COF 395 Market Value
| 14040HCF0 | 77.38 20.03 20.56% |
| Symbol | 14040HCF0 |
Please note, there is a significant difference between 14040HCF0's value and its price as these two are different measures arrived at by different means. Investors typically determine if 14040HCF0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 14040HCF0'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.
14040HCF0 '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 14040HCF0'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 14040HCF0.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in 14040HCF0 on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding COF 395 or generate 0.0% return on investment in 14040HCF0 over 30 days. 14040HCF0 is related to or competes with 00108WAF7, 90331HPL1, 3M, Alcoa Corp, ATT, Johnson Johnson, and Intel. More
14040HCF0 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 14040HCF0'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 COF 395 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 17.12 | |||
| Value At Risk | (2.91) | |||
| Potential Upside | 2.54 |
14040HCF0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 14040HCF0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 14040HCF0's standard deviation. In reality, there are many statistical measures that can use 14040HCF0 historical prices to predict the future 14040HCF0's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (0.80) | |||
| Treynor Ratio | (0.78) |
14040HCF0 Backtested Returns
At this point, 14040HCF0 is very steady. 14040HCF0 secures Sharpe Ratio (or Efficiency) of 0.0086, which signifies that the bond had a 0.0086% return per unit of price deviation over the last 3 months. We have found twenty-two technical indicators for COF 395, which you can use to evaluate the volatility of the entity. Please confirm 14040HCF0's Mean Deviation of 1.8, risk adjusted performance of (0.03), and Variance of 13.69 to double-check if the risk estimate we provide is consistent with the expected return of 0.0311%. The bond shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 14040HCF0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 14040HCF0 is expected to be smaller as well.
Auto-correlation | 0.36 |
Below average predictability
COF 395 has below average predictability. Overlapping area represents the amount of predictability between 14040HCF0 time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 14040HCF0 price movement. The serial correlation of 0.36 indicates that just about 36.0% of current 14040HCF0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 26.91 |
14040HCF0 lagged returns against current returns
Autocorrelation, which is 14040HCF0 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 14040HCF0's bond expected returns. We can calculate the autocorrelation of 14040HCF0 returns to help us make a trade decision. For example, suppose you find that 14040HCF0 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 |
14040HCF0 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 14040HCF0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 14040HCF0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 14040HCF0 bond over time.
Current vs Lagged Prices |
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14040HCF0 Lagged Returns
When evaluating 14040HCF0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 14040HCF0 bond have on its future price. 14040HCF0 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, 14040HCF0 autocorrelation shows the relationship between 14040HCF0 bond current value and its past values and can show if there is a momentum factor associated with investing in COF 395.
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 14040HCF0 Bond
14040HCF0 financial ratios help investors to determine whether 14040HCF0 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 14040HCF0 with respect to the benefits of owning 14040HCF0 security.