Trivium Packaging 55 Market Value
| 89686QAA4 | 99.32 0.06 0.06% |
| Symbol | Trivium |
Trivium '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 Trivium'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 Trivium.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Trivium on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Trivium Packaging 55 or generate 0.0% return on investment in Trivium over 30 days. Trivium is related to or competes with 00108WAF7, IShares Global, GE Aerospace, Coca Cola, Bank of America, Procter Gamble, and Pfizer. More
Trivium 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 Trivium'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 Trivium Packaging 55 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 1.71 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 0.3047 |
Trivium Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trivium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trivium's standard deviation. In reality, there are many statistical measures that can use Trivium historical prices to predict the future Trivium's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 1.02 |
Trivium Packaging Backtested Returns
Trivium Packaging owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0416, which indicates the bond had a -0.0416 % return per unit of risk over the last 3 months. Trivium Packaging 55 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Trivium's Risk Adjusted Performance of (0.03), variance of 0.0627, and Coefficient Of Variation of (7,475) to confirm the risk estimate we provide. The entity has a beta of -0.0131, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Trivium are expected to decrease at a much lower rate. During the bear market, Trivium is likely to outperform the market.
Auto-correlation | -0.53 |
Good reverse predictability
Trivium Packaging 55 has good reverse predictability. Overlapping area represents the amount of predictability between Trivium time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th 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 Trivium Packaging price movement. The serial correlation of -0.53 indicates that about 53.0% of current Trivium price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Trivium Packaging lagged returns against current returns
Autocorrelation, which is Trivium 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 Trivium's bond expected returns. We can calculate the autocorrelation of Trivium returns to help us make a trade decision. For example, suppose you find that Trivium 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 |
Trivium 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 Trivium bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trivium bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trivium bond over time.
Current vs Lagged Prices |
| Timeline |
Trivium Lagged Returns
When evaluating Trivium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trivium bond have on its future price. Trivium 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, Trivium autocorrelation shows the relationship between Trivium bond current value and its past values and can show if there is a momentum factor associated with investing in Trivium Packaging 55.
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 Trivium Bond
Trivium financial ratios help investors to determine whether Trivium 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 Trivium with respect to the benefits of owning Trivium security.