DEERE's market value is the price at which a share of DEERE trades on an exchange. It measures the collective expectations of DEERE 655 percent investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of DEERE 655 percent and determine expected loss or profit from investing in DEERE over a given investment horizon. Check out DEERE Correlation, DEERE Volatility and DEERE Alpha and Beta module to complement your research on DEERE.
Please note, there is a significant difference between DEERE's value and its price as these two are different measures arrived at by different means. Investors typically determine if DEERE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DEERE'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.
DEERE '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 DEERE'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 DEERE.
0.00
12/20/2024
No Change 0.00
0.0
In 30 days
01/19/2025
0.00
If you would invest 0.00 in DEERE on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding DEERE 655 percent or generate 0.0% return on investment in DEERE over 30 days. DEERE is related to or competes with Dalata Hotel, Toro, RBC Bearings, Sweetgreen, RCI Hospitality, and Target Hospitality. Deere Company , along with its subsidiaries, operates in three segments agriculture and turf segment, construction and f... More
DEERE 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 DEERE'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 DEERE 655 percent upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for DEERE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DEERE's standard deviation. In reality, there are many statistical measures that can use DEERE historical prices to predict the future DEERE's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as DEERE. Your research has to be compared to or analyzed against DEERE's peers to derive any actionable benefits. When done correctly, DEERE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in DEERE 655 percent.
DEERE 655 percent Backtested Returns
DEERE 655 percent secures Sharpe Ratio (or Efficiency) of -0.0344, which denotes the bond had a -0.0344% return per unit of risk over the last 3 months. DEERE 655 percent exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DEERE's Downside Deviation of 1.32, coefficient of variation of 8824.03, and Mean Deviation of 0.7983 to check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.36, which means possible diversification benefits within a given portfolio. As returns on the market increase, DEERE's returns are expected to increase less than the market. However, during the bear market, the loss of holding DEERE is expected to be smaller as well.
Auto-correlation
0.53
Modest predictability
DEERE 655 percent has modest predictability. Overlapping area represents the amount of predictability between DEERE time series from 20th of December 2024 to 4th of January 2025 and 4th of January 2025 to 19th 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 DEERE 655 percent price movement. The serial correlation of 0.53 indicates that about 53.0% of current DEERE price fluctuation can be explain by its past prices.
Correlation Coefficient
0.53
Spearman Rank Test
-0.24
Residual Average
0.0
Price Variance
1.45
DEERE 655 percent lagged returns against current returns
Autocorrelation, which is DEERE 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 DEERE's bond expected returns. We can calculate the autocorrelation of DEERE returns to help us make a trade decision. For example, suppose you find that DEERE 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
DEERE 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 DEERE bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DEERE bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DEERE bond over time.
Current vs Lagged Prices
Timeline
DEERE Lagged Returns
When evaluating DEERE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DEERE bond have on its future price. DEERE 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, DEERE autocorrelation shows the relationship between DEERE bond current value and its past values and can show if there is a momentum factor associated with investing in DEERE 655 percent.
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.
DEERE financial ratios help investors to determine whether DEERE 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 DEERE with respect to the benefits of owning DEERE security.