EXPEDIA INC Market Value
| 30212PAR6 | 91.92 0.39 0.42% |
| Symbol | EXPEDIA |
EXPEDIA '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 EXPEDIA'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 EXPEDIA.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in EXPEDIA on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding EXPEDIA INC or generate 0.0% return on investment in EXPEDIA over 720 days. EXPEDIA is related to or competes with Coca Cola, JPMorgan Chase, Dupont De, Alcoa Corp, Boeing, Microsoft, and Procter Gamble. More
EXPEDIA 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 EXPEDIA'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 EXPEDIA INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 2.53 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 0.4382 |
EXPEDIA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EXPEDIA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EXPEDIA's standard deviation. In reality, there are many statistical measures that can use EXPEDIA historical prices to predict the future EXPEDIA's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.88) |
EXPEDIA INC Backtested Returns
EXPEDIA INC secures Sharpe Ratio (or Efficiency) of -0.16, which denotes the bond had a -0.16% return per unit of risk over the last 3 months. EXPEDIA INC exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EXPEDIA's Mean Deviation of 0.2579, coefficient of variation of (2,010), and Standard Deviation of 0.4048 to check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0342, which means not very significant fluctuations relative to the market. As returns on the market increase, EXPEDIA's returns are expected to increase less than the market. However, during the bear market, the loss of holding EXPEDIA is expected to be smaller as well.
Auto-correlation | -0.35 |
Poor reverse predictability
EXPEDIA INC has poor reverse predictability. Overlapping area represents the amount of predictability between EXPEDIA time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th 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 EXPEDIA INC price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current EXPEDIA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 3.24 |
EXPEDIA INC lagged returns against current returns
Autocorrelation, which is EXPEDIA 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 EXPEDIA's bond expected returns. We can calculate the autocorrelation of EXPEDIA returns to help us make a trade decision. For example, suppose you find that EXPEDIA 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 |
EXPEDIA 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 EXPEDIA bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EXPEDIA bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EXPEDIA bond over time.
Current vs Lagged Prices |
| Timeline |
EXPEDIA Lagged Returns
When evaluating EXPEDIA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EXPEDIA bond have on its future price. EXPEDIA 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, EXPEDIA autocorrelation shows the relationship between EXPEDIA bond current value and its past values and can show if there is a momentum factor associated with investing in EXPEDIA INC.
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 EXPEDIA Bond
EXPEDIA financial ratios help investors to determine whether EXPEDIA 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 EXPEDIA with respect to the benefits of owning EXPEDIA security.