C 2014 25 JAN 26 Market Value
| 17327CAN3 | 93.97 5.48 5.51% |
| Symbol | 17327CAN3 |
Please note, there is a significant difference between 17327CAN3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 17327CAN3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 17327CAN3'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.
17327CAN3 '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 17327CAN3'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 17327CAN3.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in 17327CAN3 on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding C 2014 25 JAN 26 or generate 0.0% return on investment in 17327CAN3 over 30 days. 17327CAN3 is related to or competes with Ecolab, Cebu Air, Ecovyst, Mosaic, Grupo Aeroportuario, Air Products, and Eastman Chemical. More
17327CAN3 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 17327CAN3'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 C 2014 25 JAN 26 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 5.09 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.0905 |
17327CAN3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 17327CAN3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 17327CAN3's standard deviation. In reality, there are many statistical measures that can use 17327CAN3 historical prices to predict the future 17327CAN3's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | 1.31 |
C 2014 25 Backtested Returns
C 2014 25 retains Efficiency (Sharpe Ratio) of -0.11, which signifies that the bond had a -0.11% return per unit of price deviation over the last 3 months. 17327CAN3 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 17327CAN3's Variance of 0.4794, information ratio of (0.28), and Market Risk Adjusted Performance of 1.32 to double-check the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.0619, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 17327CAN3 are expected to decrease at a much lower rate. During the bear market, 17327CAN3 is likely to outperform the market.
Auto-correlation | -0.28 |
Weak reverse predictability
C 2014 25 JAN 26 has weak reverse predictability. Overlapping area represents the amount of predictability between 17327CAN3 time series from 30th of October 2024 to 14th of November 2024 and 14th of November 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 C 2014 25 price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current 17327CAN3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 2.49 |
C 2014 25 lagged returns against current returns
Autocorrelation, which is 17327CAN3 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 17327CAN3's bond expected returns. We can calculate the autocorrelation of 17327CAN3 returns to help us make a trade decision. For example, suppose you find that 17327CAN3 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 |
17327CAN3 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 17327CAN3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 17327CAN3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 17327CAN3 bond over time.
Current vs Lagged Prices |
| Timeline |
17327CAN3 Lagged Returns
When evaluating 17327CAN3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 17327CAN3 bond have on its future price. 17327CAN3 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, 17327CAN3 autocorrelation shows the relationship between 17327CAN3 bond current value and its past values and can show if there is a momentum factor associated with investing in C 2014 25 JAN 26.
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 17327CAN3 Bond
17327CAN3 financial ratios help investors to determine whether 17327CAN3 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 17327CAN3 with respect to the benefits of owning 17327CAN3 security.