Delmarva Power 415 Market Value
| 247109BT7 | 81.00 0.21 0.26% |
| Symbol | Delmarva |
Delmarva '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 Delmarva'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 Delmarva.
| 08/30/2024 |
| 02/26/2025 |
If you would invest 0.00 in Delmarva on August 30, 2024 and sell it all today you would earn a total of 0.00 from holding Delmarva Power 415 or generate 0.0% return on investment in Delmarva over 180 days. Delmarva is related to or competes with NETGEAR, Western Copper, Griffon, Highway Holdings, Lithium Americas, Hudson Technologies, and Anterix. More
Delmarva 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 Delmarva'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 Delmarva Power 415 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.06 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 2.57 |
Delmarva Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delmarva's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delmarva's standard deviation. In reality, there are many statistical measures that can use Delmarva historical prices to predict the future Delmarva's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 0.4374 |
Delmarva Power 415 Backtested Returns
Delmarva Power 415 secures Sharpe Ratio (or Efficiency) of -0.28, which denotes the bond had a -0.28 % return per unit of risk over the last 3 months. Delmarva Power 415 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Delmarva's Mean Deviation of 1.05, standard deviation of 1.37, and Variance of 1.88 to check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.1, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Delmarva are expected to decrease at a much lower rate. During the bear market, Delmarva is likely to outperform the market.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Delmarva Power 415 has insignificant reverse predictability. Overlapping area represents the amount of predictability between Delmarva time series from 30th of August 2024 to 28th of November 2024 and 28th of November 2024 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 Delmarva Power 415 price movement. The serial correlation of -0.16 indicates that over 16.0% of current Delmarva price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 1.63 |
Delmarva Power 415 lagged returns against current returns
Autocorrelation, which is Delmarva 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 Delmarva's bond expected returns. We can calculate the autocorrelation of Delmarva returns to help us make a trade decision. For example, suppose you find that Delmarva 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 |
Delmarva 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 Delmarva bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Delmarva bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Delmarva bond over time.
Current vs Lagged Prices |
| Timeline |
Delmarva Lagged Returns
When evaluating Delmarva's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Delmarva bond have on its future price. Delmarva 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, Delmarva autocorrelation shows the relationship between Delmarva bond current value and its past values and can show if there is a momentum factor associated with investing in Delmarva Power 415.
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 Delmarva Bond
Delmarva financial ratios help investors to determine whether Delmarva 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 Delmarva with respect to the benefits of owning Delmarva security.