UBS 1364 30 JAN 27 Market Value
| 902613AC2 | 87.94 7.88 8.22% |
| Symbol | 902613AC2 |
Please note, there is a significant difference between 902613AC2's value and its price as these two are different measures arrived at by different means. Investors typically determine if 902613AC2 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 902613AC2'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.
902613AC2 '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 902613AC2'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 902613AC2.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in 902613AC2 on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding UBS 1364 30 JAN 27 or generate 0.0% return on investment in 902613AC2 over 690 days. 902613AC2 is related to or competes with ATT, Home Depot, Cisco Systems, Dupont De, GE Aerospace, Johnson Johnson, and Intel. More
902613AC2 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 902613AC2'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 UBS 1364 30 JAN 27 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 18.26 | |||
| Value At Risk | (4.42) | |||
| Potential Upside | 4.89 |
902613AC2 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 902613AC2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 902613AC2's standard deviation. In reality, there are many statistical measures that can use 902613AC2 historical prices to predict the future 902613AC2's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | (0.61) |
UBS 1364 30 Backtested Returns
UBS 1364 30 secures Sharpe Ratio (or Efficiency) of -0.073, which signifies that the bond had a -0.073% return per unit of return volatility over the last 3 months. UBS 1364 30 JAN 27 exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 902613AC2's coefficient of variation of (3,084), and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The entity shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 902613AC2's returns are expected to increase less than the market. However, during the bear market, the loss of holding 902613AC2 is expected to be smaller as well.
Auto-correlation | 0.43 |
Average predictability
UBS 1364 30 JAN 27 has average predictability. Overlapping area represents the amount of predictability between 902613AC2 time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th of November 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 UBS 1364 30 price movement. The serial correlation of 0.43 indicates that just about 43.0% of current 902613AC2 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 1.47 |
UBS 1364 30 lagged returns against current returns
Autocorrelation, which is 902613AC2 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 902613AC2's bond expected returns. We can calculate the autocorrelation of 902613AC2 returns to help us make a trade decision. For example, suppose you find that 902613AC2 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 |
902613AC2 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 902613AC2 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 902613AC2 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 902613AC2 bond over time.
Current vs Lagged Prices |
| Timeline |
902613AC2 Lagged Returns
When evaluating 902613AC2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 902613AC2 bond have on its future price. 902613AC2 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, 902613AC2 autocorrelation shows the relationship between 902613AC2 bond current value and its past values and can show if there is a momentum factor associated with investing in UBS 1364 30 JAN 27.
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 902613AC2 Bond
902613AC2 financial ratios help investors to determine whether 902613AC2 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 902613AC2 with respect to the benefits of owning 902613AC2 security.