HD 3625 15 APR 52 Market Value
| 437076CQ3 | 77.11 2.83 3.81% |
| Symbol | 437076CQ3 |
Please note, there is a significant difference between 437076CQ3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 437076CQ3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 437076CQ3'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.
437076CQ3 '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 437076CQ3'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 437076CQ3.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in 437076CQ3 on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding HD 3625 15 APR 52 or generate 0.0% return on investment in 437076CQ3 over 30 days. 437076CQ3 is related to or competes with PGE Corp, Alliant Energy, Mind Technology, QuickLogic, Amkor Technology, Arrow Electronics, and FormFactor. More
437076CQ3 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 437076CQ3'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 HD 3625 15 APR 52 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 14.91 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 1.15 |
437076CQ3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 437076CQ3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 437076CQ3's standard deviation. In reality, there are many statistical measures that can use 437076CQ3 historical prices to predict the future 437076CQ3's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 0.4648 |
HD 3625 15 Backtested Returns
HD 3625 15 retains Efficiency (Sharpe Ratio) of -0.047, which signifies that the bond had a -0.047% return per unit of price deviation over the last 3 months. 437076CQ3 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 437076CQ3's Information Ratio of (0.11), coefficient of variation of (3,730), and Market Risk Adjusted Performance of 0.4748 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 437076CQ3 are expected to decrease at a much lower rate. During the bear market, 437076CQ3 is likely to outperform the market.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
HD 3625 15 APR 52 has almost perfect reverse predictability. Overlapping area represents the amount of predictability between 437076CQ3 time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 HD 3625 15 price movement. The serial correlation of -0.74 indicates that around 74.0% of current 437076CQ3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.74 |
HD 3625 15 lagged returns against current returns
Autocorrelation, which is 437076CQ3 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 437076CQ3's bond expected returns. We can calculate the autocorrelation of 437076CQ3 returns to help us make a trade decision. For example, suppose you find that 437076CQ3 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 |
437076CQ3 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 437076CQ3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 437076CQ3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 437076CQ3 bond over time.
Current vs Lagged Prices |
| Timeline |
437076CQ3 Lagged Returns
When evaluating 437076CQ3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 437076CQ3 bond have on its future price. 437076CQ3 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, 437076CQ3 autocorrelation shows the relationship between 437076CQ3 bond current value and its past values and can show if there is a momentum factor associated with investing in HD 3625 15 APR 52.
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 437076CQ3 Bond
437076CQ3 financial ratios help investors to determine whether 437076CQ3 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 437076CQ3 with respect to the benefits of owning 437076CQ3 security.