DIS 85 23 FEB 25 Market Value
| 254687DB9 | 111.49 10.68 10.59% |
| Symbol | 254687DB9 |
Please note, there is a significant difference between 254687DB9's value and its price as these two are different measures arrived at by different means. Investors typically determine if 254687DB9 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 254687DB9'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.
254687DB9 '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 254687DB9'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 254687DB9.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in 254687DB9 on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding DIS 85 23 FEB 25 or generate 0.0% return on investment in 254687DB9 over 30 days. 254687DB9 is related to or competes with JetBlue Airways, SNDL, Boston Beer, SkyWest, and National Beverage. More
254687DB9 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 254687DB9'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 DIS 85 23 FEB 25 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3676 | |||
| Information Ratio | 0.0439 | |||
| Maximum Drawdown | 1.48 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.7292 |
254687DB9 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 254687DB9's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 254687DB9's standard deviation. In reality, there are many statistical measures that can use 254687DB9 historical prices to predict the future 254687DB9's volatility.| Risk Adjusted Performance | 0.0945 | |||
| Jensen Alpha | 0.218 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.178 | |||
| Treynor Ratio | (0.31) |
DIS 85 23 Backtested Returns
At this point, 254687DB9 is very steady. DIS 85 23 secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the bond had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for DIS 85 23 FEB 25, which you can use to evaluate the volatility of the entity. Please confirm 254687DB9's Standard Deviation of 1.49, mean deviation of 0.5278, and Coefficient Of Variation of 851.31 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. The bond shows a Beta (market volatility) of -0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 254687DB9 are expected to decrease at a much lower rate. During the bear market, 254687DB9 is likely to outperform the market.
Auto-correlation | 0.01 |
Virtually no predictability
DIS 85 23 FEB 25 has virtually no predictability. Overlapping area represents the amount of predictability between 254687DB9 time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 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 DIS 85 23 price movement. The serial correlation of 0.01 indicates that just 1.0% of current 254687DB9 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 9.23 |
DIS 85 23 lagged returns against current returns
Autocorrelation, which is 254687DB9 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 254687DB9's bond expected returns. We can calculate the autocorrelation of 254687DB9 returns to help us make a trade decision. For example, suppose you find that 254687DB9 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 |
254687DB9 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 254687DB9 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 254687DB9 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 254687DB9 bond over time.
Current vs Lagged Prices |
| Timeline |
254687DB9 Lagged Returns
When evaluating 254687DB9's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 254687DB9 bond have on its future price. 254687DB9 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, 254687DB9 autocorrelation shows the relationship between 254687DB9 bond current value and its past values and can show if there is a momentum factor associated with investing in DIS 85 23 FEB 25.
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 254687DB9 Bond
254687DB9 financial ratios help investors to determine whether 254687DB9 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 254687DB9 with respect to the benefits of owning 254687DB9 security.