US00101JAG13 Market Value
| 00101JAG1 | 70.56 4.00 6.01% |
| Symbol | 00101JAG1 |
Please note, there is a significant difference between 00101JAG1's value and its price as these two are different measures arrived at by different means. Investors typically determine if 00101JAG1 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 00101JAG1'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.
00101JAG1 '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 00101JAG1'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 00101JAG1.
| 05/15/2025 |
| 08/13/2025 |
If you would invest 0.00 in 00101JAG1 on May 15, 2025 and sell it all today you would earn a total of 0.00 from holding US00101JAG13 or generate 0.0% return on investment in 00101JAG1 over 90 days. 00101JAG1 is related to or competes with Rogers, Chemours, JBG SMITH, Alto Ingredients, Addus HomeCare, Kilroy Realty, and Federal Home. More
00101JAG1 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 00101JAG1'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 US00101JAG13 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 12.72 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 6.07 |
00101JAG1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00101JAG1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 00101JAG1's standard deviation. In reality, there are many statistical measures that can use 00101JAG1 historical prices to predict the future 00101JAG1's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.14) |
US00101JAG13 Backtested Returns
00101JAG1 appears to be very steady, given 3 months investment horizon. US00101JAG13 retains Efficiency (Sharpe Ratio) of 0.14, which signifies that the bond had a 0.14 % return per unit of price deviation over the last 3 months. By evaluating 00101JAG1's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of 00101JAG1's Coefficient Of Variation of (7,258), variance of 10.24, and insignificant Risk Adjusted Performance to double-check if our risk estimates are consistent with your expectations. The bond owns a Beta (Systematic Risk) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 00101JAG1's returns are expected to increase less than the market. However, during the bear market, the loss of holding 00101JAG1 is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
US00101JAG13 has weak predictability. Overlapping area represents the amount of predictability between 00101JAG1 time series from 15th of May 2025 to 29th of June 2025 and 29th of June 2025 to 13th of August 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 US00101JAG13 price movement. The serial correlation of 0.24 indicates that over 24.0% of current 00101JAG1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 3.79 |
US00101JAG13 lagged returns against current returns
Autocorrelation, which is 00101JAG1 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 00101JAG1's bond expected returns. We can calculate the autocorrelation of 00101JAG1 returns to help us make a trade decision. For example, suppose you find that 00101JAG1 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 |
00101JAG1 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 00101JAG1 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 00101JAG1 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 00101JAG1 bond over time.
Current vs Lagged Prices |
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00101JAG1 Lagged Returns
When evaluating 00101JAG1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 00101JAG1 bond have on its future price. 00101JAG1 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, 00101JAG1 autocorrelation shows the relationship between 00101JAG1 bond current value and its past values and can show if there is a momentum factor associated with investing in US00101JAG13.
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 00101JAG1 Bond
00101JAG1 financial ratios help investors to determine whether 00101JAG1 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 00101JAG1 with respect to the benefits of owning 00101JAG1 security.