PFG 875 12 JAN 26 Market Value

74256LEK1   87.42  9.09  9.42%   
74256LEK1's market value is the price at which a share of 74256LEK1 trades on an exchange. It measures the collective expectations of PFG 875 12 JAN 26 investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of PFG 875 12 JAN 26 and determine expected loss or profit from investing in 74256LEK1 over a given investment horizon.
Check out 74256LEK1 Correlation, 74256LEK1 Volatility and 74256LEK1 Alpha and Beta module to complement your research on 74256LEK1.
Symbol

Please note, there is a significant difference between 74256LEK1's value and its price as these two are different measures arrived at by different means. Investors typically determine if 74256LEK1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 74256LEK1'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.

74256LEK1 '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 74256LEK1'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 74256LEK1.
0.00
07/02/2023
No Change 0.00  0.0 
In 1 year 6 months and 25 days
01/22/2025
0.00
If you would invest  0.00  in 74256LEK1 on July 2, 2023 and sell it all today you would earn a total of 0.00 from holding PFG 875 12 JAN 26 or generate 0.0% return on investment in 74256LEK1 over 570 days. 74256LEK1 is related to or competes with Chemours, Cadence Design, Joint Stock, Olympic Steel, ReTo Eco, Highway Holdings, and Rackspace Technology. More

74256LEK1 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 74256LEK1'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 PFG 875 12 JAN 26 upside and downside potential and time the market with a certain degree of confidence.

74256LEK1 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for 74256LEK1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 74256LEK1's standard deviation. In reality, there are many statistical measures that can use 74256LEK1 historical prices to predict the future 74256LEK1's volatility.
Hype
Prediction
LowEstimatedHigh
85.6387.4289.21
Details
Intrinsic
Valuation
LowRealHigh
73.4175.2096.16
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as 74256LEK1. Your research has to be compared to or analyzed against 74256LEK1's peers to derive any actionable benefits. When done correctly, 74256LEK1's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in PFG 875 12.

PFG 875 12 Backtested Returns

PFG 875 12 secures Sharpe Ratio (or Efficiency) of -0.17, which signifies that the bond had a -0.17 % return per unit of price deviation over the last 3 months. PFG 875 12 JAN 26 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 74256LEK1's Mean Deviation of 0.7842, information ratio of (0.05), and Market Risk Adjusted Performance of 0.1502 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 74256LEK1 are expected to decrease at a much lower rate. During the bear market, 74256LEK1 is likely to outperform the market.

Auto-correlation

    
  0.76  

Good predictability

PFG 875 12 JAN 26 has good predictability. Overlapping area represents the amount of predictability between 74256LEK1 time series from 2nd of July 2023 to 12th of April 2024 and 12th of April 2024 to 22nd of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PFG 875 12 price movement. The serial correlation of 0.76 indicates that around 76.0% of current 74256LEK1 price fluctuation can be explain by its past prices.
Correlation Coefficient0.76
Spearman Rank Test0.92
Residual Average0.0
Price Variance1.69

PFG 875 12 lagged returns against current returns

Autocorrelation, which is 74256LEK1 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 74256LEK1's bond expected returns. We can calculate the autocorrelation of 74256LEK1 returns to help us make a trade decision. For example, suppose you find that 74256LEK1 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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74256LEK1 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 74256LEK1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 74256LEK1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 74256LEK1 bond over time.
   Current vs Lagged Prices   
       Timeline  

74256LEK1 Lagged Returns

When evaluating 74256LEK1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 74256LEK1 bond have on its future price. 74256LEK1 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, 74256LEK1 autocorrelation shows the relationship between 74256LEK1 bond current value and its past values and can show if there is a momentum factor associated with investing in PFG 875 12 JAN 26.
   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 74256LEK1 Bond

74256LEK1 financial ratios help investors to determine whether 74256LEK1 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 74256LEK1 with respect to the benefits of owning 74256LEK1 security.