IMBLN 35 26 JUL 26 Market Value
| 45262BAB9 | 94.18 0.00 0.00% |
| Symbol | IMBLN |
Please note, there is a significant difference between IMBLN's value and its price as these two are different measures arrived at by different means. Investors typically determine if IMBLN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IMBLN'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.
IMBLN '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 IMBLN'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 IMBLN.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in IMBLN on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding IMBLN 35 26 JUL 26 or generate 0.0% return on investment in IMBLN over 30 days. IMBLN is related to or competes with Kaiser Aluminum, Dine Brands, Ryman Hospitality, Wendys, and Boyd Gaming. More
IMBLN 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 IMBLN'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 IMBLN 35 26 JUL 26 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 4.66 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.3372 |
IMBLN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IMBLN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IMBLN's standard deviation. In reality, there are many statistical measures that can use IMBLN historical prices to predict the future IMBLN's volatility.| Risk Adjusted Performance | (0.04) | |||
| Total Risk Alpha | (0.12) |
IMBLN 35 26 Backtested Returns
IMBLN 35 26 retains Efficiency (Sharpe Ratio) of -0.18, which attests that the entity had a -0.18% return per unit of return volatility over the last 3 months. IMBLN exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out IMBLN's Standard Deviation of 0.5548, mean deviation of 0.191, and Variance of 0.3078 to validate the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and IMBLN are completely uncorrelated.
Auto-correlation | 0.20 |
Weak predictability
IMBLN 35 26 JUL 26 has weak predictability. Overlapping area represents the amount of predictability between IMBLN time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th 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 IMBLN 35 26 price movement. The serial correlation of 0.2 indicates that over 20.0% of current IMBLN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 3.27 |
IMBLN 35 26 lagged returns against current returns
Autocorrelation, which is IMBLN 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 IMBLN's bond expected returns. We can calculate the autocorrelation of IMBLN returns to help us make a trade decision. For example, suppose you find that IMBLN 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 |
IMBLN 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 IMBLN bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IMBLN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IMBLN bond over time.
Current vs Lagged Prices |
| Timeline |
IMBLN Lagged Returns
When evaluating IMBLN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IMBLN bond have on its future price. IMBLN 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, IMBLN autocorrelation shows the relationship between IMBLN bond current value and its past values and can show if there is a momentum factor associated with investing in IMBLN 35 26 JUL 26.
Regressed Prices |
| Timeline |
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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 IMBLN Bond
IMBLN financial ratios help investors to determine whether IMBLN 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 IMBLN with respect to the benefits of owning IMBLN security.