SESGFP 53 25 MAR 44 Market Value
| 78413KAB8 | 74.52 2.71 3.51% |
| Symbol | SESGFP |
Please note, there is a significant difference between SESGFP's value and its price as these two are different measures arrived at by different means. Investors typically determine if SESGFP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SESGFP'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.
SESGFP '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 SESGFP'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 SESGFP.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in SESGFP on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding SESGFP 53 25 MAR 44 or generate 0.0% return on investment in SESGFP over 30 days. SESGFP is related to or competes with Lion One, Solstad Offshore, Summit Materials, and Arrow Electronics. More
SESGFP 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 SESGFP'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 SESGFP 53 25 MAR 44 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 6.74 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 1.98 |
SESGFP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SESGFP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SESGFP's standard deviation. In reality, there are many statistical measures that can use SESGFP historical prices to predict the future SESGFP's volatility.| Risk Adjusted Performance | 0.0167 | |||
| Jensen Alpha | 0.0293 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | (0.07) |
SESGFP 53 25 Backtested Returns
SESGFP 53 25 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the bond had a -0.12% return per unit of standard deviation over the last 3 months. SESGFP 53 25 MAR 44 exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SESGFP's risk adjusted performance of 0.0167, and Coefficient Of Variation of 5955.75 to confirm the risk estimate we provide. The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SESGFP are expected to decrease at a much lower rate. During the bear market, SESGFP is likely to outperform the market.
Auto-correlation | 0.21 |
Weak predictability
SESGFP 53 25 MAR 44 has weak predictability. Overlapping area represents the amount of predictability between SESGFP time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 SESGFP 53 25 price movement. The serial correlation of 0.21 indicates that over 21.0% of current SESGFP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 1.68 |
SESGFP 53 25 lagged returns against current returns
Autocorrelation, which is SESGFP 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 SESGFP's bond expected returns. We can calculate the autocorrelation of SESGFP returns to help us make a trade decision. For example, suppose you find that SESGFP 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 |
SESGFP 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 SESGFP bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SESGFP bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SESGFP bond over time.
Current vs Lagged Prices |
| Timeline |
SESGFP Lagged Returns
When evaluating SESGFP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SESGFP bond have on its future price. SESGFP 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, SESGFP autocorrelation shows the relationship between SESGFP bond current value and its past values and can show if there is a momentum factor associated with investing in SESGFP 53 25 MAR 44.
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 SESGFP Bond
SESGFP financial ratios help investors to determine whether SESGFP 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 SESGFP with respect to the benefits of owning SESGFP security.