GE GLOBAL INS Market Value
| 36158FAA8 | 102.46 0.55 0.53% |
| Symbol | 36158FAA8 |
36158FAA8 '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 36158FAA8'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 36158FAA8.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in 36158FAA8 on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding GE GLOBAL INS or generate 0.0% return on investment in 36158FAA8 over 360 days. 36158FAA8 is related to or competes with 00108WAF7, 90331HPL1, Jackson Financial, MetLife, Brera Holdings, Fortinet, and Cisco Systems. More
36158FAA8 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 36158FAA8'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 GE GLOBAL INS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.72 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.59 |
36158FAA8 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 36158FAA8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 36158FAA8's standard deviation. In reality, there are many statistical measures that can use 36158FAA8 historical prices to predict the future 36158FAA8's volatility.| Risk Adjusted Performance | 0.001 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.26) |
GE GLOBAL INS Backtested Returns
At this point, 36158FAA8 is very steady. GE GLOBAL INS retains Efficiency (Sharpe Ratio) of 0.0475, which signifies that the bond had a 0.0475% return per unit of price deviation over the last 3 months. We have found twenty-one technical indicators for 36158FAA8, which you can use to evaluate the volatility of the entity. Please confirm 36158FAA8's Coefficient Of Variation of (45,585), information ratio of (0.13), and Market Risk Adjusted Performance of (0.25) to double-check if the risk estimate we provide is consistent with the expected return of 0.0415%. The bond owns a Beta (Systematic Risk) of 0.0464, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 36158FAA8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 36158FAA8 is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
GE GLOBAL INS has insignificant reverse predictability. Overlapping area represents the amount of predictability between 36158FAA8 time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd of December 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 GE GLOBAL INS price movement. The serial correlation of -0.16 indicates that over 16.0% of current 36158FAA8 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
GE GLOBAL INS lagged returns against current returns
Autocorrelation, which is 36158FAA8 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 36158FAA8's bond expected returns. We can calculate the autocorrelation of 36158FAA8 returns to help us make a trade decision. For example, suppose you find that 36158FAA8 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 |
36158FAA8 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 36158FAA8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 36158FAA8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 36158FAA8 bond over time.
Current vs Lagged Prices |
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36158FAA8 Lagged Returns
When evaluating 36158FAA8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 36158FAA8 bond have on its future price. 36158FAA8 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, 36158FAA8 autocorrelation shows the relationship between 36158FAA8 bond current value and its past values and can show if there is a momentum factor associated with investing in GE GLOBAL INS.
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 36158FAA8 Bond
36158FAA8 financial ratios help investors to determine whether 36158FAA8 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 36158FAA8 with respect to the benefits of owning 36158FAA8 security.