William Carter 5625 Market Value
| 96926JAC1 | 98.89 0.00 0.00% |
| Symbol | William |
William '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 William'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 William.
| 05/30/2024 |
| 11/26/2024 |
If you would invest 0.00 in William on May 30, 2024 and sell it all today you would earn a total of 0.00 from holding William Carter 5625 or generate 0.0% return on investment in William over 180 days. William is related to or competes with Hillman Solutions, Newell Brands, Timken, Mannatech Incorporated, European Wax, and Bridgford Foods. More
William 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 William'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 William Carter 5625 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4277 | |||
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 1.64 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.3411 |
William Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for William's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as William's standard deviation. In reality, there are many statistical measures that can use William historical prices to predict the future William's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 1.68 |
William Carter 5625 Backtested Returns
William Carter 5625 shows Sharpe Ratio of -0.0897, which attests that the bond had a -0.0897% return per unit of risk over the last 3 months. William Carter 5625 exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out William's Mean Deviation of 0.2296, market risk adjusted performance of 1.69, and Downside Deviation of 0.4277 to validate the risk estimate we provide. The entity maintains a market beta of -0.0054, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning William are expected to decrease at a much lower rate. During the bear market, William is likely to outperform the market.
Auto-correlation | -0.14 |
Insignificant reverse predictability
William Carter 5625 has insignificant reverse predictability. Overlapping area represents the amount of predictability between William time series from 30th of May 2024 to 28th of August 2024 and 28th of August 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 William Carter 5625 price movement. The serial correlation of -0.14 indicates that less than 14.0% of current William price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
William Carter 5625 lagged returns against current returns
Autocorrelation, which is William 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 William's bond expected returns. We can calculate the autocorrelation of William returns to help us make a trade decision. For example, suppose you find that William 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 |
William 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 William bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if William bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in William bond over time.
Current vs Lagged Prices |
| Timeline |
William Lagged Returns
When evaluating William's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of William bond have on its future price. William 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, William autocorrelation shows the relationship between William bond current value and its past values and can show if there is a momentum factor associated with investing in William Carter 5625.
Regressed Prices |
| Timeline |
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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 William Bond
William financial ratios help investors to determine whether William 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 William with respect to the benefits of owning William security.