INTC 2 12 AUG 31 Market Value
| 458140BU3 | 84.86 2.49 3.02% |
| Symbol | 458140BU3 |
Please note, there is a significant difference between 458140BU3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 458140BU3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 458140BU3'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.
458140BU3 '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 458140BU3'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 458140BU3.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in 458140BU3 on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding INTC 2 12 AUG 31 or generate 0.0% return on investment in 458140BU3 over 540 days. 458140BU3 is related to or competes with ATT, Home Depot, Cisco Systems, Dupont De, GE Aerospace, Johnson Johnson, and Intel. More
458140BU3 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 458140BU3'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 INTC 2 12 AUG 31 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8978 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.76 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 1.04 |
458140BU3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 458140BU3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 458140BU3's standard deviation. In reality, there are many statistical measures that can use 458140BU3 historical prices to predict the future 458140BU3's volatility.| Risk Adjusted Performance | 0.0384 | |||
| Jensen Alpha | 0.0615 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.23) |
INTC 2 12 Backtested Returns
At this point, 458140BU3 is very steady. INTC 2 12 secures Sharpe Ratio (or Efficiency) of 0.0816, which signifies that the bond had a 0.0816% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for INTC 2 12 AUG 31, which you can use to evaluate the volatility of the entity. Please confirm 458140BU3's Semi Deviation of 0.8178, mean deviation of 0.5842, and Coefficient Of Variation of 2172.18 to double-check if the risk estimate we provide is consistent with the expected return of 0.0507%. The bond shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 458140BU3 are expected to decrease at a much lower rate. During the bear market, 458140BU3 is likely to outperform the market.
Auto-correlation | 0.15 |
Insignificant predictability
INTC 2 12 AUG 31 has insignificant predictability. Overlapping area represents the amount of predictability between 458140BU3 time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 INTC 2 12 price movement. The serial correlation of 0.15 indicates that less than 15.0% of current 458140BU3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 1.15 |
INTC 2 12 lagged returns against current returns
Autocorrelation, which is 458140BU3 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 458140BU3's bond expected returns. We can calculate the autocorrelation of 458140BU3 returns to help us make a trade decision. For example, suppose you find that 458140BU3 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 |
458140BU3 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 458140BU3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 458140BU3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 458140BU3 bond over time.
Current vs Lagged Prices |
| Timeline |
458140BU3 Lagged Returns
When evaluating 458140BU3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 458140BU3 bond have on its future price. 458140BU3 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, 458140BU3 autocorrelation shows the relationship between 458140BU3 bond current value and its past values and can show if there is a momentum factor associated with investing in INTC 2 12 AUG 31.
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 458140BU3 Bond
458140BU3 financial ratios help investors to determine whether 458140BU3 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 458140BU3 with respect to the benefits of owning 458140BU3 security.