EDF 475 13 OCT 35 Market Value
| 268317AP9 | 85.86 9.18 9.66% |
| Symbol | 268317AP9 |
Please note, there is a significant difference between 268317AP9's value and its price as these two are different measures arrived at by different means. Investors typically determine if 268317AP9 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 268317AP9'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.
268317AP9 '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 268317AP9'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 268317AP9.
| 06/02/2024 |
| 11/29/2024 |
If you would invest 0.00 in 268317AP9 on June 2, 2024 and sell it all today you would earn a total of 0.00 from holding EDF 475 13 OCT 35 or generate 0.0% return on investment in 268317AP9 over 180 days. 268317AP9 is related to or competes with ATT, Home Depot, Cisco Systems, Dupont De, GE Aerospace, Johnson Johnson, and Intel. More
268317AP9 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 268317AP9'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 EDF 475 13 OCT 35 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 11.69 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 1.88 |
268317AP9 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 268317AP9's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 268317AP9's standard deviation. In reality, there are many statistical measures that can use 268317AP9 historical prices to predict the future 268317AP9's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (0.30) |
EDF 475 13 Backtested Returns
EDF 475 13 secures Sharpe Ratio (or Efficiency) of -0.29, which signifies that the bond had a -0.29% return per unit of price deviation over the last 3 months. EDF 475 13 OCT 35 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 268317AP9's Standard Deviation of 1.69, mean deviation of 0.9948, and Information Ratio of (0.14) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 268317AP9's returns are expected to increase less than the market. However, during the bear market, the loss of holding 268317AP9 is expected to be smaller as well.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
EDF 475 13 OCT 35 has almost perfect reverse predictability. Overlapping area represents the amount of predictability between 268317AP9 time series from 2nd of June 2024 to 31st of August 2024 and 31st of August 2024 to 29th 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 EDF 475 13 price movement. The serial correlation of -0.71 indicates that around 71.0% of current 268317AP9 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 2.31 |
EDF 475 13 lagged returns against current returns
Autocorrelation, which is 268317AP9 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 268317AP9's bond expected returns. We can calculate the autocorrelation of 268317AP9 returns to help us make a trade decision. For example, suppose you find that 268317AP9 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 |
268317AP9 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 268317AP9 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 268317AP9 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 268317AP9 bond over time.
Current vs Lagged Prices |
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268317AP9 Lagged Returns
When evaluating 268317AP9's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 268317AP9 bond have on its future price. 268317AP9 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, 268317AP9 autocorrelation shows the relationship between 268317AP9 bond current value and its past values and can show if there is a momentum factor associated with investing in EDF 475 13 OCT 35.
Regressed Prices |
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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 268317AP9 Bond
268317AP9 financial ratios help investors to determine whether 268317AP9 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 268317AP9 with respect to the benefits of owning 268317AP9 security.