501797AQ7's market value is the price at which a share of 501797AQ7 trades on an exchange. It measures the collective expectations of L Brands 6694 investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of L Brands 6694 and determine expected loss or profit from investing in 501797AQ7 over a given investment horizon. Check out 501797AQ7 Correlation, 501797AQ7 Volatility and 501797AQ7 Alpha and Beta module to complement your research on 501797AQ7.
Please note, there is a significant difference between 501797AQ7's value and its price as these two are different measures arrived at by different means. Investors typically determine if 501797AQ7 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 501797AQ7'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.
501797AQ7 '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 501797AQ7'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 501797AQ7.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure 501797AQ7'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 L Brands 6694 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for 501797AQ7's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 501797AQ7's standard deviation. In reality, there are many statistical measures that can use 501797AQ7 historical prices to predict the future 501797AQ7's volatility.
L Brands 6694 retains Efficiency (Sharpe Ratio) of -0.0165, which signifies that the bond had a -0.0165 % return per unit of price deviation over the last 3 months. 501797AQ7 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 501797AQ7's Mean Deviation of 0.3723, market risk adjusted performance of 0.4579, and Information Ratio of (0.12) to double-check the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.0405, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 501797AQ7 are expected to decrease at a much lower rate. During the bear market, 501797AQ7 is likely to outperform the market.
Auto-correlation
-0.07
Very weak reverse predictability
L Brands 6694 has very weak reverse predictability. Overlapping area represents the amount of predictability between 501797AQ7 time series from 28th of March 2025 to 12th of May 2025 and 12th of May 2025 to 26th of June 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 L Brands 6694 price movement. The serial correlation of -0.07 indicates that barely 7.0% of current 501797AQ7 price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.07
Spearman Rank Test
-0.13
Residual Average
0.0
Price Variance
0.32
L Brands 6694 lagged returns against current returns
Autocorrelation, which is 501797AQ7 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 501797AQ7's bond expected returns. We can calculate the autocorrelation of 501797AQ7 returns to help us make a trade decision. For example, suppose you find that 501797AQ7 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
501797AQ7 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 501797AQ7 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 501797AQ7 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 501797AQ7 bond over time.
Current vs Lagged Prices
Timeline
501797AQ7 Lagged Returns
When evaluating 501797AQ7's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 501797AQ7 bond have on its future price. 501797AQ7 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, 501797AQ7 autocorrelation shows the relationship between 501797AQ7 bond current value and its past values and can show if there is a momentum factor associated with investing in L Brands 6694.
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.
501797AQ7 financial ratios help investors to determine whether 501797AQ7 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 501797AQ7 with respect to the benefits of owning 501797AQ7 security.