SWEDA 1538 16 NOV 26 Market Value
| 87020PAP2 | 88.35 6.55 6.90% |
| Symbol | SWEDA |
Please note, there is a significant difference between SWEDA's value and its price as these two are different measures arrived at by different means. Investors typically determine if SWEDA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SWEDA'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.
SWEDA '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 SWEDA'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 SWEDA.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in SWEDA on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding SWEDA 1538 16 NOV 26 or generate 0.0% return on investment in SWEDA over 30 days. SWEDA is related to or competes with FG Annuities, Direct Line, Joint Corp, Alvotech, Pekin Life, and Unum. More
SWEDA 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 SWEDA'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 SWEDA 1538 16 NOV 26 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 7.91 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.4229 |
SWEDA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SWEDA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SWEDA's standard deviation. In reality, there are many statistical measures that can use SWEDA historical prices to predict the future SWEDA's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.76) |
SWEDA 1538 16 Backtested Returns
SWEDA 1538 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. SWEDA 1538 16 NOV 26 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SWEDA's risk adjusted performance of (0.04), and Variance of 0.8755 to confirm the risk estimate we provide. The entity has a beta of 0.0708, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SWEDA's returns are expected to increase less than the market. However, during the bear market, the loss of holding SWEDA is expected to be smaller as well.
Auto-correlation | -0.83 |
Excellent reverse predictability
SWEDA 1538 16 NOV 26 has excellent reverse predictability. Overlapping area represents the amount of predictability between SWEDA time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 SWEDA 1538 16 price movement. The serial correlation of -0.83 indicates that around 83.0% of current SWEDA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
SWEDA 1538 16 lagged returns against current returns
Autocorrelation, which is SWEDA 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 SWEDA's bond expected returns. We can calculate the autocorrelation of SWEDA returns to help us make a trade decision. For example, suppose you find that SWEDA 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 |
SWEDA 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 SWEDA bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SWEDA bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SWEDA bond over time.
Current vs Lagged Prices |
| Timeline |
SWEDA Lagged Returns
When evaluating SWEDA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SWEDA bond have on its future price. SWEDA 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, SWEDA autocorrelation shows the relationship between SWEDA bond current value and its past values and can show if there is a momentum factor associated with investing in SWEDA 1538 16 NOV 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 SWEDA Bond
SWEDA financial ratios help investors to determine whether SWEDA 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 SWEDA with respect to the benefits of owning SWEDA security.