Ziggo 4875 percent Market Value
98955DAA8 | 89.31 2.91 3.16% |
Symbol | Ziggo |
Ziggo '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 Ziggo'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 Ziggo.
10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Ziggo on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Ziggo 4875 percent or generate 0.0% return on investment in Ziggo over 30 days. Ziggo is related to or competes with Lululemon Athletica, Arrow Electronics, FormFactor, LB Foster, SunOpta, NETGEAR, and Mind Technology. More
Ziggo 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 Ziggo'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 Ziggo 4875 percent upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.08) | |||
Maximum Drawdown | 10.37 | |||
Value At Risk | (0.81) | |||
Potential Upside | 0.738 |
Ziggo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ziggo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ziggo's standard deviation. In reality, there are many statistical measures that can use Ziggo historical prices to predict the future Ziggo's volatility.Risk Adjusted Performance | (0.01) | |||
Jensen Alpha | (0.06) | |||
Total Risk Alpha | (0.22) | |||
Treynor Ratio | (0.27) |
Ziggo 4875 percent Backtested Returns
Ziggo 4875 percent shows Sharpe Ratio of -0.19, which attests that the bond had a -0.19% return per unit of risk over the last 3 months. Ziggo 4875 percent exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ziggo's Mean Deviation of 0.6501, standard deviation of 1.53, and Market Risk Adjusted Performance of (0.26) to validate the risk estimate we provide. The entity maintains a market beta of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ziggo's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ziggo is expected to be smaller as well.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Ziggo 4875 percent has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ziggo time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Ziggo 4875 percent price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Ziggo price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.12 | |
Spearman Rank Test | 0.25 | |
Residual Average | 0.0 | |
Price Variance | 4.65 |
Ziggo 4875 percent lagged returns against current returns
Autocorrelation, which is Ziggo 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 Ziggo's bond expected returns. We can calculate the autocorrelation of Ziggo returns to help us make a trade decision. For example, suppose you find that Ziggo 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 |
Ziggo 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 Ziggo bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ziggo bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ziggo bond over time.
Current vs Lagged Prices |
Timeline |
Ziggo Lagged Returns
When evaluating Ziggo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ziggo bond have on its future price. Ziggo 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, Ziggo autocorrelation shows the relationship between Ziggo bond current value and its past values and can show if there is a momentum factor associated with investing in Ziggo 4875 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 Ziggo Bond
Ziggo financial ratios help investors to determine whether Ziggo 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 Ziggo with respect to the benefits of owning Ziggo security.