SEB 12 09 SEP 26 Market Value
| 83051GAT5 | 94.26 0.00 0.00% |
| Symbol | 83051GAT5 |
Please note, there is a significant difference between 83051GAT5's value and its price as these two are different measures arrived at by different means. Investors typically determine if 83051GAT5 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 83051GAT5'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.
83051GAT5 '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 83051GAT5'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 83051GAT5.
| 08/31/2024 |
| 11/29/2024 |
If you would invest 0.00 in 83051GAT5 on August 31, 2024 and sell it all today you would earn a total of 0.00 from holding SEB 12 09 SEP 26 or generate 0.0% return on investment in 83051GAT5 over 90 days. 83051GAT5 is related to or competes with Reservoir Media, Hurco Companies, Primoris Services, WT Offshore, Park Ohio, Dream Finders, and Simpson Manufacturing. More
83051GAT5 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 83051GAT5'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 SEB 12 09 SEP 26 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1229 | |||
| Information Ratio | (0.99) | |||
| Maximum Drawdown | 0.477 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.2113 |
83051GAT5 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 83051GAT5's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 83051GAT5's standard deviation. In reality, there are many statistical measures that can use 83051GAT5 historical prices to predict the future 83051GAT5's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.97) | |||
| Treynor Ratio | 0.2593 |
SEB 12 09 Backtested Returns
At this point, 83051GAT5 is out of control. SEB 12 09 retains Efficiency (Sharpe Ratio) of 0.0553, which signifies that the bond had a 0.0553% return per unit of price deviation over the last 3 months. We have found twenty-five technical indicators for 83051GAT5, which you can use to evaluate the volatility of the entity. Please confirm 83051GAT5's Semi Deviation of 0.0786, coefficient of variation of 1807.62, and Risk Adjusted Performance of (0.01) to double-check if the risk estimate we provide is consistent with the expected return of 0.0066%. The bond owns a Beta (Systematic Risk) of -0.013, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 83051GAT5 are expected to decrease at a much lower rate. During the bear market, 83051GAT5 is likely to outperform the market.
Auto-correlation | -0.81 |
Excellent reverse predictability
SEB 12 09 SEP 26 has excellent reverse predictability. Overlapping area represents the amount of predictability between 83051GAT5 time series from 31st of August 2024 to 15th of October 2024 and 15th of October 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 SEB 12 09 price movement. The serial correlation of -0.81 indicates that around 81.0% of current 83051GAT5 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
SEB 12 09 lagged returns against current returns
Autocorrelation, which is 83051GAT5 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 83051GAT5's bond expected returns. We can calculate the autocorrelation of 83051GAT5 returns to help us make a trade decision. For example, suppose you find that 83051GAT5 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 |
83051GAT5 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 83051GAT5 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 83051GAT5 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 83051GAT5 bond over time.
Current vs Lagged Prices |
| Timeline |
83051GAT5 Lagged Returns
When evaluating 83051GAT5's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 83051GAT5 bond have on its future price. 83051GAT5 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, 83051GAT5 autocorrelation shows the relationship between 83051GAT5 bond current value and its past values and can show if there is a momentum factor associated with investing in SEB 12 09 SEP 26.
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 83051GAT5 Bond
83051GAT5 financial ratios help investors to determine whether 83051GAT5 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 83051GAT5 with respect to the benefits of owning 83051GAT5 security.