USA Compression Partners Market Value
| 91740PAF5 | 101.00 0.78 0.78% |
| Symbol | 91740PAF5 |
91740PAF5 '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 91740PAF5'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 91740PAF5.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in 91740PAF5 on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding USA Compression Partners or generate 0.0% return on investment in 91740PAF5 over 90 days. 91740PAF5 is related to or competes with Delek Drilling, Lifeway Foods, Astral Foods, AKITA Drilling, John B, SNDL, and Noble Plc. More
91740PAF5 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 91740PAF5'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 USA Compression Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5249 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 5.96 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.3497 |
91740PAF5 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 91740PAF5's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 91740PAF5's standard deviation. In reality, there are many statistical measures that can use 91740PAF5 historical prices to predict the future 91740PAF5's volatility.| Risk Adjusted Performance | 0.0298 | |||
| Jensen Alpha | 0.0322 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.22) | |||
| Treynor Ratio | (0.16) |
USA Compression Partners Backtested Returns
At this point, 91740PAF5 is very steady. USA Compression Partners retains Efficiency (Sharpe Ratio) of 0.15, which signifies that the bond had a 0.15 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for 91740PAF5, which you can use to evaluate the volatility of the entity. Please confirm 91740PAF5's Semi Deviation of 0.4589, risk adjusted performance of 0.0298, and Coefficient Of Variation of 3024.15 to double-check if the risk estimate we provide is consistent with the expected return of 0.0375%. The bond owns a Beta (Systematic Risk) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 91740PAF5 are expected to decrease at a much lower rate. During the bear market, 91740PAF5 is likely to outperform the market.
Auto-correlation | 0.25 |
Poor predictability
USA Compression Partners has poor predictability. Overlapping area represents the amount of predictability between 91740PAF5 time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 USA Compression Partners price movement. The serial correlation of 0.25 indicates that over 25.0% of current 91740PAF5 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
USA Compression Partners lagged returns against current returns
Autocorrelation, which is 91740PAF5 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 91740PAF5's bond expected returns. We can calculate the autocorrelation of 91740PAF5 returns to help us make a trade decision. For example, suppose you find that 91740PAF5 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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91740PAF5 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 91740PAF5 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 91740PAF5 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 91740PAF5 bond over time.
Current vs Lagged Prices |
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91740PAF5 Lagged Returns
When evaluating 91740PAF5's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 91740PAF5 bond have on its future price. 91740PAF5 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, 91740PAF5 autocorrelation shows the relationship between 91740PAF5 bond current value and its past values and can show if there is a momentum factor associated with investing in USA Compression Partners.
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 91740PAF5 Bond
91740PAF5 financial ratios help investors to determine whether 91740PAF5 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 91740PAF5 with respect to the benefits of owning 91740PAF5 security.