FORD MTR DEL Market Value
| 345370BT6 | 101.30 3.02 2.89% |
| Symbol | 345370BT6 |
345370BT6 '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 345370BT6'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 345370BT6.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in 345370BT6 on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding FORD MTR DEL or generate 0.0% return on investment in 345370BT6 over 720 days. 345370BT6 is related to or competes with BBB Foods, Genuine Parts, Willscot Mobile, Vestis, Titan Machinery, and Triton International. More
345370BT6 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 345370BT6'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 FORD MTR DEL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 7.54 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 1.92 |
345370BT6 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 345370BT6's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 345370BT6's standard deviation. In reality, there are many statistical measures that can use 345370BT6 historical prices to predict the future 345370BT6's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.0018 | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.1161 |
FORD MTR DEL Backtested Returns
FORD MTR DEL secures Sharpe Ratio (or Efficiency) of -0.0442, which signifies that the bond had a -0.0442% return per unit of risk over the last 3 months. FORD MTR DEL exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 345370BT6's Variance of 1.61, mean deviation of 0.8507, and Standard Deviation of 1.27 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 345370BT6 are expected to decrease at a much lower rate. During the bear market, 345370BT6 is likely to outperform the market.
Auto-correlation | -0.42 |
Modest reverse predictability
FORD MTR DEL has modest reverse predictability. Overlapping area represents the amount of predictability between 345370BT6 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 FORD MTR DEL price movement. The serial correlation of -0.42 indicates that just about 42.0% of current 345370BT6 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 1.28 |
FORD MTR DEL lagged returns against current returns
Autocorrelation, which is 345370BT6 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 345370BT6's bond expected returns. We can calculate the autocorrelation of 345370BT6 returns to help us make a trade decision. For example, suppose you find that 345370BT6 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 |
345370BT6 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 345370BT6 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 345370BT6 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 345370BT6 bond over time.
Current vs Lagged Prices |
| Timeline |
345370BT6 Lagged Returns
When evaluating 345370BT6's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 345370BT6 bond have on its future price. 345370BT6 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, 345370BT6 autocorrelation shows the relationship between 345370BT6 bond current value and its past values and can show if there is a momentum factor associated with investing in FORD MTR DEL.
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 345370BT6 Bond
345370BT6 financial ratios help investors to determine whether 345370BT6 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 345370BT6 with respect to the benefits of owning 345370BT6 security.