AIR LEASE P Market Value
| 00912XAV6 | 98.51 0.61 0.62% |
| Symbol | 00912XAV6 |
00912XAV6 '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 00912XAV6'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 00912XAV6.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in 00912XAV6 on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding AIR LEASE P or generate 0.0% return on investment in 00912XAV6 over 90 days. 00912XAV6 is related to or competes with United Guardian, JD Sports, Saia, Alliant Energy, Southwest Gas, Canlan Ice, and JD Sports. More
00912XAV6 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 00912XAV6'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 AIR LEASE P upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 7.57 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.2948 |
00912XAV6 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00912XAV6's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 00912XAV6's standard deviation. In reality, there are many statistical measures that can use 00912XAV6 historical prices to predict the future 00912XAV6's volatility.| Risk Adjusted Performance | 0.0095 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0) |
AIR LEASE P Backtested Returns
AIR LEASE P secures Sharpe Ratio (or Efficiency) of -0.0774, which signifies that the bond had a -0.0774 % return per unit of risk over the last 3 months. AIR LEASE P exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 00912XAV6's Risk Adjusted Performance of 0.0095, downside deviation of 1.21, and Mean Deviation of 0.358 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 00912XAV6's returns are expected to increase less than the market. However, during the bear market, the loss of holding 00912XAV6 is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
AIR LEASE P has below average predictability. Overlapping area represents the amount of predictability between 00912XAV6 time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th 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 AIR LEASE P price movement. The serial correlation of 0.38 indicates that just about 38.0% of current 00912XAV6 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
AIR LEASE P lagged returns against current returns
Autocorrelation, which is 00912XAV6 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 00912XAV6's bond expected returns. We can calculate the autocorrelation of 00912XAV6 returns to help us make a trade decision. For example, suppose you find that 00912XAV6 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 |
00912XAV6 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 00912XAV6 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 00912XAV6 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 00912XAV6 bond over time.
Current vs Lagged Prices |
| Timeline |
00912XAV6 Lagged Returns
When evaluating 00912XAV6's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 00912XAV6 bond have on its future price. 00912XAV6 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, 00912XAV6 autocorrelation shows the relationship between 00912XAV6 bond current value and its past values and can show if there is a momentum factor associated with investing in AIR LEASE P.
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 00912XAV6 Bond
00912XAV6 financial ratios help investors to determine whether 00912XAV6 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 00912XAV6 with respect to the benefits of owning 00912XAV6 security.