FCX 7125 01 NOV 27 Market Value
| 717265AJ1 | 104.55 0.00 0.00% |
| Symbol | 717265AJ1 |
Please note, there is a significant difference between 717265AJ1's value and its price as these two are different measures arrived at by different means. Investors typically determine if 717265AJ1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 717265AJ1'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.
717265AJ1 '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 717265AJ1'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 717265AJ1.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in 717265AJ1 on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding FCX 7125 01 NOV 27 or generate 0.0% return on investment in 717265AJ1 over 30 days. 717265AJ1 is related to or competes with Where Food, NetSol Technologies, Maanshan Iron, Insteel Industries, Kaiser Aluminum, Sapiens International, and Datadog. More
717265AJ1 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 717265AJ1'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 FCX 7125 01 NOV 27 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 8.65 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 2.04 |
717265AJ1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 717265AJ1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 717265AJ1's standard deviation. In reality, there are many statistical measures that can use 717265AJ1 historical prices to predict the future 717265AJ1's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.09) |
FCX 7125 01 Backtested Returns
At this point, 717265AJ1 is very steady. FCX 7125 01 secures Sharpe Ratio (or Efficiency) of 0.0086, which signifies that the bond had a 0.0086% return per unit of return volatility over the last 3 months. We have found nineteen technical indicators for FCX 7125 01 NOV 27, which you can use to evaluate the volatility of the entity. Please confirm 717265AJ1's mean deviation of 1.09, and Standard Deviation of 1.47 to double-check if the risk estimate we provide is consistent with the expected return of 0.0088%. The entity shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 717265AJ1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 717265AJ1 is expected to be smaller as well.
Auto-correlation | -1 |
Near perfect reversele predictability
FCX 7125 01 NOV 27 has near perfect reversele predictability. Overlapping area represents the amount of predictability between 717265AJ1 time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 FCX 7125 01 price movement. The serial correlation of -1.0 indicates that 100.0% of current 717265AJ1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -1.0 | |
| Spearman Rank Test | -1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.56 |
FCX 7125 01 lagged returns against current returns
Autocorrelation, which is 717265AJ1 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 717265AJ1's bond expected returns. We can calculate the autocorrelation of 717265AJ1 returns to help us make a trade decision. For example, suppose you find that 717265AJ1 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 |
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717265AJ1 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 717265AJ1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 717265AJ1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 717265AJ1 bond over time.
Current vs Lagged Prices |
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717265AJ1 Lagged Returns
When evaluating 717265AJ1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 717265AJ1 bond have on its future price. 717265AJ1 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, 717265AJ1 autocorrelation shows the relationship between 717265AJ1 bond current value and its past values and can show if there is a momentum factor associated with investing in FCX 7125 01 NOV 27.
Regressed Prices |
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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 717265AJ1 Bond
717265AJ1 financial ratios help investors to determine whether 717265AJ1 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 717265AJ1 with respect to the benefits of owning 717265AJ1 security.