DISNEY WALT NEW Market Value
| 25468PDN3 | 71.45 2.78 4.05% |
| Symbol | DISNEY |
DISNEY '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 DISNEY'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 DISNEY.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in DISNEY on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding DISNEY WALT NEW or generate 0.0% return on investment in DISNEY over 720 days. DISNEY is related to or competes with Coca Cola, JPMorgan Chase, Dupont De, Alcoa Corp, Boeing, Microsoft, and Procter Gamble. More
DISNEY 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 DISNEY'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 DISNEY WALT NEW upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 8.25 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.53 |
DISNEY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DISNEY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DISNEY's standard deviation. In reality, there are many statistical measures that can use DISNEY historical prices to predict the future DISNEY's volatility.| Risk Adjusted Performance | 0.0365 | |||
| Jensen Alpha | 0.0271 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.3316 |
DISNEY WALT NEW Backtested Returns
At this point, DISNEY is very steady. DISNEY WALT NEW secures Sharpe Ratio (or Efficiency) of 0.0224, which denotes the bond had a 0.0224% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for DISNEY WALT NEW, which you can use to evaluate the volatility of the entity. Please confirm DISNEY's Mean Deviation of 0.8427, downside deviation of 1.12, and Market Risk Adjusted Performance of 0.3416 to check if the risk estimate we provide is consistent with the expected return of 0.0225%. The bond shows a Beta (market volatility) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, DISNEY's returns are expected to increase less than the market. However, during the bear market, the loss of holding DISNEY is expected to be smaller as well.
Auto-correlation | -0.3 |
Weak reverse predictability
DISNEY WALT NEW has weak reverse predictability. Overlapping area represents the amount of predictability between DISNEY time series from 6th of December 2022 to 1st of December 2023 and 1st 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 DISNEY WALT NEW price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current DISNEY price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 3.66 |
DISNEY WALT NEW lagged returns against current returns
Autocorrelation, which is DISNEY 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 DISNEY's bond expected returns. We can calculate the autocorrelation of DISNEY returns to help us make a trade decision. For example, suppose you find that DISNEY 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 |
DISNEY 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 DISNEY bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DISNEY bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DISNEY bond over time.
Current vs Lagged Prices |
| Timeline |
DISNEY Lagged Returns
When evaluating DISNEY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DISNEY bond have on its future price. DISNEY 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, DISNEY autocorrelation shows the relationship between DISNEY bond current value and its past values and can show if there is a momentum factor associated with investing in DISNEY WALT NEW.
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 DISNEY Bond
DISNEY financial ratios help investors to determine whether DISNEY 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 DISNEY with respect to the benefits of owning DISNEY security.