GE CAP INTL Market Value
| 36164QNA2 | 93.24 1.64 1.73% |
| Symbol | 36164QNA2 |
36164QNA2 '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 36164QNA2'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 36164QNA2.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in 36164QNA2 on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding GE CAP INTL or generate 0.0% return on investment in 36164QNA2 over 30 days. 36164QNA2 is related to or competes with 00108WAF7, IShares Global, Caterpillar, 3M, Microsoft, Intel, and Dupont De. More
36164QNA2 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 36164QNA2'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 CAP INTL upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 2.15 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 1.03 |
36164QNA2 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 36164QNA2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 36164QNA2's standard deviation. In reality, there are many statistical measures that can use 36164QNA2 historical prices to predict the future 36164QNA2's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 0.0991 |
GE CAP INTL Backtested Returns
GE CAP INTL retains Efficiency (Sharpe Ratio) of -0.0779, which signifies that the bond had a -0.0779 % return per unit of price deviation over the last 3 months. 36164QNA2 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 36164QNA2's insignificant Information Ratio, coefficient of variation of (4,693), and Market Risk Adjusted Performance of 0.1091 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 36164QNA2 are expected to decrease at a much lower rate. During the bear market, 36164QNA2 is likely to outperform the market.
Auto-correlation | 0.10 |
Insignificant predictability
GE CAP INTL has insignificant predictability. Overlapping area represents the amount of predictability between 36164QNA2 time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd of March 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 GE CAP INTL price movement. The serial correlation of 0.1 indicates that less than 10.0% of current 36164QNA2 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
GE CAP INTL lagged returns against current returns
Autocorrelation, which is 36164QNA2 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 36164QNA2's bond expected returns. We can calculate the autocorrelation of 36164QNA2 returns to help us make a trade decision. For example, suppose you find that 36164QNA2 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 |
36164QNA2 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 36164QNA2 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 36164QNA2 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 36164QNA2 bond over time.
Current vs Lagged Prices |
| Timeline |
36164QNA2 Lagged Returns
When evaluating 36164QNA2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 36164QNA2 bond have on its future price. 36164QNA2 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, 36164QNA2 autocorrelation shows the relationship between 36164QNA2 bond current value and its past values and can show if there is a momentum factor associated with investing in GE CAP INTL.
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 36164QNA2 Bond
36164QNA2 financial ratios help investors to determine whether 36164QNA2 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 36164QNA2 with respect to the benefits of owning 36164QNA2 security.