MONDELEZ INTERNATIONAL INC Market Value
| 609207AW5 | 69.08 8.75 14.50% |
| Symbol | MONDELEZ |
MONDELEZ '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 MONDELEZ'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 MONDELEZ.
| 05/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in MONDELEZ on May 27, 2024 and sell it all today you would earn a total of 0.00 from holding MONDELEZ INTERNATIONAL INC or generate 0.0% return on investment in MONDELEZ over 180 days. MONDELEZ is related to or competes with Ryanair Holdings, Paysafe, Alaska Air, Senmiao Technology, ServiceNow, Sun Country, and Air Transport. More
MONDELEZ 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 MONDELEZ'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 MONDELEZ INTERNATIONAL INC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.97 | |||
| Information Ratio | 0.0044 | |||
| Maximum Drawdown | 15.39 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 4.9 |
MONDELEZ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MONDELEZ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MONDELEZ's standard deviation. In reality, there are many statistical measures that can use MONDELEZ historical prices to predict the future MONDELEZ's volatility.| Risk Adjusted Performance | 0.0538 | |||
| Jensen Alpha | 0.1281 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.0052 | |||
| Treynor Ratio | 5.6 |
MONDELEZ INTERNATIONAL Backtested Returns
At this point, MONDELEZ is very steady. MONDELEZ INTERNATIONAL has Sharpe Ratio of 0.0634, which conveys that the entity had a 0.0634% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for MONDELEZ, which you can use to evaluate the volatility of the bond. Please verify MONDELEZ's mean deviation of 1.26, and Risk Adjusted Performance of 0.0538 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. The bond secures a Beta (Market Risk) of 0.0234, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MONDELEZ's returns are expected to increase less than the market. However, during the bear market, the loss of holding MONDELEZ is expected to be smaller as well.
Auto-correlation | -0.28 |
Weak reverse predictability
MONDELEZ INTERNATIONAL INC has weak reverse predictability. Overlapping area represents the amount of predictability between MONDELEZ time series from 27th of May 2024 to 25th of August 2024 and 25th of August 2024 to 23rd 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 MONDELEZ INTERNATIONAL price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current MONDELEZ price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 4.89 |
MONDELEZ INTERNATIONAL lagged returns against current returns
Autocorrelation, which is MONDELEZ 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 MONDELEZ's bond expected returns. We can calculate the autocorrelation of MONDELEZ returns to help us make a trade decision. For example, suppose you find that MONDELEZ 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 |
MONDELEZ 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 MONDELEZ bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MONDELEZ bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MONDELEZ bond over time.
Current vs Lagged Prices |
| Timeline |
MONDELEZ Lagged Returns
When evaluating MONDELEZ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MONDELEZ bond have on its future price. MONDELEZ 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, MONDELEZ autocorrelation shows the relationship between MONDELEZ bond current value and its past values and can show if there is a momentum factor associated with investing in MONDELEZ INTERNATIONAL INC.
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 MONDELEZ Bond
MONDELEZ financial ratios help investors to determine whether MONDELEZ 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 MONDELEZ with respect to the benefits of owning MONDELEZ security.