Southwestern Energy 495 Market Value
| 845467AL3 | 98.65 0.00 0.00% |
| Symbol | Southwestern |
Southwestern '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 Southwestern'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 Southwestern.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in Southwestern on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding Southwestern Energy 495 or generate 0.0% return on investment in Southwestern over 180 days. Southwestern is related to or competes with 00108WAF7, 90331HPL1, LightPath Technologies, Gilat Satellite, Bayerische Motoren, Gilead Sciences, and Valley National. More
Southwestern 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 Southwestern'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 Southwestern Energy 495 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 3.52 | |||
| Value At Risk | (0.60) | |||
| Potential Upside | 0.4123 |
Southwestern Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Southwestern's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Southwestern's standard deviation. In reality, there are many statistical measures that can use Southwestern historical prices to predict the future Southwestern's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.305 |
Southwestern Energy 495 Backtested Returns
At this point, Southwestern is very steady. Southwestern Energy 495 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0616, which indicates the bond had a 0.0616 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Southwestern Energy 495, which you can use to evaluate the volatility of the bond. Please validate Southwestern's Coefficient Of Variation of (2,272), risk adjusted performance of (0.05), and Variance of 0.1986 to confirm if the risk estimate we provide is consistent with the expected return of 0.0357%. The entity has a beta of -0.0971, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Southwestern are expected to decrease at a much lower rate. During the bear market, Southwestern is likely to outperform the market.
Auto-correlation | 0.20 |
Weak predictability
Southwestern Energy 495 has weak predictability. Overlapping area represents the amount of predictability between Southwestern time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Southwestern Energy 495 price movement. The serial correlation of 0.2 indicates that over 20.0% of current Southwestern price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Southwestern Energy 495 lagged returns against current returns
Autocorrelation, which is Southwestern 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 Southwestern's bond expected returns. We can calculate the autocorrelation of Southwestern returns to help us make a trade decision. For example, suppose you find that Southwestern 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 |
Southwestern 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 Southwestern bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Southwestern bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Southwestern bond over time.
Current vs Lagged Prices |
| Timeline |
Southwestern Lagged Returns
When evaluating Southwestern's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Southwestern bond have on its future price. Southwestern 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, Southwestern autocorrelation shows the relationship between Southwestern bond current value and its past values and can show if there is a momentum factor associated with investing in Southwestern Energy 495.
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 Southwestern Bond
Southwestern financial ratios help investors to determine whether Southwestern 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 Southwestern with respect to the benefits of owning Southwestern security.