Fair Isaac 4 Market Value
| 303250AF1 | 95.25 0.26 0.27% |
| Symbol | 303250AF1 |
303250AF1 '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 303250AF1'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 303250AF1.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in 303250AF1 on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Fair Isaac 4 or generate 0.0% return on investment in 303250AF1 over 30 days. 303250AF1 is related to or competes with PennantPark Investment, Hf Foods, Comstock Holding, Western Asset, Marfrig Global, Bank of America, and Grocery Outlet. More
303250AF1 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 303250AF1'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 Fair Isaac 4 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 6.28 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 0.7148 |
303250AF1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 303250AF1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 303250AF1's standard deviation. In reality, there are many statistical measures that can use 303250AF1 historical prices to predict the future 303250AF1's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.78 |
Fair Isaac 4 Backtested Returns
Fair Isaac 4 secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the bond had a -0.12% return per unit of volatility over the last 3 months. Fair Isaac 4 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 303250AF1's Mean Deviation of 0.4533, market risk adjusted performance of 0.79, and Standard Deviation of 0.7923 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 303250AF1 are expected to decrease at a much lower rate. During the bear market, 303250AF1 is likely to outperform the market.
Auto-correlation | 0.24 |
Weak predictability
Fair Isaac 4 has weak predictability. Overlapping area represents the amount of predictability between 303250AF1 time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 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 Fair Isaac 4 price movement. The serial correlation of 0.24 indicates that over 24.0% of current 303250AF1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
Fair Isaac 4 lagged returns against current returns
Autocorrelation, which is 303250AF1 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 303250AF1's bond expected returns. We can calculate the autocorrelation of 303250AF1 returns to help us make a trade decision. For example, suppose you find that 303250AF1 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 |
303250AF1 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 303250AF1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 303250AF1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 303250AF1 bond over time.
Current vs Lagged Prices |
| Timeline |
303250AF1 Lagged Returns
When evaluating 303250AF1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 303250AF1 bond have on its future price. 303250AF1 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, 303250AF1 autocorrelation shows the relationship between 303250AF1 bond current value and its past values and can show if there is a momentum factor associated with investing in Fair Isaac 4.
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 303250AF1 Bond
303250AF1 financial ratios help investors to determine whether 303250AF1 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 303250AF1 with respect to the benefits of owning 303250AF1 security.