WALT DISNEY CO Market Value
| 254687FQ4 | 98.61 2.77 2.89% |
| Symbol | 254687FQ4 |
254687FQ4 '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 254687FQ4'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 254687FQ4.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in 254687FQ4 on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding WALT DISNEY CO or generate 0.0% return on investment in 254687FQ4 over 660 days. 254687FQ4 is related to or competes with Nextplat Corp, Bassett Furniture, Live Ventures, Western Acquisition, Hudson Pacific, and Boston Properties. More
254687FQ4 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 254687FQ4'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 WALT DISNEY CO upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6557 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 4.27 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.4778 |
254687FQ4 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 254687FQ4's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 254687FQ4's standard deviation. In reality, there are many statistical measures that can use 254687FQ4 historical prices to predict the future 254687FQ4's volatility.| Risk Adjusted Performance | 0.0169 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | 0.0623 |
WALT DISNEY CO Backtested Returns
At this point, 254687FQ4 is very steady. WALT DISNEY CO secures Sharpe Ratio (or Efficiency) of 0.0279, which signifies that the bond had a 0.0279% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for WALT DISNEY CO, which you can use to evaluate the volatility of the entity. Please confirm 254687FQ4's Risk Adjusted Performance of 0.0169, coefficient of variation of 5130.37, and Semi Deviation of 0.622 to double-check if the risk estimate we provide is consistent with the expected return of 0.0163%. The entity shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 254687FQ4's returns are expected to increase less than the market. However, during the bear market, the loss of holding 254687FQ4 is expected to be smaller as well.
Auto-correlation | -0.51 |
Good reverse predictability
WALT DISNEY CO has good reverse predictability. Overlapping area represents the amount of predictability between 254687FQ4 time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 WALT DISNEY CO price movement. The serial correlation of -0.51 indicates that about 51.0% of current 254687FQ4 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 2.5 |
WALT DISNEY CO lagged returns against current returns
Autocorrelation, which is 254687FQ4 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 254687FQ4's bond expected returns. We can calculate the autocorrelation of 254687FQ4 returns to help us make a trade decision. For example, suppose you find that 254687FQ4 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 |
254687FQ4 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 254687FQ4 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 254687FQ4 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 254687FQ4 bond over time.
Current vs Lagged Prices |
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254687FQ4 Lagged Returns
When evaluating 254687FQ4's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 254687FQ4 bond have on its future price. 254687FQ4 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, 254687FQ4 autocorrelation shows the relationship between 254687FQ4 bond current value and its past values and can show if there is a momentum factor associated with investing in WALT DISNEY CO.
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 254687FQ4 Bond
254687FQ4 financial ratios help investors to determine whether 254687FQ4 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 254687FQ4 with respect to the benefits of owning 254687FQ4 security.