CABLEVISION LIGHTPATH LLC Market Value
| 12687GAB5 | 82.36 0.00 0.00% |
| Symbol | CABLEVISION |
CABLEVISION '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 CABLEVISION'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 CABLEVISION.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in CABLEVISION on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding CABLEVISION LIGHTPATH LLC or generate 0.0% return on investment in CABLEVISION over 30 days. CABLEVISION is related to or competes with United Guardian, TFI International, Saia, Sun Country, Hurco Companies, Park Ohio, and JD Sports. More
CABLEVISION 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 CABLEVISION'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 CABLEVISION LIGHTPATH LLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.76 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 32.7 | |||
| Value At Risk | (3.62) | |||
| Potential Upside | 3.79 |
CABLEVISION Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CABLEVISION's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CABLEVISION's standard deviation. In reality, there are many statistical measures that can use CABLEVISION historical prices to predict the future CABLEVISION's volatility.| Risk Adjusted Performance | 0.0132 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.58) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0244 |
CABLEVISION LIGHTPATH LLC Backtested Returns
CABLEVISION LIGHTPATH LLC retains Efficiency (Sharpe Ratio) of -0.11, which signifies that the bond had a -0.11% return per unit of risk over the last 3 months. CABLEVISION exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CABLEVISION's coefficient of variation of 14536.12, and Market Risk Adjusted Performance of 0.0344 to double-check the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CABLEVISION's returns are expected to increase less than the market. However, during the bear market, the loss of holding CABLEVISION is expected to be smaller as well.
Auto-correlation | -0.58 |
Good reverse predictability
CABLEVISION LIGHTPATH LLC has good reverse predictability. Overlapping area represents the amount of predictability between CABLEVISION time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 CABLEVISION LIGHTPATH LLC price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current CABLEVISION price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 45.97 |
CABLEVISION LIGHTPATH LLC lagged returns against current returns
Autocorrelation, which is CABLEVISION 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 CABLEVISION's bond expected returns. We can calculate the autocorrelation of CABLEVISION returns to help us make a trade decision. For example, suppose you find that CABLEVISION 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 |
CABLEVISION 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 CABLEVISION bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CABLEVISION bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CABLEVISION bond over time.
Current vs Lagged Prices |
| Timeline |
CABLEVISION Lagged Returns
When evaluating CABLEVISION's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CABLEVISION bond have on its future price. CABLEVISION 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, CABLEVISION autocorrelation shows the relationship between CABLEVISION bond current value and its past values and can show if there is a momentum factor associated with investing in CABLEVISION LIGHTPATH LLC.
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 CABLEVISION Bond
CABLEVISION financial ratios help investors to determine whether CABLEVISION 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 CABLEVISION with respect to the benefits of owning CABLEVISION security.