KBCBB 5796 19 JAN 29 Market Value
| 48241FAB0 | 99.34 2.80 2.74% |
| Symbol | KBCBB |
Please note, there is a significant difference between KBCBB's value and its price as these two are different measures arrived at by different means. Investors typically determine if KBCBB is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KBCBB'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.
KBCBB '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 KBCBB'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 KBCBB.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in KBCBB on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding KBCBB 5796 19 JAN 29 or generate 0.0% return on investment in KBCBB over 720 days. KBCBB is related to or competes with Boyd Gaming, Sweetgreen, Supercom, Dave Busters, Shake Shack, Emerson Radio, and Bel Fuse. More
KBCBB 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 KBCBB'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 KBCBB 5796 19 JAN 29 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 8.2 | |||
| Value At Risk | (0.86) | |||
| Potential Upside | 1.09 |
KBCBB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBCBB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KBCBB's standard deviation. In reality, there are many statistical measures that can use KBCBB historical prices to predict the future KBCBB's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 1.28 |
KBCBB 5796 19 Backtested Returns
KBCBB 5796 19 retains Efficiency (Sharpe Ratio) of -0.19, which conveys that the bond had a -0.19% return per unit of return volatility over the last 3 months. KBCBB exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KBCBB's Market Risk Adjusted Performance of 1.29, standard deviation of 1.01, and Mean Deviation of 0.4425 to check out the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.0223, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KBCBB are expected to decrease at a much lower rate. During the bear market, KBCBB is likely to outperform the market.
Auto-correlation | -0.67 |
Very good reverse predictability
KBCBB 5796 19 JAN 29 has very good reverse predictability. Overlapping area represents the amount of predictability between KBCBB time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 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 KBCBB 5796 19 price movement. The serial correlation of -0.67 indicates that around 67.0% of current KBCBB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 1.26 |
KBCBB 5796 19 lagged returns against current returns
Autocorrelation, which is KBCBB 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 KBCBB's bond expected returns. We can calculate the autocorrelation of KBCBB returns to help us make a trade decision. For example, suppose you find that KBCBB 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 |
KBCBB 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 KBCBB bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KBCBB bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KBCBB bond over time.
Current vs Lagged Prices |
| Timeline |
KBCBB Lagged Returns
When evaluating KBCBB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KBCBB bond have on its future price. KBCBB 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, KBCBB autocorrelation shows the relationship between KBCBB bond current value and its past values and can show if there is a momentum factor associated with investing in KBCBB 5796 19 JAN 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 KBCBB Bond
KBCBB financial ratios help investors to determine whether KBCBB 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 KBCBB with respect to the benefits of owning KBCBB security.