STANLN 32 17 APR 25 Market Value
| 853254AX8 | 98.61 0.00 0.00% |
| Symbol | STANLN |
Please note, there is a significant difference between STANLN's value and its price as these two are different measures arrived at by different means. Investors typically determine if STANLN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, STANLN'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.
STANLN '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 STANLN'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 STANLN.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in STANLN on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding STANLN 32 17 APR 25 or generate 0.0% return on investment in STANLN over 30 days. STANLN is related to or competes with Meiwu Technology, 17 Education, Afya, Skillful Craftsman, Grupo Televisa, Western Digital, and Four Seasons. More
STANLN 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 STANLN'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 STANLN 32 17 APR 25 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3258 | |||
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 1.91 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.4707 |
STANLN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for STANLN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STANLN's standard deviation. In reality, there are many statistical measures that can use STANLN historical prices to predict the future STANLN's volatility.| Risk Adjusted Performance | 0.0766 | |||
| Jensen Alpha | 0.0354 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | (0.90) |
STANLN 32 17 Backtested Returns
STANLN 32 17 retains Efficiency (Sharpe Ratio) of -0.14, which indicates the bond had a -0.14% return per unit of risk over the last 3 months. STANLN exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate STANLN's risk adjusted performance of 0.0766, and Downside Deviation of 0.3258 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.0348, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning STANLN are expected to decrease at a much lower rate. During the bear market, STANLN is likely to outperform the market.
Auto-correlation | 1.00 |
Perfect predictability
STANLN 32 17 APR 25 has perfect predictability. Overlapping area represents the amount of predictability between STANLN time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 STANLN 32 17 price movement. The serial correlation of 1.0 indicates that 100.0% of current STANLN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
STANLN 32 17 lagged returns against current returns
Autocorrelation, which is STANLN 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 STANLN's bond expected returns. We can calculate the autocorrelation of STANLN returns to help us make a trade decision. For example, suppose you find that STANLN 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 |
STANLN 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 STANLN bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STANLN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STANLN bond over time.
Current vs Lagged Prices |
| Timeline |
STANLN Lagged Returns
When evaluating STANLN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STANLN bond have on its future price. STANLN 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, STANLN autocorrelation shows the relationship between STANLN bond current value and its past values and can show if there is a momentum factor associated with investing in STANLN 32 17 APR 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 STANLN Bond
STANLN financial ratios help investors to determine whether STANLN 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 STANLN with respect to the benefits of owning STANLN security.