GPN 495 15 AUG 27 Market Value
| 37940XAP7 | 100.77 0.24 0.24% |
| Symbol | 37940XAP7 |
Please note, there is a significant difference between 37940XAP7's value and its price as these two are different measures arrived at by different means. Investors typically determine if 37940XAP7 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 37940XAP7'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.
37940XAP7 '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 37940XAP7'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 37940XAP7.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in 37940XAP7 on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding GPN 495 15 AUG 27 or generate 0.0% return on investment in 37940XAP7 over 30 days. 37940XAP7 is related to or competes with 00108WAF7, IShares Global, Exxon, Johnson Johnson, 3M, Cisco Systems, and JPMorgan Chase. More
37940XAP7 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 37940XAP7'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 GPN 495 15 AUG 27 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 0.5096 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2102 |
37940XAP7 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 37940XAP7's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 37940XAP7's standard deviation. In reality, there are many statistical measures that can use 37940XAP7 historical prices to predict the future 37940XAP7's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 2.3 |
GPN 495 15 Backtested Returns
At this point, 37940XAP7 is very steady. GPN 495 15 secures Sharpe Ratio (or Efficiency) of 0.0303, which signifies that the bond had a 0.0303 % return per unit of price deviation over the last 3 months. We have found twenty-two technical indicators for GPN 495 15 AUG 27, which you can use to evaluate the volatility of the entity. Please confirm 37940XAP7's Information Ratio of (0.15), coefficient of variation of (3,890), and Mean Deviation of 0.0943 to double-check if the risk estimate we provide is consistent with the expected return of 0.0036%. The bond shows a Beta (market volatility) of -0.0057, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 37940XAP7 are expected to decrease at a much lower rate. During the bear market, 37940XAP7 is likely to outperform the market.
Auto-correlation | -0.58 |
Good reverse predictability
GPN 495 15 AUG 27 has good reverse predictability. Overlapping area represents the amount of predictability between 37940XAP7 time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th 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 GPN 495 15 price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current 37940XAP7 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
GPN 495 15 lagged returns against current returns
Autocorrelation, which is 37940XAP7 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 37940XAP7's bond expected returns. We can calculate the autocorrelation of 37940XAP7 returns to help us make a trade decision. For example, suppose you find that 37940XAP7 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 |
37940XAP7 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 37940XAP7 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 37940XAP7 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 37940XAP7 bond over time.
Current vs Lagged Prices |
| Timeline |
37940XAP7 Lagged Returns
When evaluating 37940XAP7's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 37940XAP7 bond have on its future price. 37940XAP7 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, 37940XAP7 autocorrelation shows the relationship between 37940XAP7 bond current value and its past values and can show if there is a momentum factor associated with investing in GPN 495 15 AUG 27.
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 37940XAP7 Bond
37940XAP7 financial ratios help investors to determine whether 37940XAP7 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 37940XAP7 with respect to the benefits of owning 37940XAP7 security.