Graham Holdings 575 Market Value
| 384637AA2 | 99.49 0.01 0.01% |
| Symbol | Graham |
Graham '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 Graham'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 Graham.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Graham on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Graham Holdings 575 or generate 0.0% return on investment in Graham over 360 days. Graham is related to or competes with Harmony Gold, Parker Hannifin, Village Super, GMS, Apogee Enterprises, Flexible Solutions, and Grocery Outlet. More
Graham 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 Graham'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 Graham Holdings 575 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 1.82 | |||
| Value At Risk | (0.53) | |||
| Potential Upside | 0.3116 |
Graham Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Graham's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Graham's standard deviation. In reality, there are many statistical measures that can use Graham historical prices to predict the future Graham's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 4.65 |
Graham Holdings 575 Backtested Returns
Graham Holdings 575 holds Efficiency (Sharpe) Ratio of -0.0718, which attests that the entity had a -0.0718% return per unit of standard deviation over the last 3 months. Graham Holdings 575 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Graham's risk adjusted performance of (0.02), and Market Risk Adjusted Performance of 4.66 to validate the risk estimate we provide. The bond retains a Market Volatility (i.e., Beta) of -0.0033, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Graham are expected to decrease at a much lower rate. During the bear market, Graham is likely to outperform the market.
Auto-correlation | -0.09 |
Very weak reverse predictability
Graham Holdings 575 has very weak reverse predictability. Overlapping area represents the amount of predictability between Graham time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 Graham Holdings 575 price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Graham price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Graham Holdings 575 lagged returns against current returns
Autocorrelation, which is Graham 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 Graham's bond expected returns. We can calculate the autocorrelation of Graham returns to help us make a trade decision. For example, suppose you find that Graham 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 |
Graham 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 Graham bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Graham bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Graham bond over time.
Current vs Lagged Prices |
| Timeline |
Graham Lagged Returns
When evaluating Graham's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Graham bond have on its future price. Graham 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, Graham autocorrelation shows the relationship between Graham bond current value and its past values and can show if there is a momentum factor associated with investing in Graham Holdings 575.
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 Graham Bond
Graham financial ratios help investors to determine whether Graham 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 Graham with respect to the benefits of owning Graham security.