GUARDN 1625 16 SEP 28 Market Value
| 40139LBE2 | 84.24 0.00 0.00% |
| Symbol | GUARDN |
Please note, there is a significant difference between GUARDN's value and its price as these two are different measures arrived at by different means. Investors typically determine if GUARDN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GUARDN'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.
GUARDN '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 GUARDN'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 GUARDN.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in GUARDN on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding GUARDN 1625 16 SEP 28 or generate 0.0% return on investment in GUARDN over 90 days. GUARDN is related to or competes with ATT, Home Depot, Cisco Systems, Dupont De, GE Aerospace, Johnson Johnson, and Intel. More
GUARDN 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 GUARDN'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 GUARDN 1625 16 SEP 28 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 10.4 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 1.59 |
GUARDN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GUARDN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GUARDN's standard deviation. In reality, there are many statistical measures that can use GUARDN historical prices to predict the future GUARDN's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (0.30) |
GUARDN 1625 16 Backtested Returns
GUARDN 1625 16 retains Efficiency (Sharpe Ratio) of -0.3, which attests that the entity had a -0.3% return per unit of risk over the last 3 months. GUARDN exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GUARDN's Variance of 3.05, market risk adjusted performance of (0.29), and Coefficient Of Variation of (4,103) to validate the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GUARDN's returns are expected to increase less than the market. However, during the bear market, the loss of holding GUARDN is expected to be smaller as well.
Auto-correlation | -0.34 |
Poor reverse predictability
GUARDN 1625 16 SEP 28 has poor reverse predictability. Overlapping area represents the amount of predictability between GUARDN time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 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 GUARDN 1625 16 price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current GUARDN price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 4.39 |
GUARDN 1625 16 lagged returns against current returns
Autocorrelation, which is GUARDN 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 GUARDN's bond expected returns. We can calculate the autocorrelation of GUARDN returns to help us make a trade decision. For example, suppose you find that GUARDN 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 |
GUARDN 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 GUARDN bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GUARDN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GUARDN bond over time.
Current vs Lagged Prices |
| Timeline |
GUARDN Lagged Returns
When evaluating GUARDN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GUARDN bond have on its future price. GUARDN 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, GUARDN autocorrelation shows the relationship between GUARDN bond current value and its past values and can show if there is a momentum factor associated with investing in GUARDN 1625 16 SEP 28.
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 GUARDN Bond
GUARDN financial ratios help investors to determine whether GUARDN 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 GUARDN with respect to the benefits of owning GUARDN security.