MPLX 495 01 SEP 32 Market Value
| 55336VBU3 | 95.28 2.93 2.98% |
| Symbol | 55336VBU3 |
Please note, there is a significant difference between 55336VBU3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 55336VBU3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 55336VBU3'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.
55336VBU3 '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 55336VBU3'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 55336VBU3.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in 55336VBU3 on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding MPLX 495 01 SEP 32 or generate 0.0% return on investment in 55336VBU3 over 720 days. 55336VBU3 is related to or competes with Maanshan Iron, Asure Software, Evertz Technologies, Amkor Technology, Paysafe, ArcelorMittal, and NETGEAR. More
55336VBU3 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 55336VBU3'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 MPLX 495 01 SEP 32 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 11.78 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.83 |
55336VBU3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 55336VBU3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 55336VBU3's standard deviation. In reality, there are many statistical measures that can use 55336VBU3 historical prices to predict the future 55336VBU3's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (15.52) |
MPLX 495 01 Backtested Returns
MPLX 495 01 secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the bond had a -0.14% return per unit of price deviation over the last 3 months. MPLX 495 01 SEP 32 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 55336VBU3's information ratio of (0.12), and Mean Deviation of 0.5831 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0043, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 55336VBU3's returns are expected to increase less than the market. However, during the bear market, the loss of holding 55336VBU3 is expected to be smaller as well.
Auto-correlation | -0.7 |
Very good reverse predictability
MPLX 495 01 SEP 32 has very good reverse predictability. Overlapping area represents the amount of predictability between 55336VBU3 time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th 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 MPLX 495 01 price movement. The serial correlation of -0.7 indicates that around 70.0% of current 55336VBU3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.7 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 2.94 |
MPLX 495 01 lagged returns against current returns
Autocorrelation, which is 55336VBU3 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 55336VBU3's bond expected returns. We can calculate the autocorrelation of 55336VBU3 returns to help us make a trade decision. For example, suppose you find that 55336VBU3 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 |
55336VBU3 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 55336VBU3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 55336VBU3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 55336VBU3 bond over time.
Current vs Lagged Prices |
| Timeline |
55336VBU3 Lagged Returns
When evaluating 55336VBU3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 55336VBU3 bond have on its future price. 55336VBU3 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, 55336VBU3 autocorrelation shows the relationship between 55336VBU3 bond current value and its past values and can show if there is a momentum factor associated with investing in MPLX 495 01 SEP 32.
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 55336VBU3 Bond
55336VBU3 financial ratios help investors to determine whether 55336VBU3 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 55336VBU3 with respect to the benefits of owning 55336VBU3 security.