DB 2552 07 JAN 28 Market Value
| 25160PAH0 | 92.05 2.96 3.12% |
| Symbol | 25160PAH0 |
Please note, there is a significant difference between 25160PAH0's value and its price as these two are different measures arrived at by different means. Investors typically determine if 25160PAH0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 25160PAH0'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.
25160PAH0 '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 25160PAH0'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 25160PAH0.
| 12/13/2024 |
| 01/12/2025 |
If you would invest 0.00 in 25160PAH0 on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding DB 2552 07 JAN 28 or generate 0.0% return on investment in 25160PAH0 over 30 days. 25160PAH0 is related to or competes with Black Spade, Hudson Acquisition, MGIC Investment, Cedar Realty, Artisan Partners, Enel Chile, and Summit Hotel. More
25160PAH0 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 25160PAH0'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 DB 2552 07 JAN 28 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 14.77 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 1.9 |
25160PAH0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 25160PAH0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 25160PAH0's standard deviation. In reality, there are many statistical measures that can use 25160PAH0 historical prices to predict the future 25160PAH0's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 2.62 |
DB 2552 07 Backtested Returns
DB 2552 07 retains Efficiency (Sharpe Ratio) of -0.13, which signifies that the bond had a -0.13% return per unit of price deviation over the last 3 months. 25160PAH0 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 25160PAH0's Standard Deviation of 1.77, information ratio of (0.01), and Market Risk Adjusted Performance of 2.63 to double-check the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.0143, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 25160PAH0 are expected to decrease at a much lower rate. During the bear market, 25160PAH0 is likely to outperform the market.
Auto-correlation | -0.18 |
Insignificant reverse predictability
DB 2552 07 JAN 28 has insignificant reverse predictability. Overlapping area represents the amount of predictability between 25160PAH0 time series from 13th of December 2024 to 28th of December 2024 and 28th of December 2024 to 12th 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 DB 2552 07 price movement. The serial correlation of -0.18 indicates that over 18.0% of current 25160PAH0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.91 |
DB 2552 07 lagged returns against current returns
Autocorrelation, which is 25160PAH0 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 25160PAH0's bond expected returns. We can calculate the autocorrelation of 25160PAH0 returns to help us make a trade decision. For example, suppose you find that 25160PAH0 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 |
25160PAH0 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 25160PAH0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 25160PAH0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 25160PAH0 bond over time.
Current vs Lagged Prices |
| Timeline |
25160PAH0 Lagged Returns
When evaluating 25160PAH0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 25160PAH0 bond have on its future price. 25160PAH0 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, 25160PAH0 autocorrelation shows the relationship between 25160PAH0 bond current value and its past values and can show if there is a momentum factor associated with investing in DB 2552 07 JAN 28.
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in 25160PAH0 Bond
25160PAH0 financial ratios help investors to determine whether 25160PAH0 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 25160PAH0 with respect to the benefits of owning 25160PAH0 security.