VICI 5625 15 MAY 52 Market Value
| 925650AE3 | 90.28 3.71 3.95% |
| Symbol | 925650AE3 |
Please note, there is a significant difference between 925650AE3's value and its price as these two are different measures arrived at by different means. Investors typically determine if 925650AE3 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 925650AE3'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.
925650AE3 '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 925650AE3'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 925650AE3.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in 925650AE3 on June 4, 2023 and sell it all today you would earn a total of 0.00 from holding VICI 5625 15 MAY 52 or generate 0.0% return on investment in 925650AE3 over 540 days. 925650AE3 is related to or competes with BCE, NETGEAR, Live Ventures, Zedge, Haverty Furniture, Boston Properties, and KVH Industries. More
925650AE3 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 925650AE3'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 VICI 5625 15 MAY 52 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 11.98 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.54 |
925650AE3 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 925650AE3's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 925650AE3's standard deviation. In reality, there are many statistical measures that can use 925650AE3 historical prices to predict the future 925650AE3's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.15) |
VICI 5625 15 Backtested Returns
VICI 5625 15 retains Efficiency (Sharpe Ratio) of -0.1, which signifies that the bond had a -0.1% return per unit of price deviation over the last 3 months. 925650AE3 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 925650AE3's Risk Adjusted Performance of (0.02), variance of 3.12, and Coefficient Of Variation of (2,545) to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 925650AE3's returns are expected to increase less than the market. However, during the bear market, the loss of holding 925650AE3 is expected to be smaller as well.
Auto-correlation | 0.45 |
Average predictability
VICI 5625 15 MAY 52 has average predictability. Overlapping area represents the amount of predictability between 925650AE3 time series from 4th of June 2023 to 29th of February 2024 and 29th of February 2024 to 25th 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 VICI 5625 15 price movement. The serial correlation of 0.45 indicates that just about 45.0% of current 925650AE3 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 9.15 |
VICI 5625 15 lagged returns against current returns
Autocorrelation, which is 925650AE3 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 925650AE3's bond expected returns. We can calculate the autocorrelation of 925650AE3 returns to help us make a trade decision. For example, suppose you find that 925650AE3 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 |
925650AE3 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 925650AE3 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 925650AE3 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 925650AE3 bond over time.
Current vs Lagged Prices |
| Timeline |
925650AE3 Lagged Returns
When evaluating 925650AE3's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 925650AE3 bond have on its future price. 925650AE3 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, 925650AE3 autocorrelation shows the relationship between 925650AE3 bond current value and its past values and can show if there is a momentum factor associated with investing in VICI 5625 15 MAY 52.
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 925650AE3 Bond
925650AE3 financial ratios help investors to determine whether 925650AE3 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 925650AE3 with respect to the benefits of owning 925650AE3 security.