REGENCY CTRS L Market Value
| 75884RAV5 | 97.55 0.21 0.22% |
| Symbol | REGENCY |
REGENCY '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 REGENCY'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 REGENCY.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in REGENCY on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding REGENCY CTRS L or generate 0.0% return on investment in REGENCY over 300 days. REGENCY is related to or competes with PGE Corp, Pintec Technology, Western Union, Discover Financial, GE Vernova, CenterPoint Energy, and Siriuspoint. More
REGENCY 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 REGENCY'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 REGENCY CTRS L upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.40) | |||
| Maximum Drawdown | 1.26 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2849 |
REGENCY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for REGENCY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as REGENCY's standard deviation. In reality, there are many statistical measures that can use REGENCY historical prices to predict the future REGENCY's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 0.6133 |
REGENCY CTRS L Backtested Returns
REGENCY CTRS L maintains Sharpe Ratio (i.e., Efficiency) of -0.16, which implies the entity had a -0.16% return per unit of volatility over the last 3 months. REGENCY CTRS L exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check REGENCY's coefficient of variation of (1,219), and Risk Adjusted Performance of (0.07) to confirm the risk estimate we provide. The bond holds a Beta of -0.0703, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning REGENCY are expected to decrease at a much lower rate. During the bear market, REGENCY is likely to outperform the market.
Auto-correlation | -0.12 |
Insignificant reverse predictability
REGENCY CTRS L has insignificant reverse predictability. Overlapping area represents the amount of predictability between REGENCY time series from 31st of January 2024 to 29th of June 2024 and 29th of June 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 REGENCY CTRS L price movement. The serial correlation of -0.12 indicates that less than 12.0% of current REGENCY price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
REGENCY CTRS L lagged returns against current returns
Autocorrelation, which is REGENCY 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 REGENCY's bond expected returns. We can calculate the autocorrelation of REGENCY returns to help us make a trade decision. For example, suppose you find that REGENCY 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 |
REGENCY 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 REGENCY bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if REGENCY bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in REGENCY bond over time.
Current vs Lagged Prices |
| Timeline |
REGENCY Lagged Returns
When evaluating REGENCY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of REGENCY bond have on its future price. REGENCY 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, REGENCY autocorrelation shows the relationship between REGENCY bond current value and its past values and can show if there is a momentum factor associated with investing in REGENCY CTRS L.
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 REGENCY Bond
REGENCY financial ratios help investors to determine whether REGENCY 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 REGENCY with respect to the benefits of owning REGENCY security.