SAVE 8 20 SEP 25 Market Value
| 84859BAB7 | 76.75 6.25 7.53% |
| Symbol | 84859BAB7 |
Please note, there is a significant difference between 84859BAB7's value and its price as these two are different measures arrived at by different means. Investors typically determine if 84859BAB7 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 84859BAB7'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.
84859BAB7 '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 84859BAB7'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 84859BAB7.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in 84859BAB7 on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding SAVE 8 20 SEP 25 or generate 0.0% return on investment in 84859BAB7 over 30 days. 84859BAB7 is related to or competes with Sun Country, Ihuman, Verra Mobility, FlyExclusive,, 51Talk Online, and SNDL. More
84859BAB7 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 84859BAB7'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 SAVE 8 20 SEP 25 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.87 | |||
| Information Ratio | 0.0684 | |||
| Maximum Drawdown | 60.3 | |||
| Value At Risk | (8.82) | |||
| Potential Upside | 15.04 |
84859BAB7 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 84859BAB7's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 84859BAB7's standard deviation. In reality, there are many statistical measures that can use 84859BAB7 historical prices to predict the future 84859BAB7's volatility.| Risk Adjusted Performance | 0.0738 | |||
| Jensen Alpha | 0.6558 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0886 | |||
| Treynor Ratio | 2.22 |
SAVE 8 20 Backtested Returns
84859BAB7 is not too volatile given 3 months investment horizon. SAVE 8 20 secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the bond had a 0.23 % return per unit of return volatility over the last 3 months. We were able to analyze twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.01% are justified by taking the suggested risk. Use 84859BAB7 risk adjusted performance of 0.0738, and Semi Deviation of 6.16 to evaluate company specific risk that cannot be diversified away. The entity shows a Beta (market volatility) of 0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 84859BAB7's returns are expected to increase less than the market. However, during the bear market, the loss of holding 84859BAB7 is expected to be smaller as well.
Auto-correlation | -0.41 |
Modest reverse predictability
SAVE 8 20 SEP 25 has modest reverse predictability. Overlapping area represents the amount of predictability between 84859BAB7 time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 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 SAVE 8 20 price movement. The serial correlation of -0.41 indicates that just about 41.0% of current 84859BAB7 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 19.28 |
SAVE 8 20 lagged returns against current returns
Autocorrelation, which is 84859BAB7 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 84859BAB7's bond expected returns. We can calculate the autocorrelation of 84859BAB7 returns to help us make a trade decision. For example, suppose you find that 84859BAB7 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 |
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84859BAB7 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 84859BAB7 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 84859BAB7 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 84859BAB7 bond over time.
Current vs Lagged Prices |
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84859BAB7 Lagged Returns
When evaluating 84859BAB7's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 84859BAB7 bond have on its future price. 84859BAB7 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, 84859BAB7 autocorrelation shows the relationship between 84859BAB7 bond current value and its past values and can show if there is a momentum factor associated with investing in SAVE 8 20 SEP 25.
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 84859BAB7 Bond
84859BAB7 financial ratios help investors to determine whether 84859BAB7 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 84859BAB7 with respect to the benefits of owning 84859BAB7 security.