INTC 4 05 AUG 29 Market Value
| 458140BZ2 | 97.87 1.55 1.61% |
| Symbol | 458140BZ2 |
Please note, there is a significant difference between 458140BZ2's value and its price as these two are different measures arrived at by different means. Investors typically determine if 458140BZ2 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 458140BZ2'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.
458140BZ2 '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 458140BZ2'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 458140BZ2.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in 458140BZ2 on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding INTC 4 05 AUG 29 or generate 0.0% return on investment in 458140BZ2 over 30 days. 458140BZ2 is related to or competes with Flexible Solutions, Datadog, Rumble, NL Industries, CDW Corp, CF Industries, and SmartStop Self. More
458140BZ2 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 458140BZ2'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 4 05 AUG 29 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.14 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.64 |
458140BZ2 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 458140BZ2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 458140BZ2's standard deviation. In reality, there are many statistical measures that can use 458140BZ2 historical prices to predict the future 458140BZ2's volatility.| Risk Adjusted Performance | 0.0234 | |||
| Jensen Alpha | 0.0053 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1587 |
INTC 4 05 Backtested Returns
At this point, 458140BZ2 is very steady. INTC 4 05 secures Sharpe Ratio (or Efficiency) of 0.0431, which signifies that the bond had a 0.0431% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for INTC 4 05 AUG 29, which you can use to evaluate the volatility of the entity. Please confirm 458140BZ2's Mean Deviation of 0.5997, semi deviation of 1.24, and Coefficient Of Variation of 3859.75 to double-check if the risk estimate we provide is consistent with the expected return of 0.0232%. The bond shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 458140BZ2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 458140BZ2 is expected to be smaller as well.
Auto-correlation | -0.13 |
Insignificant reverse predictability
INTC 4 05 AUG 29 has insignificant reverse predictability. Overlapping area represents the amount of predictability between 458140BZ2 time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 4 05 price movement. The serial correlation of -0.13 indicates that less than 13.0% of current 458140BZ2 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
INTC 4 05 lagged returns against current returns
Autocorrelation, which is 458140BZ2 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 458140BZ2's bond expected returns. We can calculate the autocorrelation of 458140BZ2 returns to help us make a trade decision. For example, suppose you find that 458140BZ2 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 |
458140BZ2 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 458140BZ2 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 458140BZ2 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 458140BZ2 bond over time.
Current vs Lagged Prices |
| Timeline |
458140BZ2 Lagged Returns
When evaluating 458140BZ2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 458140BZ2 bond have on its future price. 458140BZ2 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, 458140BZ2 autocorrelation shows the relationship between 458140BZ2 bond current value and its past values and can show if there is a momentum factor associated with investing in INTC 4 05 AUG 29.
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 458140BZ2 Bond
458140BZ2 financial ratios help investors to determine whether 458140BZ2 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 458140BZ2 with respect to the benefits of owning 458140BZ2 security.