KMI 175 15 NOV 26 Market Value
| 49456BAU5 | 89.21 5.52 5.83% |
| Symbol | 49456BAU5 |
Please note, there is a significant difference between 49456BAU5's value and its price as these two are different measures arrived at by different means. Investors typically determine if 49456BAU5 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 49456BAU5'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.
49456BAU5 '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 49456BAU5'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 49456BAU5.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in 49456BAU5 on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding KMI 175 15 NOV 26 or generate 0.0% return on investment in 49456BAU5 over 90 days. 49456BAU5 is related to or competes with Lifevantage, Willamette Valley, Naked Wines, NH Foods, and Monster Beverage. More
49456BAU5 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 49456BAU5'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 KMI 175 15 NOV 26 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 0.6523 | |||
| Value At Risk | (0.30) | |||
| Potential Upside | 0.2333 |
49456BAU5 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 49456BAU5's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 49456BAU5's standard deviation. In reality, there are many statistical measures that can use 49456BAU5 historical prices to predict the future 49456BAU5's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.26) |
KMI 175 15 Backtested Returns
KMI 175 15 secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the bond had a -0.12% return per unit of price deviation over the last 3 months. KMI 175 15 NOV 26 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 49456BAU5's mean deviation of 0.2289, and Information Ratio of (0.30) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 49456BAU5's returns are expected to increase less than the market. However, during the bear market, the loss of holding 49456BAU5 is expected to be smaller as well.
Auto-correlation | 0.17 |
Very weak predictability
KMI 175 15 NOV 26 has very weak predictability. Overlapping area represents the amount of predictability between 49456BAU5 time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd of December 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 KMI 175 15 price movement. The serial correlation of 0.17 indicates that over 17.0% of current 49456BAU5 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 2.42 |
KMI 175 15 lagged returns against current returns
Autocorrelation, which is 49456BAU5 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 49456BAU5's bond expected returns. We can calculate the autocorrelation of 49456BAU5 returns to help us make a trade decision. For example, suppose you find that 49456BAU5 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 |
49456BAU5 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 49456BAU5 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 49456BAU5 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 49456BAU5 bond over time.
Current vs Lagged Prices |
| Timeline |
49456BAU5 Lagged Returns
When evaluating 49456BAU5's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 49456BAU5 bond have on its future price. 49456BAU5 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, 49456BAU5 autocorrelation shows the relationship between 49456BAU5 bond current value and its past values and can show if there is a momentum factor associated with investing in KMI 175 15 NOV 26.
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 49456BAU5 Bond
49456BAU5 financial ratios help investors to determine whether 49456BAU5 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 49456BAU5 with respect to the benefits of owning 49456BAU5 security.