FORD MTR CR Market Value
| 345397XU2 | 99.36 0.12 0.12% |
| Symbol | 345397XU2 |
345397XU2 '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 345397XU2'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 345397XU2.
| 11/01/2024 |
| 01/30/2025 |
If you would invest 0.00 in 345397XU2 on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding FORD MTR CR or generate 0.0% return on investment in 345397XU2 over 90 days. 345397XU2 is related to or competes with Iridium Communications, Apogee Therapeutics,, RadNet, Integral, Spyre Therapeutics, Weibo Corp, and Cardinal Health. More
345397XU2 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 345397XU2'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 CR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 6.14 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 0.2936 |
345397XU2 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 345397XU2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 345397XU2's standard deviation. In reality, there are many statistical measures that can use 345397XU2 historical prices to predict the future 345397XU2's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (0.47) |
FORD MTR CR Backtested Returns
FORD MTR CR secures Sharpe Ratio (or Efficiency) of -0.0946, which signifies that the bond had a -0.0946 % return per unit of risk over the last 3 months. FORD MTR CR exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 345397XU2's Mean Deviation of 0.2762, variance of 0.4761, and Standard Deviation of 0.69 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 345397XU2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 345397XU2 is expected to be smaller as well.
Auto-correlation | 0.43 |
Average predictability
FORD MTR CR has average predictability. Overlapping area represents the amount of predictability between 345397XU2 time series from 1st of November 2024 to 16th of December 2024 and 16th of December 2024 to 30th of January 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 FORD MTR CR price movement. The serial correlation of 0.43 indicates that just about 43.0% of current 345397XU2 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
FORD MTR CR lagged returns against current returns
Autocorrelation, which is 345397XU2 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 345397XU2's bond expected returns. We can calculate the autocorrelation of 345397XU2 returns to help us make a trade decision. For example, suppose you find that 345397XU2 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 |
345397XU2 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 345397XU2 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 345397XU2 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 345397XU2 bond over time.
Current vs Lagged Prices |
| Timeline |
345397XU2 Lagged Returns
When evaluating 345397XU2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 345397XU2 bond have on its future price. 345397XU2 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, 345397XU2 autocorrelation shows the relationship between 345397XU2 bond current value and its past values and can show if there is a momentum factor associated with investing in FORD MTR CR.
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 345397XU2 Bond
345397XU2 financial ratios help investors to determine whether 345397XU2 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 345397XU2 with respect to the benefits of owning 345397XU2 security.