VST 5125 13 MAY 25 Market Value
| 92840VAL6 | 97.81 0.00 0.00% |
| Symbol | 92840VAL6 |
Please note, there is a significant difference between 92840VAL6's value and its price as these two are different measures arrived at by different means. Investors typically determine if 92840VAL6 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 92840VAL6'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.
92840VAL6 '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 92840VAL6'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 92840VAL6.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in 92840VAL6 on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding VST 5125 13 MAY 25 or generate 0.0% return on investment in 92840VAL6 over 30 days. 92840VAL6 is related to or competes with Japan Tobacco, Vita Coco, Tenaris SA, Philip Morris, Diageo PLC, Anheuser Busch, and Ambev SA. More
92840VAL6 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 92840VAL6'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 VST 5125 13 MAY 25 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.61) | |||
| Maximum Drawdown | 1.77 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.1406 |
92840VAL6 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 92840VAL6's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 92840VAL6's standard deviation. In reality, there are many statistical measures that can use 92840VAL6 historical prices to predict the future 92840VAL6's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (4.18) |
VST 5125 13 Backtested Returns
VST 5125 13 secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the bond had a -0.13% return per unit of return volatility over the last 3 months. VST 5125 13 MAY 25 exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 92840VAL6's coefficient of variation of (969.46), and Risk Adjusted Performance of (0.1) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.0087, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 92840VAL6's returns are expected to increase less than the market. However, during the bear market, the loss of holding 92840VAL6 is expected to be smaller as well.
Auto-correlation | -0.33 |
Poor reverse predictability
VST 5125 13 MAY 25 has poor reverse predictability. Overlapping area represents the amount of predictability between 92840VAL6 time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 VST 5125 13 price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current 92840VAL6 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
VST 5125 13 lagged returns against current returns
Autocorrelation, which is 92840VAL6 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 92840VAL6's bond expected returns. We can calculate the autocorrelation of 92840VAL6 returns to help us make a trade decision. For example, suppose you find that 92840VAL6 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 |
92840VAL6 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 92840VAL6 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 92840VAL6 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 92840VAL6 bond over time.
Current vs Lagged Prices |
| Timeline |
92840VAL6 Lagged Returns
When evaluating 92840VAL6's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 92840VAL6 bond have on its future price. 92840VAL6 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, 92840VAL6 autocorrelation shows the relationship between 92840VAL6 bond current value and its past values and can show if there is a momentum factor associated with investing in VST 5125 13 MAY 25.
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 92840VAL6 Bond
92840VAL6 financial ratios help investors to determine whether 92840VAL6 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 92840VAL6 with respect to the benefits of owning 92840VAL6 security.