DT 3625 21 JAN 50 Market Value
| 251566AA3 | 74.65 3.17 4.43% |
| Symbol | 251566AA3 |
Please note, there is a significant difference between 251566AA3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 251566AA3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 251566AA3'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.
251566AA3 '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 251566AA3'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 251566AA3.
| 11/30/2024 |
| 12/30/2024 |
If you would invest 0.00 in 251566AA3 on November 30, 2024 and sell it all today you would earn a total of 0.00 from holding DT 3625 21 JAN 50 or generate 0.0% return on investment in 251566AA3 over 30 days. 251566AA3 is related to or competes with 00108WAF7, 90331HPL1, Republic Bancorp, BYD Co, Fast Retailing, RCM Technologies, and Trio Tech. More
251566AA3 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 251566AA3'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 DT 3625 21 JAN 50 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.0 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 28.47 | |||
| Value At Risk | (5.06) | |||
| Potential Upside | 2.61 |
251566AA3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 251566AA3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 251566AA3's standard deviation. In reality, there are many statistical measures that can use 251566AA3 historical prices to predict the future 251566AA3's volatility.| Risk Adjusted Performance | 0.0094 | |||
| Jensen Alpha | 0.0214 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0026 |
DT 3625 21 Backtested Returns
251566AA3 appears to be very steady, given 3 months investment horizon. DT 3625 21 retains Efficiency (Sharpe Ratio) of 0.0844, which signifies that the bond had a 0.0844% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for 251566AA3, which you can use to evaluate the volatility of the entity. Please makes use of 251566AA3's Downside Deviation of 3.0, market risk adjusted performance of 0.0126, and Standard Deviation of 3.63 to double-check if our risk estimates are consistent with your expectations. The bond owns a Beta (Systematic Risk) of -1.09, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning 251566AA3 are expected to decrease slowly. On the other hand, during market turmoil, 251566AA3 is expected to outperform it slightly.
Auto-correlation | -0.87 |
Excellent reverse predictability
DT 3625 21 JAN 50 has excellent reverse predictability. Overlapping area represents the amount of predictability between 251566AA3 time series from 30th of November 2024 to 15th of December 2024 and 15th of December 2024 to 30th of December 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 DT 3625 21 price movement. The serial correlation of -0.87 indicates that approximately 87.0% of current 251566AA3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.87 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 15.37 |
DT 3625 21 lagged returns against current returns
Autocorrelation, which is 251566AA3 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 251566AA3's bond expected returns. We can calculate the autocorrelation of 251566AA3 returns to help us make a trade decision. For example, suppose you find that 251566AA3 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 |
251566AA3 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 251566AA3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 251566AA3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 251566AA3 bond over time.
Current vs Lagged Prices |
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251566AA3 Lagged Returns
When evaluating 251566AA3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 251566AA3 bond have on its future price. 251566AA3 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, 251566AA3 autocorrelation shows the relationship between 251566AA3 bond current value and its past values and can show if there is a momentum factor associated with investing in DT 3625 21 JAN 50.
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 251566AA3 Bond
251566AA3 financial ratios help investors to determine whether 251566AA3 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 251566AA3 with respect to the benefits of owning 251566AA3 security.