TEVA 5125 09 MAY 29 Market Value
| 88167AAQ4 | 98.40 0.24 0.24% |
| Symbol | 88167AAQ4 |
Please note, there is a significant difference between 88167AAQ4's value and its price as these two are different measures arrived at by different means. Investors typically determine if 88167AAQ4 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 88167AAQ4'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.
88167AAQ4 '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 88167AAQ4'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 88167AAQ4.
| 01/08/2025 |
| 02/07/2025 |
If you would invest 0.00 in 88167AAQ4 on January 8, 2025 and sell it all today you would earn a total of 0.00 from holding TEVA 5125 09 MAY 29 or generate 0.0% return on investment in 88167AAQ4 over 30 days. 88167AAQ4 is related to or competes with Hasbro, Sonida Senior, Canlan Ice, Joint Corp, Tandem Diabetes, Alvotech, and Integrated Media. 88167AAQ4 is entity of United States. It is traded as Bond on Bond exchange. More
88167AAQ4 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 88167AAQ4'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 TEVA 5125 09 MAY 29 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.36 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 1.54 |
88167AAQ4 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 88167AAQ4's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 88167AAQ4's standard deviation. In reality, there are many statistical measures that can use 88167AAQ4 historical prices to predict the future 88167AAQ4's volatility.| Risk Adjusted Performance | 0.0267 | |||
| Jensen Alpha | 0.0276 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.15) |
TEVA 5125 09 Backtested Returns
At this point, 88167AAQ4 is very steady. TEVA 5125 09 secures Sharpe Ratio (or Efficiency) of 0.0317, which signifies that the bond had a 0.0317 % return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for TEVA 5125 09 MAY 29, which you can use to evaluate the volatility of the entity. Please confirm 88167AAQ4's risk adjusted performance of 0.0267, and Semi Deviation of 0.99 to double-check if the risk estimate we provide is consistent with the expected return of 0.0273%. The bond shows a Beta (market volatility) of -0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 88167AAQ4 are expected to decrease at a much lower rate. During the bear market, 88167AAQ4 is likely to outperform the market.
Auto-correlation | 0.14 |
Insignificant predictability
TEVA 5125 09 MAY 29 has insignificant predictability. Overlapping area represents the amount of predictability between 88167AAQ4 time series from 8th of January 2025 to 23rd of January 2025 and 23rd of January 2025 to 7th 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 TEVA 5125 09 price movement. The serial correlation of 0.14 indicates that less than 14.0% of current 88167AAQ4 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.63 |
TEVA 5125 09 lagged returns against current returns
Autocorrelation, which is 88167AAQ4 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 88167AAQ4's bond expected returns. We can calculate the autocorrelation of 88167AAQ4 returns to help us make a trade decision. For example, suppose you find that 88167AAQ4 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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88167AAQ4 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 88167AAQ4 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 88167AAQ4 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 88167AAQ4 bond over time.
Current vs Lagged Prices |
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88167AAQ4 Lagged Returns
When evaluating 88167AAQ4's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 88167AAQ4 bond have on its future price. 88167AAQ4 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, 88167AAQ4 autocorrelation shows the relationship between 88167AAQ4 bond current value and its past values and can show if there is a momentum factor associated with investing in TEVA 5125 09 MAY 29.
Regressed Prices |
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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 88167AAQ4 Bond
88167AAQ4 financial ratios help investors to determine whether 88167AAQ4 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 88167AAQ4 with respect to the benefits of owning 88167AAQ4 security.