Olin 5125 percent Market Value
| 680665AJ5 | 97.83 1.09 1.10% |
| Symbol | 680665AJ5 |
680665AJ5 '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 680665AJ5'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 680665AJ5.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in 680665AJ5 on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Olin 5125 percent or generate 0.0% return on investment in 680665AJ5 over 30 days. 680665AJ5 is related to or competes with Coca Cola, JPMorgan Chase, Dupont De, Alcoa Corp, Boeing, Microsoft, and Procter Gamble. More
680665AJ5 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 680665AJ5'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 Olin 5125 percent upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 4.93 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.19 |
680665AJ5 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 680665AJ5's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 680665AJ5's standard deviation. In reality, there are many statistical measures that can use 680665AJ5 historical prices to predict the future 680665AJ5's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (1.01) |
Olin 5125 percent Backtested Returns
Olin 5125 percent secures Sharpe Ratio (or Efficiency) of -0.0646, which signifies that the bond had a -0.0646% return per unit of volatility over the last 3 months. Olin 5125 percent exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 680665AJ5's market risk adjusted performance of (1.00), and Mean Deviation of 0.4054 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0173, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 680665AJ5's returns are expected to increase less than the market. However, during the bear market, the loss of holding 680665AJ5 is expected to be smaller as well.
Auto-correlation | 0.02 |
Virtually no predictability
Olin 5125 percent has virtually no predictability. Overlapping area represents the amount of predictability between 680665AJ5 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 Olin 5125 percent price movement. The serial correlation of 0.02 indicates that only 2.0% of current 680665AJ5 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Olin 5125 percent lagged returns against current returns
Autocorrelation, which is 680665AJ5 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 680665AJ5's bond expected returns. We can calculate the autocorrelation of 680665AJ5 returns to help us make a trade decision. For example, suppose you find that 680665AJ5 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 |
680665AJ5 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 680665AJ5 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 680665AJ5 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 680665AJ5 bond over time.
Current vs Lagged Prices |
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680665AJ5 Lagged Returns
When evaluating 680665AJ5's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 680665AJ5 bond have on its future price. 680665AJ5 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, 680665AJ5 autocorrelation shows the relationship between 680665AJ5 bond current value and its past values and can show if there is a momentum factor associated with investing in Olin 5125 percent.
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 680665AJ5 Bond
680665AJ5 financial ratios help investors to determine whether 680665AJ5 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 680665AJ5 with respect to the benefits of owning 680665AJ5 security.