KBR INC 475 Market Value
| 48242WAC0 | 95.76 0.00 0.00% |
| Symbol | 48242WAC0 |
48242WAC0 '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 48242WAC0'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 48242WAC0.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in 48242WAC0 on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding KBR INC 475 or generate 0.0% return on investment in 48242WAC0 over 30 days. 48242WAC0 is related to or competes with 00108WAF7, IShares Global, GE Aerospace, Coca Cola, Bank of America, Procter Gamble, and Pfizer. More
48242WAC0 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 48242WAC0'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 KBR INC 475 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 8.18 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.6226 |
48242WAC0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 48242WAC0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 48242WAC0's standard deviation. In reality, there are many statistical measures that can use 48242WAC0 historical prices to predict the future 48242WAC0's volatility.| Risk Adjusted Performance | 0.0045 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0938 |
KBR INC 475 Backtested Returns
KBR INC 475 secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the bond had a -0.16 % return per unit of risk over the last 3 months. KBR INC 475 exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 48242WAC0's mean deviation of 0.4328, and Coefficient Of Variation of 56464.93 to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of -0.0863, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 48242WAC0 are expected to decrease at a much lower rate. During the bear market, 48242WAC0 is likely to outperform the market.
Auto-correlation | -0.13 |
Insignificant reverse predictability
KBR INC 475 has insignificant reverse predictability. Overlapping area represents the amount of predictability between 48242WAC0 time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of KBR INC 475 price movement. The serial correlation of -0.13 indicates that less than 13.0% of current 48242WAC0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
KBR INC 475 lagged returns against current returns
Autocorrelation, which is 48242WAC0 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 48242WAC0's bond expected returns. We can calculate the autocorrelation of 48242WAC0 returns to help us make a trade decision. For example, suppose you find that 48242WAC0 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 |
48242WAC0 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 48242WAC0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 48242WAC0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 48242WAC0 bond over time.
Current vs Lagged Prices |
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48242WAC0 Lagged Returns
When evaluating 48242WAC0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 48242WAC0 bond have on its future price. 48242WAC0 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, 48242WAC0 autocorrelation shows the relationship between 48242WAC0 bond current value and its past values and can show if there is a momentum factor associated with investing in KBR INC 475.
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 48242WAC0 Bond
48242WAC0 financial ratios help investors to determine whether 48242WAC0 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 48242WAC0 with respect to the benefits of owning 48242WAC0 security.