FRESLN 425 02 OCT 50 Market Value
| 358070AB6 | 74.13 4.34 6.22% |
| Symbol | FRESLN |
Please note, there is a significant difference between FRESLN's value and its price as these two are different measures arrived at by different means. Investors typically determine if FRESLN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FRESLN'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.
FRESLN '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 FRESLN'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 FRESLN.
| 01/04/2025 |
| 02/03/2025 |
If you would invest 0.00 in FRESLN on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding FRESLN 425 02 OCT 50 or generate 0.0% return on investment in FRESLN over 30 days. FRESLN is related to or competes with 00108WAF7, 90331HPL1, Bayerische Motoren, Permex Petroleum, Visa, Gilat Satellite, and Check Point. More
FRESLN 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 FRESLN'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 FRESLN 425 02 OCT 50 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 4.49 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 1.97 |
FRESLN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FRESLN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FRESLN's standard deviation. In reality, there are many statistical measures that can use FRESLN historical prices to predict the future FRESLN's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.11) |
FRESLN 425 02 Backtested Returns
At this point, FRESLN is very steady. FRESLN 425 02 secures Sharpe Ratio (or Efficiency) of 0.0637, which denotes the bond had a 0.0637 % return per unit of return volatility over the last 3 months. We have found twenty-two technical indicators for FRESLN 425 02 OCT 50, which you can use to evaluate the volatility of the entity. Please confirm FRESLN's mean deviation of 0.9242, and Standard Deviation of 1.61 to check if the risk estimate we provide is consistent with the expected return of 0.0966%. The bond shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, FRESLN's returns are expected to increase less than the market. However, during the bear market, the loss of holding FRESLN is expected to be smaller as well.
Auto-correlation | 0.10 |
Insignificant predictability
FRESLN 425 02 OCT 50 has insignificant predictability. Overlapping area represents the amount of predictability between FRESLN time series from 4th of January 2025 to 19th of January 2025 and 19th of January 2025 to 3rd 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 FRESLN 425 02 price movement. The serial correlation of 0.1 indicates that less than 10.0% of current FRESLN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
FRESLN 425 02 lagged returns against current returns
Autocorrelation, which is FRESLN 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 FRESLN's bond expected returns. We can calculate the autocorrelation of FRESLN returns to help us make a trade decision. For example, suppose you find that FRESLN 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 |
FRESLN 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 FRESLN bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FRESLN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FRESLN bond over time.
Current vs Lagged Prices |
| Timeline |
FRESLN Lagged Returns
When evaluating FRESLN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FRESLN bond have on its future price. FRESLN 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, FRESLN autocorrelation shows the relationship between FRESLN bond current value and its past values and can show if there is a momentum factor associated with investing in FRESLN 425 02 OCT 50.
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 FRESLN Bond
FRESLN financial ratios help investors to determine whether FRESLN 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 FRESLN with respect to the benefits of owning FRESLN security.