WEYERHAEUSER 795 percent Market Value
| 962166AU8 | 102.48 1.92 1.91% |
| Symbol | WEYERHAEUSER |
WEYERHAEUSER '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 WEYERHAEUSER'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 WEYERHAEUSER.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in WEYERHAEUSER on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding WEYERHAEUSER 795 percent or generate 0.0% return on investment in WEYERHAEUSER over 30 days. WEYERHAEUSER is related to or competes with 00108WAF7, 90331HPL1, Bank of America, GE Aerospace, Dupont De, International Business, and McDonalds. More
WEYERHAEUSER 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 WEYERHAEUSER'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 WEYERHAEUSER 795 percent upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5903 | |||
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 2.39 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.9983 |
WEYERHAEUSER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WEYERHAEUSER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WEYERHAEUSER's standard deviation. In reality, there are many statistical measures that can use WEYERHAEUSER historical prices to predict the future WEYERHAEUSER's volatility.| Risk Adjusted Performance | 0.0059 | |||
| Jensen Alpha | 0.0055 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.22) | |||
| Treynor Ratio | 0.0505 |
WEYERHAEUSER 795 percent Backtested Returns
At this point, WEYERHAEUSER is very steady. WEYERHAEUSER 795 percent shows Sharpe Ratio of 0.12, which attests that the bond had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for WEYERHAEUSER 795 percent, which you can use to evaluate the volatility of the bond. Please check out WEYERHAEUSER's Mean Deviation of 0.496, market risk adjusted performance of 0.0605, and Downside Deviation of 0.5903 to validate if the risk estimate we provide is consistent with the expected return of 0.0934%. The entity maintains a market beta of -0.0714, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WEYERHAEUSER are expected to decrease at a much lower rate. During the bear market, WEYERHAEUSER is likely to outperform the market.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
WEYERHAEUSER 795 percent has almost perfect reverse predictability. Overlapping area represents the amount of predictability between WEYERHAEUSER time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 WEYERHAEUSER 795 percent price movement. The serial correlation of -0.74 indicates that around 74.0% of current WEYERHAEUSER price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 1.19 |
WEYERHAEUSER 795 percent lagged returns against current returns
Autocorrelation, which is WEYERHAEUSER 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 WEYERHAEUSER's bond expected returns. We can calculate the autocorrelation of WEYERHAEUSER returns to help us make a trade decision. For example, suppose you find that WEYERHAEUSER 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 |
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WEYERHAEUSER 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 WEYERHAEUSER bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WEYERHAEUSER bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WEYERHAEUSER bond over time.
Current vs Lagged Prices |
| Timeline |
WEYERHAEUSER Lagged Returns
When evaluating WEYERHAEUSER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WEYERHAEUSER bond have on its future price. WEYERHAEUSER 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, WEYERHAEUSER autocorrelation shows the relationship between WEYERHAEUSER bond current value and its past values and can show if there is a momentum factor associated with investing in WEYERHAEUSER 795 percent.
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 WEYERHAEUSER Bond
WEYERHAEUSER financial ratios help investors to determine whether WEYERHAEUSER 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 WEYERHAEUSER with respect to the benefits of owning WEYERHAEUSER security.