GEORGETOWN UNIV 4315 Market Value
| 37310PAC5 | 87.14 1.22 1.38% |
| Symbol | GEORGETOWN |
GEORGETOWN '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 GEORGETOWN'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 GEORGETOWN.
| 11/13/2024 |
| 12/13/2024 |
If you would invest 0.00 in GEORGETOWN on November 13, 2024 and sell it all today you would earn a total of 0.00 from holding GEORGETOWN UNIV 4315 or generate 0.0% return on investment in GEORGETOWN over 30 days. GEORGETOWN is related to or competes with Microbot Medical, Teleflex Incorporated, Meiwu Technology, Avadel Pharmaceuticals, Tandem Diabetes, Titan Machinery, and National Vision. More
GEORGETOWN 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 GEORGETOWN'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 GEORGETOWN UNIV 4315 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.73 | |||
| Information Ratio | (0.0003) | |||
| Maximum Drawdown | 8.78 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 2.78 |
GEORGETOWN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GEORGETOWN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GEORGETOWN's standard deviation. In reality, there are many statistical measures that can use GEORGETOWN historical prices to predict the future GEORGETOWN's volatility.| Risk Adjusted Performance | 0.0541 | |||
| Jensen Alpha | 0.0642 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.0002) | |||
| Treynor Ratio | 0.2778 |
GEORGETOWN UNIV 4315 Backtested Returns
GEORGETOWN UNIV 4315 holds Efficiency (Sharpe) Ratio of -0.0526, which attests that the entity had a -0.0526% return per unit of volatility over the last 3 months. GEORGETOWN UNIV 4315 exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GEORGETOWN's risk adjusted performance of 0.0541, and Market Risk Adjusted Performance of 0.2878 to validate the risk estimate we provide. The bond retains a Market Volatility (i.e., Beta) of 0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, GEORGETOWN's returns are expected to increase less than the market. However, during the bear market, the loss of holding GEORGETOWN is expected to be smaller as well.
Auto-correlation | 0.08 |
Virtually no predictability
GEORGETOWN UNIV 4315 has virtually no predictability. Overlapping area represents the amount of predictability between GEORGETOWN time series from 13th of November 2024 to 28th of November 2024 and 28th of November 2024 to 13th 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 GEORGETOWN UNIV 4315 price movement. The serial correlation of 0.08 indicates that barely 8.0% of current GEORGETOWN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
GEORGETOWN UNIV 4315 lagged returns against current returns
Autocorrelation, which is GEORGETOWN 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 GEORGETOWN's bond expected returns. We can calculate the autocorrelation of GEORGETOWN returns to help us make a trade decision. For example, suppose you find that GEORGETOWN 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 |
GEORGETOWN 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 GEORGETOWN bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GEORGETOWN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GEORGETOWN bond over time.
Current vs Lagged Prices |
| Timeline |
GEORGETOWN Lagged Returns
When evaluating GEORGETOWN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GEORGETOWN bond have on its future price. GEORGETOWN 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, GEORGETOWN autocorrelation shows the relationship between GEORGETOWN bond current value and its past values and can show if there is a momentum factor associated with investing in GEORGETOWN UNIV 4315.
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 GEORGETOWN Bond
GEORGETOWN financial ratios help investors to determine whether GEORGETOWN 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 GEORGETOWN with respect to the benefits of owning GEORGETOWN security.