, Home Depot, Verizon Communications, and Boeing. More
126307AQ0 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 126307AQ0'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 CSC Holdings 55 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.45 | |||
| Information Ratio | 0.0038 | |||
| Maximum Drawdown | 12.42 | |||
| Value At Risk | (3.04) | |||
| Potential Upside | 4.54 |
126307AQ0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 126307AQ0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 126307AQ0's standard deviation. In reality, there are many statistical measures that can use 126307AQ0 historical prices to predict the future 126307AQ0's volatility.| Risk Adjusted Performance | 0.0566 | |||
| Jensen Alpha | 0.1153 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0031 | |||
| Treynor Ratio | 1.85 |
CSC Holdings 55 Backtested Returns
126307AQ0 appears to be very steady, given 3 months investment horizon. CSC Holdings 55 retains Efficiency (Sharpe Ratio) of 0.2, which signifies that the bond had a 0.2% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for 126307AQ0, which you can use to evaluate the volatility of the entity. Please makes use of 126307AQ0's Coefficient Of Variation of 1520.45, market risk adjusted performance of 1.86, and Standard Deviation of 2.02 to double-check if our risk estimates are consistent with your expectations. The bond owns a Beta (Systematic Risk) of 0.0666, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 126307AQ0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 126307AQ0 is expected to be smaller as well.
Auto-correlation | 0.35 |
Below average predictability
CSC Holdings 55 has below average predictability. Overlapping area represents the amount of predictability between 126307AQ0 time series from 2nd of June 2024 to 31st of August 2024 and 31st of August 2024 to 29th 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 CSC Holdings 55 price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current 126307AQ0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 5.45 |
CSC Holdings 55 lagged returns against current returns
Autocorrelation, which is 126307AQ0 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 126307AQ0's bond expected returns. We can calculate the autocorrelation of 126307AQ0 returns to help us make a trade decision. For example, suppose you find that 126307AQ0 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 |
126307AQ0 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 126307AQ0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 126307AQ0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 126307AQ0 bond over time.
Current vs Lagged Prices |
| Timeline |
126307AQ0 Lagged Returns
When evaluating 126307AQ0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 126307AQ0 bond have on its future price. 126307AQ0 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, 126307AQ0 autocorrelation shows the relationship between 126307AQ0 bond current value and its past values and can show if there is a momentum factor associated with investing in CSC Holdings 55.
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 126307AQ0 Bond
126307AQ0 financial ratios help investors to determine whether 126307AQ0 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 126307AQ0 with respect to the benefits of owning 126307AQ0 security.