SIVB 4 Market Value
| 78486QAJ0 | 79.21 0.00 0.00% |
| Symbol | 78486QAJ0 |
Please note, there is a significant difference between 78486QAJ0's value and its price as these two are different measures arrived at by different means. Investors typically determine if 78486QAJ0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 78486QAJ0'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.
78486QAJ0 '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 78486QAJ0'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 78486QAJ0.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in 78486QAJ0 on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding SIVB 4 or generate 0.0% return on investment in 78486QAJ0 over 540 days. 78486QAJ0 is related to or competes with ATT, Home Depot, Cisco Systems, Dupont De, GE Aerospace, Johnson Johnson, and Intel. More
78486QAJ0 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 78486QAJ0'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 SIVB 4 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 49.43 | |||
| Information Ratio | 0.3373 | |||
| Maximum Drawdown | 1235.35 | |||
| Value At Risk | (85.71) | |||
| Potential Upside | 560.38 |
78486QAJ0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 78486QAJ0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 78486QAJ0's standard deviation. In reality, there are many statistical measures that can use 78486QAJ0 historical prices to predict the future 78486QAJ0's volatility.| Risk Adjusted Performance | 0.2688 | |||
| Jensen Alpha | 86.03 | |||
| Total Risk Alpha | 45.0 | |||
| Sortino Ratio | 1.64 | |||
| Treynor Ratio | (1.93) |
78486QAJ0 Backtested Returns
78486QAJ0 is out of control given 3 months investment horizon. 78486QAJ0 secures Sharpe Ratio (or Efficiency) of 0.3, which signifies that the bond had a 0.3% return per unit of return volatility over the last 3 months. We were able to analyze twenty-five different technical indicators, which can help you to evaluate if expected returns of 63.29% are justified by taking the suggested risk. Use 78486QAJ0 semi deviation of 38.68, and Risk Adjusted Performance of 0.2688 to evaluate company specific risk that cannot be diversified away. The bond shows a Beta (market volatility) of -42.03, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning 78486QAJ0 are expected to decrease by larger amounts. On the other hand, during market turmoil, 78486QAJ0 is expected to outperform it.
Auto-correlation | 0.01 |
Virtually no predictability
SIVB 4 has virtually no predictability. Overlapping area represents the amount of predictability between 78486QAJ0 time series from 8th of June 2023 to 4th of March 2024 and 4th of March 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 78486QAJ0 price movement. The serial correlation of 0.01 indicates that just 1.0% of current 78486QAJ0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 128.9 |
78486QAJ0 lagged returns against current returns
Autocorrelation, which is 78486QAJ0 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 78486QAJ0's bond expected returns. We can calculate the autocorrelation of 78486QAJ0 returns to help us make a trade decision. For example, suppose you find that 78486QAJ0 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 |
78486QAJ0 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 78486QAJ0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 78486QAJ0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 78486QAJ0 bond over time.
Current vs Lagged Prices |
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78486QAJ0 Lagged Returns
When evaluating 78486QAJ0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 78486QAJ0 bond have on its future price. 78486QAJ0 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, 78486QAJ0 autocorrelation shows the relationship between 78486QAJ0 bond current value and its past values and can show if there is a momentum factor associated with investing in SIVB 4.
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 78486QAJ0 Bond
78486QAJ0 financial ratios help investors to determine whether 78486QAJ0 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 78486QAJ0 with respect to the benefits of owning 78486QAJ0 security.