BRADES 4375 18 MAR 27 Market Value
| 05947LBA5 | 98.19 1.71 1.71% |
| Symbol | BRADES |
Please note, there is a significant difference between BRADES's value and its price as these two are different measures arrived at by different means. Investors typically determine if BRADES is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BRADES'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.
BRADES '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 BRADES'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 BRADES.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in BRADES on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding BRADES 4375 18 MAR 27 or generate 0.0% return on investment in BRADES over 90 days. BRADES is related to or competes with 00108WAF7, SP Global, Cisco Systems, Truist Financial, Promotora, PT Astra, and Performance Food. More
BRADES 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 BRADES'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 BRADES 4375 18 MAR 27 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 6.19 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 0.8528 |
BRADES Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BRADES's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BRADES's standard deviation. In reality, there are many statistical measures that can use BRADES historical prices to predict the future BRADES's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 0.3104 |
BRADES 4375 18 Backtested Returns
BRADES 4375 18 retains Efficiency (Sharpe Ratio) of -0.035, which signifies that the bond had a -0.035 % return per unit of risk over the last 3 months. BRADES exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BRADES's market risk adjusted performance of 0.3204, and Variance of 0.9304 to double-check the risk estimate we provide. 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 BRADES are expected to decrease at a much lower rate. During the bear market, BRADES is likely to outperform the market.
Auto-correlation | -0.03 |
Very weak reverse predictability
BRADES 4375 18 MAR 27 has very weak reverse predictability. Overlapping area represents the amount of predictability between BRADES time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th 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 BRADES 4375 18 price movement. The serial correlation of -0.03 indicates that only 3.0% of current BRADES price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
BRADES 4375 18 lagged returns against current returns
Autocorrelation, which is BRADES 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 BRADES's bond expected returns. We can calculate the autocorrelation of BRADES returns to help us make a trade decision. For example, suppose you find that BRADES 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 |
BRADES 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 BRADES bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BRADES bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BRADES bond over time.
Current vs Lagged Prices |
| Timeline |
BRADES Lagged Returns
When evaluating BRADES's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BRADES bond have on its future price. BRADES 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, BRADES autocorrelation shows the relationship between BRADES bond current value and its past values and can show if there is a momentum factor associated with investing in BRADES 4375 18 MAR 27.
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 BRADES Bond
BRADES financial ratios help investors to determine whether BRADES 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 BRADES with respect to the benefits of owning BRADES security.