US50077LAV80 Market Value
| 50077LAV8 | 92.81 2.84 2.97% |
| Symbol | 50077LAV8 |
50077LAV8 '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 50077LAV8'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 50077LAV8.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in 50077LAV8 on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding US50077LAV80 or generate 0.0% return on investment in 50077LAV8 over 720 days. 50077LAV8 is related to or competes with Weibo Corp, Western Digital, Sphere Entertainment, Asure Software, Hf Foods, and National Beverage. More
50077LAV8 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 50077LAV8'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 US50077LAV80 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.42) | |||
| Maximum Drawdown | 1.32 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.3895 |
50077LAV8 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 50077LAV8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 50077LAV8's standard deviation. In reality, there are many statistical measures that can use 50077LAV8 historical prices to predict the future 50077LAV8's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (3.24) |
US50077LAV80 Backtested Returns
US50077LAV80 retains Efficiency (Sharpe Ratio) of -0.13, which signifies that the bond had a -0.13% return per unit of price deviation over the last 3 months. 50077LAV8 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 50077LAV8's Coefficient Of Variation of (757.03), variance of 0.227, and Risk Adjusted Performance of (0.11) to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.0225, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 50077LAV8's returns are expected to increase less than the market. However, during the bear market, the loss of holding 50077LAV8 is expected to be smaller as well.
Auto-correlation | -0.7 |
Very good reverse predictability
US50077LAV80 has very good reverse predictability. Overlapping area represents the amount of predictability between 50077LAV8 time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 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 US50077LAV80 price movement. The serial correlation of -0.7 indicates that around 70.0% of current 50077LAV8 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 2.39 |
US50077LAV80 lagged returns against current returns
Autocorrelation, which is 50077LAV8 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 50077LAV8's bond expected returns. We can calculate the autocorrelation of 50077LAV8 returns to help us make a trade decision. For example, suppose you find that 50077LAV8 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 |
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50077LAV8 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 50077LAV8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 50077LAV8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 50077LAV8 bond over time.
Current vs Lagged Prices |
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50077LAV8 Lagged Returns
When evaluating 50077LAV8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 50077LAV8 bond have on its future price. 50077LAV8 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, 50077LAV8 autocorrelation shows the relationship between 50077LAV8 bond current value and its past values and can show if there is a momentum factor associated with investing in US50077LAV80.
Regressed Prices |
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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 50077LAV8 Bond
50077LAV8 financial ratios help investors to determine whether 50077LAV8 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 50077LAV8 with respect to the benefits of owning 50077LAV8 security.