DEERE 655 percent Market Value
| 244199AW5 | 106.08 2.21 2.04% |
| Symbol | DEERE |
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.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in DEERE on January 27, 2025 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 Sun Country, Singapore Airlines, Universal Music, LATAM Airlines, Global Crossing, Weibo Corp, and International Consolidated. 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.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.45 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 0.9555 |
DEERE Market Risk Indicators
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.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.30) |
DEERE 655 percent Backtested Returns
DEERE 655 percent secures Sharpe Ratio (or Efficiency) of -0.0494, which denotes the bond had a -0.0494 % return per unit of risk over the last 3 months. DEERE 655 percent exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DEERE's Standard Deviation of 0.6465, mean deviation of 0.4776, and Variance of 0.4179 to check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0533, which means not very significant fluctuations relative to the market. 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 | -0.38 |
Poor reverse predictability
DEERE 655 percent has poor reverse predictability. Overlapping area represents the amount of predictability between DEERE time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 -0.38 indicates that just about 38.0% of current DEERE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
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.Other Information on Investing in DEERE Bond
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.