AER 34 29 OCT 33 Market Value
| 00774MAY1 | 78.55 9.40 10.69% |
| Symbol | 00774MAY1 |
Please note, there is a significant difference between 00774MAY1's value and its price as these two are different measures arrived at by different means. Investors typically determine if 00774MAY1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 00774MAY1'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.
00774MAY1 '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 00774MAY1'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 00774MAY1.
| 07/18/2023 |
| 07/07/2025 |
If you would invest 0.00 in 00774MAY1 on July 18, 2023 and sell it all today you would earn a total of 0.00 from holding AER 34 29 OCT 33 or generate 0.0% return on investment in 00774MAY1 over 720 days. 00774MAY1 is related to or competes with Old Dominion, Analog Devices, Ihuman, Alto Neuroscience,, Lipocine, and BTC Digital. More
00774MAY1 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 00774MAY1'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 AER 34 29 OCT 33 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 22.31 | |||
| Value At Risk | (2.98) | |||
| Potential Upside | 3.94 |
00774MAY1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00774MAY1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 00774MAY1's standard deviation. In reality, there are many statistical measures that can use 00774MAY1 historical prices to predict the future 00774MAY1's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.7294 |
AER 34 29 Backtested Returns
At this point, 00774MAY1 is very steady. AER 34 29 secures Sharpe Ratio (or Efficiency) of 0.0249, which signifies that the bond had a 0.0249 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for AER 34 29 OCT 33, which you can use to evaluate the volatility of the entity. Please confirm 00774MAY1's Mean Deviation of 1.43, risk adjusted performance of (0.03), and Standard Deviation of 3.18 to double-check if the risk estimate we provide is consistent with the expected return of 0.0828%. The bond shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 00774MAY1 are expected to decrease at a much lower rate. During the bear market, 00774MAY1 is likely to outperform the market.
Auto-correlation | -0.37 |
Poor reverse predictability
AER 34 29 OCT 33 has poor reverse predictability. Overlapping area represents the amount of predictability between 00774MAY1 time series from 18th of July 2023 to 12th of July 2024 and 12th of July 2024 to 7th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AER 34 29 price movement. The serial correlation of -0.37 indicates that just about 37.0% of current 00774MAY1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 2.4 |
AER 34 29 lagged returns against current returns
Autocorrelation, which is 00774MAY1 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 00774MAY1's bond expected returns. We can calculate the autocorrelation of 00774MAY1 returns to help us make a trade decision. For example, suppose you find that 00774MAY1 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 |
00774MAY1 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 00774MAY1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 00774MAY1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 00774MAY1 bond over time.
Current vs Lagged Prices |
| Timeline |
00774MAY1 Lagged Returns
When evaluating 00774MAY1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 00774MAY1 bond have on its future price. 00774MAY1 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, 00774MAY1 autocorrelation shows the relationship between 00774MAY1 bond current value and its past values and can show if there is a momentum factor associated with investing in AER 34 29 OCT 33.
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 00774MAY1 Bond
00774MAY1 financial ratios help investors to determine whether 00774MAY1 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 00774MAY1 with respect to the benefits of owning 00774MAY1 security.