INTC 52 10 FEB 33 Market Value
| 458140CG3 | 97.88 0.47 0.48% |
| Symbol | 458140CG3 |
Please note, there is a significant difference between 458140CG3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 458140CG3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 458140CG3'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.
458140CG3 '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 458140CG3'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 458140CG3.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in 458140CG3 on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding INTC 52 10 FEB 33 or generate 0.0% return on investment in 458140CG3 over 180 days. 458140CG3 is related to or competes with CenterPoint Energy, Barings BDC, Jutal Offshore, Siriuspoint, Fluence Energy, and KeyCorp. More
458140CG3 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 458140CG3'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 52 10 FEB 33 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 4.23 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.39 |
458140CG3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 458140CG3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 458140CG3's standard deviation. In reality, there are many statistical measures that can use 458140CG3 historical prices to predict the future 458140CG3's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 0.1691 |
INTC 52 10 Backtested Returns
INTC 52 10 secures Sharpe Ratio (or Efficiency) of -0.0539, which signifies that the bond had a -0.0539% return per unit of risk over the last 3 months. INTC 52 10 FEB 33 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 458140CG3's Mean Deviation of 0.5322, coefficient of variation of (3,134), and Variance of 0.6218 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 458140CG3 are expected to decrease at a much lower rate. During the bear market, 458140CG3 is likely to outperform the market.
Auto-correlation | -0.11 |
Insignificant reverse predictability
INTC 52 10 FEB 33 has insignificant reverse predictability. Overlapping area represents the amount of predictability between 458140CG3 time series from 30th of May 2024 to 28th of August 2024 and 28th of August 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 52 10 price movement. The serial correlation of -0.11 indicates that less than 11.0% of current 458140CG3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 1.32 |
INTC 52 10 lagged returns against current returns
Autocorrelation, which is 458140CG3 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 458140CG3's bond expected returns. We can calculate the autocorrelation of 458140CG3 returns to help us make a trade decision. For example, suppose you find that 458140CG3 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 |
458140CG3 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 458140CG3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 458140CG3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 458140CG3 bond over time.
Current vs Lagged Prices |
| Timeline |
458140CG3 Lagged Returns
When evaluating 458140CG3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 458140CG3 bond have on its future price. 458140CG3 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, 458140CG3 autocorrelation shows the relationship between 458140CG3 bond current value and its past values and can show if there is a momentum factor associated with investing in INTC 52 10 FEB 33.
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 458140CG3 Bond
458140CG3 financial ratios help investors to determine whether 458140CG3 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 458140CG3 with respect to the benefits of owning 458140CG3 security.