GE 518614 05 MAY 26 Market Value
| 36962GW75 | 100.22 0.10 0.1% |
| Symbol | 36962GW75 |
Please note, there is a significant difference between 36962GW75's value and its price as these two are different measures arrived at by different means. Investors typically determine if 36962GW75 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 36962GW75'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.
36962GW75 '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 36962GW75'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 36962GW75.
| 11/28/2023 |
| 11/22/2024 |
If you would invest 0.00 in 36962GW75 on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding GE 518614 05 MAY 26 or generate 0.0% return on investment in 36962GW75 over 360 days. 36962GW75 is related to or competes with 00108WAF7, 90331HPL1, 3M, Alcoa Corp, ATT, Johnson Johnson, and Intel. More
36962GW75 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 36962GW75'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 518614 05 MAY 26 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2067 | |||
| Information Ratio | (0.53) | |||
| Maximum Drawdown | 1.31 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.2802 |
36962GW75 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 36962GW75's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 36962GW75's standard deviation. In reality, there are many statistical measures that can use 36962GW75 historical prices to predict the future 36962GW75's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.51) | |||
| Treynor Ratio | (0.20) |
GE 518614 05 Backtested Returns
At this point, 36962GW75 is very steady. GE 518614 05 retains Efficiency (Sharpe Ratio) of 0.0265, which signifies that the bond had a 0.0265% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for 36962GW75, which you can use to evaluate the volatility of the entity. Please confirm 36962GW75's Market Risk Adjusted Performance of (0.19), standard deviation of 0.1978, and Semi Deviation of 0.1886 to double-check if the risk estimate we provide is consistent with the expected return of 0.0046%. The bond owns a Beta (Systematic Risk) of 0.0282, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 36962GW75's returns are expected to increase less than the market. However, during the bear market, the loss of holding 36962GW75 is expected to be smaller as well.
Auto-correlation | -0.15 |
Insignificant reverse predictability
GE 518614 05 MAY 26 has insignificant reverse predictability. Overlapping area represents the amount of predictability between 36962GW75 time series from 28th of November 2023 to 26th of May 2024 and 26th of May 2024 to 22nd of November 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 518614 05 price movement. The serial correlation of -0.15 indicates that less than 15.0% of current 36962GW75 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
GE 518614 05 lagged returns against current returns
Autocorrelation, which is 36962GW75 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 36962GW75's bond expected returns. We can calculate the autocorrelation of 36962GW75 returns to help us make a trade decision. For example, suppose you find that 36962GW75 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 |
36962GW75 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 36962GW75 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 36962GW75 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 36962GW75 bond over time.
Current vs Lagged Prices |
| Timeline |
36962GW75 Lagged Returns
When evaluating 36962GW75's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 36962GW75 bond have on its future price. 36962GW75 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, 36962GW75 autocorrelation shows the relationship between 36962GW75 bond current value and its past values and can show if there is a momentum factor associated with investing in GE 518614 05 MAY 26.
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 36962GW75 Bond
36962GW75 financial ratios help investors to determine whether 36962GW75 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 36962GW75 with respect to the benefits of owning 36962GW75 security.