SIEGR 34 16 MAR 27 Market Value

82620KAU7   94.99  2.91  2.97%   
SIEGR's market value is the price at which a share of SIEGR trades on an exchange. It measures the collective expectations of SIEGR 34 16 MAR 27 investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of SIEGR 34 16 MAR 27 and determine expected loss or profit from investing in SIEGR over a given investment horizon.
Check out SIEGR Correlation, SIEGR Volatility and SIEGR Alpha and Beta module to complement your research on SIEGR.
Symbol

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

SIEGR '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 SIEGR'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 SIEGR.
0.00
06/08/2023
No Change 0.00  0.0 
In 1 year 5 months and 25 days
11/29/2024
0.00
If you would invest  0.00  in SIEGR on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding SIEGR 34 16 MAR 27 or generate 0.0% return on investment in SIEGR over 540 days. SIEGR is related to or competes with Dave Busters, Rumble, Cadence Design, Playtika Holding, Sphere Entertainment, Bill, and Space-Communication. More

SIEGR 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 SIEGR'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 SIEGR 34 16 MAR 27 upside and downside potential and time the market with a certain degree of confidence.

SIEGR Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for SIEGR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SIEGR's standard deviation. In reality, there are many statistical measures that can use SIEGR historical prices to predict the future SIEGR's volatility.
Hype
Prediction
LowEstimatedHigh
94.4394.9995.55
Details
Intrinsic
Valuation
LowRealHigh
85.4995.9996.55
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SIEGR. Your research has to be compared to or analyzed against SIEGR's peers to derive any actionable benefits. When done correctly, SIEGR'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 SIEGR 34 16.

SIEGR 34 16 Backtested Returns

SIEGR 34 16 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.21, which indicates the bond had a -0.21% return per unit of volatility over the last 3 months. SIEGR 34 16 MAR 27 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SIEGR's risk adjusted performance of (0.02), and Variance of 0.3494 to confirm the risk estimate we provide. The entity has a beta of -0.007, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SIEGR are expected to decrease at a much lower rate. During the bear market, SIEGR is likely to outperform the market.

Auto-correlation

    
  0.48  

Average predictability

SIEGR 34 16 MAR 27 has average predictability. Overlapping area represents the amount of predictability between SIEGR 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 SIEGR 34 16 price movement. The serial correlation of 0.48 indicates that about 48.0% of current SIEGR price fluctuation can be explain by its past prices.
Correlation Coefficient0.48
Spearman Rank Test0.37
Residual Average0.0
Price Variance1.34

SIEGR 34 16 lagged returns against current returns

Autocorrelation, which is SIEGR 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 SIEGR's bond expected returns. We can calculate the autocorrelation of SIEGR returns to help us make a trade decision. For example, suppose you find that SIEGR 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  

SIEGR 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 SIEGR bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SIEGR bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SIEGR bond over time.
   Current vs Lagged Prices   
       Timeline  

SIEGR Lagged Returns

When evaluating SIEGR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SIEGR bond have on its future price. SIEGR 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, SIEGR autocorrelation shows the relationship between SIEGR bond current value and its past values and can show if there is a momentum factor associated with investing in SIEGR 34 16 MAR 27.
   Regressed Prices   
       Timeline  

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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 SIEGR Bond

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