SOLEIN 7125 01 OCT 27 Market Value
| 16308NAA2 | 99.88 0.00 0.00% |
| Symbol | SOLEIN |
Please note, there is a significant difference between SOLEIN's value and its price as these two are different measures arrived at by different means. Investors typically determine if SOLEIN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SOLEIN'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.
SOLEIN '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 SOLEIN'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 SOLEIN.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in SOLEIN on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding SOLEIN 7125 01 OCT 27 or generate 0.0% return on investment in SOLEIN over 30 days. SOLEIN is related to or competes with Yuexiu Transport, Proficient Auto, Sun Country, Black Mammoth, Kaiser Aluminum, and Coty. More
SOLEIN 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 SOLEIN'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 SOLEIN 7125 01 OCT 27 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.76 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 0.4914 |
SOLEIN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SOLEIN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SOLEIN's standard deviation. In reality, there are many statistical measures that can use SOLEIN historical prices to predict the future SOLEIN's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.24) |
SOLEIN 7125 01 Backtested Returns
SOLEIN 7125 01 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.17, which indicates the bond had a -0.17 % return per unit of volatility over the last 3 months. SOLEIN 7125 01 OCT 27 exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SOLEIN's variance of 1.35, and Risk Adjusted Performance of (0) to confirm the risk estimate we provide. The entity has a beta of 0.0843, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SOLEIN's returns are expected to increase less than the market. However, during the bear market, the loss of holding SOLEIN is expected to be smaller as well.
Auto-correlation | 0.98 |
Excellent predictability
SOLEIN 7125 01 OCT 27 has excellent predictability. Overlapping area represents the amount of predictability between SOLEIN time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SOLEIN 7125 01 price movement. The serial correlation of 0.98 indicates that 98.0% of current SOLEIN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.98 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SOLEIN 7125 01 lagged returns against current returns
Autocorrelation, which is SOLEIN 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 SOLEIN's bond expected returns. We can calculate the autocorrelation of SOLEIN returns to help us make a trade decision. For example, suppose you find that SOLEIN 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 |
SOLEIN 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 SOLEIN bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SOLEIN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SOLEIN bond over time.
Current vs Lagged Prices |
| Timeline |
SOLEIN Lagged Returns
When evaluating SOLEIN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SOLEIN bond have on its future price. SOLEIN 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, SOLEIN autocorrelation shows the relationship between SOLEIN bond current value and its past values and can show if there is a momentum factor associated with investing in SOLEIN 7125 01 OCT 27.
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 SOLEIN Bond
SOLEIN financial ratios help investors to determine whether SOLEIN 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 SOLEIN with respect to the benefits of owning SOLEIN security.