FBINUS 45 25 MAR 52 Market Value
| 34964CAG1 | 78.87 0.00 0.00% |
| Symbol | FBINUS |
Please note, there is a significant difference between FBINUS's value and its price as these two are different measures arrived at by different means. Investors typically determine if FBINUS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FBINUS'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.
FBINUS '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 FBINUS'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 FBINUS.
| 01/14/2024 |
| 02/07/2025 |
If you would invest 0.00 in FBINUS on January 14, 2024 and sell it all today you would earn a total of 0.00 from holding FBINUS 45 25 MAR 52 or generate 0.0% return on investment in FBINUS over 390 days. FBINUS is related to or competes with WT Offshore, KNOT Offshore, Anheuser Busch, Thai Beverage, Vita Coco, and Fomento Economico. More
FBINUS 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 FBINUS'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 FBINUS 45 25 MAR 52 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 5.67 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 2.16 |
FBINUS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FBINUS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FBINUS's standard deviation. In reality, there are many statistical measures that can use FBINUS historical prices to predict the future FBINUS's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | 0.8011 |
FBINUS 45 25 Backtested Returns
FBINUS 45 25 secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the bond had a -0.12 % return per unit of return volatility over the last 3 months. FBINUS 45 25 MAR 52 exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FBINUS's mean deviation of 1.0, and Standard Deviation of 1.35 to check the risk estimate we provide. The entity shows a Beta (market volatility) of -0.22, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FBINUS are expected to decrease at a much lower rate. During the bear market, FBINUS is likely to outperform the market.
Auto-correlation | 0.15 |
Insignificant predictability
FBINUS 45 25 MAR 52 has insignificant predictability. Overlapping area represents the amount of predictability between FBINUS 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 FBINUS 45 25 price movement. The serial correlation of 0.15 indicates that less than 15.0% of current FBINUS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 6.05 |
FBINUS 45 25 lagged returns against current returns
Autocorrelation, which is FBINUS 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 FBINUS's bond expected returns. We can calculate the autocorrelation of FBINUS returns to help us make a trade decision. For example, suppose you find that FBINUS 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 |
FBINUS 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 FBINUS bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FBINUS bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FBINUS bond over time.
Current vs Lagged Prices |
| Timeline |
FBINUS Lagged Returns
When evaluating FBINUS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FBINUS bond have on its future price. FBINUS 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, FBINUS autocorrelation shows the relationship between FBINUS bond current value and its past values and can show if there is a momentum factor associated with investing in FBINUS 45 25 MAR 52.
Regressed Prices |
| Timeline |
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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 FBINUS Bond
FBINUS financial ratios help investors to determine whether FBINUS 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 FBINUS with respect to the benefits of owning FBINUS security.