F 735 06 MAR 30 Market Value
| 345397C68 | 102.13 4.07 3.83% |
| Symbol | 345397C68 |
Please note, there is a significant difference between 345397C68's value and its price as these two are different measures arrived at by different means. Investors typically determine if 345397C68 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 345397C68'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.
345397C68 '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 345397C68'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 345397C68.
| 01/14/2024 |
| 02/07/2025 |
If you would invest 0.00 in 345397C68 on January 14, 2024 and sell it all today you would earn a total of 0.00 from holding F 735 06 MAR 30 or generate 0.0% return on investment in 345397C68 over 390 days. 345397C68 is related to or competes with Uber Technologies, Playstudios, Mattel, ANTA Sports, Weibo Corp, and NetSol Technologies. More
345397C68 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 345397C68'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 F 735 06 MAR 30 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 2.62 | |||
| Value At Risk | (0.86) | |||
| Potential Upside | 0.6395 |
345397C68 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 345397C68's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 345397C68's standard deviation. In reality, there are many statistical measures that can use 345397C68 historical prices to predict the future 345397C68's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 1.24 |
345397C68 Backtested Returns
345397C68 retains Efficiency (Sharpe Ratio) of -0.12, which signifies that the bond had a -0.12 % return per unit of price deviation over the last 3 months. 345397C68 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 345397C68's Market Risk Adjusted Performance of 1.25, information ratio of (0.28), and Standard Deviation of 0.6701 to double-check the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.0779, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 345397C68 are expected to decrease at a much lower rate. During the bear market, 345397C68 is likely to outperform the market.
Auto-correlation | 0.20 |
Weak predictability
F 735 06 MAR 30 has weak predictability. Overlapping area represents the amount of predictability between 345397C68 time series from 14th of January 2024 to 27th of July 2024 and 27th of July 2024 to 7th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of 345397C68 price movement. The serial correlation of 0.2 indicates that over 20.0% of current 345397C68 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1.65 |
345397C68 lagged returns against current returns
Autocorrelation, which is 345397C68 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 345397C68's bond expected returns. We can calculate the autocorrelation of 345397C68 returns to help us make a trade decision. For example, suppose you find that 345397C68 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 |
345397C68 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 345397C68 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 345397C68 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 345397C68 bond over time.
Current vs Lagged Prices |
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345397C68 Lagged Returns
When evaluating 345397C68's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 345397C68 bond have on its future price. 345397C68 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, 345397C68 autocorrelation shows the relationship between 345397C68 bond current value and its past values and can show if there is a momentum factor associated with investing in F 735 06 MAR 30.
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 345397C68 Bond
345397C68 financial ratios help investors to determine whether 345397C68 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 345397C68 with respect to the benefits of owning 345397C68 security.