MIZUHO 2564 13 SEP 31 Market Value
| 60687YBU2 | 79.67 4.82 5.70% |
| Symbol | MIZUHO |
Please note, there is a significant difference between MIZUHO's value and its price as these two are different measures arrived at by different means. Investors typically determine if MIZUHO is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MIZUHO'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.
MIZUHO '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 MIZUHO'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 MIZUHO.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in MIZUHO on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding MIZUHO 2564 13 SEP 31 or generate 0.0% return on investment in MIZUHO over 30 days. MIZUHO is related to or competes with Primoris Services, RBC Bearings, Highway Holdings, FMC, Algoma Steel, Allegheny Technologies, and Jacobs Solutions. More
MIZUHO 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 MIZUHO'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 MIZUHO 2564 13 SEP 31 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 2.35 | |||
| Value At Risk | (0.65) | |||
| Potential Upside | 0.8907 |
MIZUHO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MIZUHO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MIZUHO's standard deviation. In reality, there are many statistical measures that can use MIZUHO historical prices to predict the future MIZUHO's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (3.64) |
MIZUHO 2564 13 Backtested Returns
MIZUHO 2564 13 has Sharpe Ratio of -0.13, which conveys that the entity had a -0.13% return per unit of standard deviation over the last 3 months. MIZUHO exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MIZUHO's Risk Adjusted Performance of (0.1), mean deviation of 0.4522, and Market Risk Adjusted Performance of (3.63) to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of 0.036, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MIZUHO's returns are expected to increase less than the market. However, during the bear market, the loss of holding MIZUHO is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
MIZUHO 2564 13 SEP 31 has below average predictability. Overlapping area represents the amount of predictability between MIZUHO time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 MIZUHO 2564 13 price movement. The serial correlation of 0.38 indicates that just about 38.0% of current MIZUHO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 2.24 |
MIZUHO 2564 13 lagged returns against current returns
Autocorrelation, which is MIZUHO 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 MIZUHO's bond expected returns. We can calculate the autocorrelation of MIZUHO returns to help us make a trade decision. For example, suppose you find that MIZUHO 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 |
MIZUHO 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 MIZUHO bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MIZUHO bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MIZUHO bond over time.
Current vs Lagged Prices |
| Timeline |
MIZUHO Lagged Returns
When evaluating MIZUHO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MIZUHO bond have on its future price. MIZUHO 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, MIZUHO autocorrelation shows the relationship between MIZUHO bond current value and its past values and can show if there is a momentum factor associated with investing in MIZUHO 2564 13 SEP 31.
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 MIZUHO Bond
MIZUHO financial ratios help investors to determine whether MIZUHO 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 MIZUHO with respect to the benefits of owning MIZUHO security.