ARES CAPITAL PORATION Market Value
| 04010LBA0 | 93.39 5.16 5.24% |
| Symbol | 04010LBA0 |
04010LBA0 '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 04010LBA0'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 04010LBA0.
| 11/15/2025 |
| 12/15/2025 |
If you would invest 0.00 in 04010LBA0 on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding ARES CAPITAL PORATION or generate 0.0% return on investment in 04010LBA0 over 30 days. 04010LBA0 is related to or competes with Bank of Communications Co, D MARKET, United Microelectronics, and Iridium Communications. More
04010LBA0 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 04010LBA0'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 ARES CAPITAL PORATION upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 0.5392 | |||
| Value At Risk | (0.22) | |||
| Potential Upside | 0.1937 |
04010LBA0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 04010LBA0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 04010LBA0's standard deviation. In reality, there are many statistical measures that can use 04010LBA0 historical prices to predict the future 04010LBA0's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.30) |
ARES CAPITAL PORATION Backtested Returns
ARES CAPITAL PORATION secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the bond had a -0.12 % return per unit of price deviation over the last 3 months. ARES CAPITAL PORATION exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 04010LBA0's Variance of 0.4604, mean deviation of 0.2108, and Risk Adjusted Performance of (0.08) to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of 0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 04010LBA0's returns are expected to increase less than the market. However, during the bear market, the loss of holding 04010LBA0 is expected to be smaller as well.
Auto-correlation | -0.3 |
Weak reverse predictability
ARES CAPITAL PORATION has weak reverse predictability. Overlapping area represents the amount of predictability between 04010LBA0 time series from 15th of November 2025 to 30th of November 2025 and 30th of November 2025 to 15th of December 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 ARES CAPITAL PORATION price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current 04010LBA0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
ARES CAPITAL PORATION lagged returns against current returns
Autocorrelation, which is 04010LBA0 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 04010LBA0's bond expected returns. We can calculate the autocorrelation of 04010LBA0 returns to help us make a trade decision. For example, suppose you find that 04010LBA0 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 |
04010LBA0 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 04010LBA0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 04010LBA0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 04010LBA0 bond over time.
Current vs Lagged Prices |
| Timeline |
04010LBA0 Lagged Returns
When evaluating 04010LBA0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 04010LBA0 bond have on its future price. 04010LBA0 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, 04010LBA0 autocorrelation shows the relationship between 04010LBA0 bond current value and its past values and can show if there is a momentum factor associated with investing in ARES CAPITAL PORATION.
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 04010LBA0 Bond
04010LBA0 financial ratios help investors to determine whether 04010LBA0 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 04010LBA0 with respect to the benefits of owning 04010LBA0 security.