UNP 28 14 FEB 32 Market Value
| 907818FX1 | 81.16 7.26 8.21% |
| Symbol | 907818FX1 |
Please note, there is a significant difference between 907818FX1's value and its price as these two are different measures arrived at by different means. Investors typically determine if 907818FX1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 907818FX1'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.
907818FX1 '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 907818FX1'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 907818FX1.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in 907818FX1 on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding UNP 28 14 FEB 32 or generate 0.0% return on investment in 907818FX1 over 30 days. 907818FX1 is related to or competes with Cardinal Health, United Utilities, GE Vernova, PGE Corp, Grocery Outlet, Weyco, and Vistra Energy. More
907818FX1 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 907818FX1'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 UNP 28 14 FEB 32 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 16.06 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 1.96 |
907818FX1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 907818FX1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 907818FX1's standard deviation. In reality, there are many statistical measures that can use 907818FX1 historical prices to predict the future 907818FX1's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | 5.27 |
UNP 28 14 Backtested Returns
UNP 28 14 secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the bond had a -0.15% return per unit of risk over the last 3 months. UNP 28 14 FEB 32 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 907818FX1's Coefficient Of Variation of (1,161), risk adjusted performance of (0.06), and Standard Deviation of 1.83 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.0318, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 907818FX1 are expected to decrease at a much lower rate. During the bear market, 907818FX1 is likely to outperform the market.
Auto-correlation | 0.41 |
Average predictability
UNP 28 14 FEB 32 has average predictability. Overlapping area represents the amount of predictability between 907818FX1 time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 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 UNP 28 14 price movement. The serial correlation of 0.41 indicates that just about 41.0% of current 907818FX1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 3.73 |
UNP 28 14 lagged returns against current returns
Autocorrelation, which is 907818FX1 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 907818FX1's bond expected returns. We can calculate the autocorrelation of 907818FX1 returns to help us make a trade decision. For example, suppose you find that 907818FX1 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 |
907818FX1 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 907818FX1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 907818FX1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 907818FX1 bond over time.
Current vs Lagged Prices |
| Timeline |
907818FX1 Lagged Returns
When evaluating 907818FX1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 907818FX1 bond have on its future price. 907818FX1 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, 907818FX1 autocorrelation shows the relationship between 907818FX1 bond current value and its past values and can show if there is a momentum factor associated with investing in UNP 28 14 FEB 32.
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 907818FX1 Bond
907818FX1 financial ratios help investors to determine whether 907818FX1 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 907818FX1 with respect to the benefits of owning 907818FX1 security.