LAM RESEARCH PORATION Market Value
| 512807AT5 | 96.24 2.74 2.93% |
| Symbol | 512807AT5 |
512807AT5 '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 512807AT5'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 512807AT5.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in 512807AT5 on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding LAM RESEARCH PORATION or generate 0.0% return on investment in 512807AT5 over 690 days. 512807AT5 is related to or competes with 00108WAF7, 90331HPL1, Bank of America, GE Aerospace, Dupont De, International Business, and McDonalds. More
512807AT5 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 512807AT5'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 LAM RESEARCH PORATION upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.38 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 18.15 | |||
| Value At Risk | (5.12) | |||
| Potential Upside | 4.89 |
512807AT5 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 512807AT5's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 512807AT5's standard deviation. In reality, there are many statistical measures that can use 512807AT5 historical prices to predict the future 512807AT5's volatility.| Risk Adjusted Performance | 0.0114 | |||
| Jensen Alpha | 0.0357 | |||
| Total Risk Alpha | (0.37) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.02) |
LAM RESEARCH PORATION Backtested Returns
At this point, 512807AT5 is very steady. LAM RESEARCH PORATION secures Sharpe Ratio (or Efficiency) of 5.0E-4, which signifies that the bond had a 5.0E-4% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for LAM RESEARCH PORATION, which you can use to evaluate the volatility of the entity. Please confirm 512807AT5's coefficient of variation of 17379.45, and Mean Deviation of 1.39 to double-check if the risk estimate we provide is consistent with the expected return of 5.0E-4%. The entity shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 512807AT5 are expected to decrease at a much lower rate. During the bear market, 512807AT5 is likely to outperform the market.
Auto-correlation | 0.00 |
No correlation between past and present
LAM RESEARCH PORATION has no correlation between past and present. Overlapping area represents the amount of predictability between 512807AT5 time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th 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 LAM RESEARCH PORATION price movement. The serial correlation of 0.0 indicates that just 0.0% of current 512807AT5 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 6.79 |
LAM RESEARCH PORATION lagged returns against current returns
Autocorrelation, which is 512807AT5 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 512807AT5's bond expected returns. We can calculate the autocorrelation of 512807AT5 returns to help us make a trade decision. For example, suppose you find that 512807AT5 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 |
512807AT5 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 512807AT5 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 512807AT5 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 512807AT5 bond over time.
Current vs Lagged Prices |
| Timeline |
512807AT5 Lagged Returns
When evaluating 512807AT5's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 512807AT5 bond have on its future price. 512807AT5 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, 512807AT5 autocorrelation shows the relationship between 512807AT5 bond current value and its past values and can show if there is a momentum factor associated with investing in LAM RESEARCH PORATION.
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 512807AT5 Bond
512807AT5 financial ratios help investors to determine whether 512807AT5 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 512807AT5 with respect to the benefits of owning 512807AT5 security.