RTX 515 27 FEB 33 Market Value
| 75513ECR0 | 100.19 0.81 0.80% |
| Symbol | 75513ECR0 |
Please note, there is a significant difference between 75513ECR0's value and its price as these two are different measures arrived at by different means. Investors typically determine if 75513ECR0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 75513ECR0'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.
75513ECR0 '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 75513ECR0'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 75513ECR0.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in 75513ECR0 on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding RTX 515 27 FEB 33 or generate 0.0% return on investment in 75513ECR0 over 60 days. 75513ECR0 is related to or competes with Ryanair Holdings, Tianjin Capital, Saia, Algoma Steel, Olympic Steel, Insteel Industries, and Verra Mobility. More
75513ECR0 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 75513ECR0'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 RTX 515 27 FEB 33 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 10.63 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 0.9393 |
75513ECR0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 75513ECR0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 75513ECR0's standard deviation. In reality, there are many statistical measures that can use 75513ECR0 historical prices to predict the future 75513ECR0's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 8.33 |
RTX 515 27 Backtested Returns
RTX 515 27 secures Sharpe Ratio (or Efficiency) of -0.22, which signifies that the bond had a -0.22% return per unit of return volatility over the last 3 months. RTX 515 27 FEB 33 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 75513ECR0's Mean Deviation of 0.5226, standard deviation of 1.17, and Market Risk Adjusted Performance of 8.34 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.0089, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 75513ECR0 are expected to decrease at a much lower rate. During the bear market, 75513ECR0 is likely to outperform the market.
Auto-correlation | 0.45 |
Average predictability
RTX 515 27 FEB 33 has average predictability. Overlapping area represents the amount of predictability between 75513ECR0 time series from 27th of September 2024 to 27th of October 2024 and 27th of October 2024 to 26th 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 RTX 515 27 price movement. The serial correlation of 0.45 indicates that just about 45.0% of current 75513ECR0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
RTX 515 27 lagged returns against current returns
Autocorrelation, which is 75513ECR0 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 75513ECR0's bond expected returns. We can calculate the autocorrelation of 75513ECR0 returns to help us make a trade decision. For example, suppose you find that 75513ECR0 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 |
75513ECR0 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 75513ECR0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 75513ECR0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 75513ECR0 bond over time.
Current vs Lagged Prices |
| Timeline |
75513ECR0 Lagged Returns
When evaluating 75513ECR0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 75513ECR0 bond have on its future price. 75513ECR0 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, 75513ECR0 autocorrelation shows the relationship between 75513ECR0 bond current value and its past values and can show if there is a momentum factor associated with investing in RTX 515 27 FEB 33.
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 75513ECR0 Bond
75513ECR0 financial ratios help investors to determine whether 75513ECR0 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 75513ECR0 with respect to the benefits of owning 75513ECR0 security.