TTWO 355 14 APR 25 Market Value
| 874054AF6 | 97.86 1.88 1.88% |
| Symbol | 874054AF6 |
Please note, there is a significant difference between 874054AF6's value and its price as these two are different measures arrived at by different means. Investors typically determine if 874054AF6 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 874054AF6'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.
874054AF6 '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 874054AF6'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 874054AF6.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in 874054AF6 on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding TTWO 355 14 APR 25 or generate 0.0% return on investment in 874054AF6 over 30 days. 874054AF6 is related to or competes with CF Industries, Luxfer Holdings, Take Two, Ecolab, Mosaic, NL Industries, and Penn National. More
874054AF6 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 874054AF6'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 TTWO 355 14 APR 25 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 0.6734 | |||
| Value At Risk | (0.18) | |||
| Potential Upside | 0.1408 |
874054AF6 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 874054AF6's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 874054AF6's standard deviation. In reality, there are many statistical measures that can use 874054AF6 historical prices to predict the future 874054AF6's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.34) |
TTWO 355 14 Backtested Returns
TTWO 355 14 secures Sharpe Ratio (or Efficiency) of -0.0896, which signifies that the bond had a -0.0896 % return per unit of return volatility over the last 3 months. TTWO 355 14 APR 25 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 874054AF6's coefficient of variation of (1,116), and Risk Adjusted Performance of (0.1) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0975, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 874054AF6's returns are expected to increase less than the market. However, during the bear market, the loss of holding 874054AF6 is expected to be smaller as well.
Auto-correlation | -0.3 |
Weak reverse predictability
TTWO 355 14 APR 25 has weak reverse predictability. Overlapping area represents the amount of predictability between 874054AF6 time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd 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 TTWO 355 14 price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current 874054AF6 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.65 |
TTWO 355 14 lagged returns against current returns
Autocorrelation, which is 874054AF6 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 874054AF6's bond expected returns. We can calculate the autocorrelation of 874054AF6 returns to help us make a trade decision. For example, suppose you find that 874054AF6 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 |
874054AF6 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 874054AF6 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 874054AF6 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 874054AF6 bond over time.
Current vs Lagged Prices |
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874054AF6 Lagged Returns
When evaluating 874054AF6's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 874054AF6 bond have on its future price. 874054AF6 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, 874054AF6 autocorrelation shows the relationship between 874054AF6 bond current value and its past values and can show if there is a momentum factor associated with investing in TTWO 355 14 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 874054AF6 Bond
874054AF6 financial ratios help investors to determine whether 874054AF6 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 874054AF6 with respect to the benefits of owning 874054AF6 security.