FYBR 875 15 MAY 30 Market Value
| 35908MAD2 | 103.53 1.30 1.24% |
| Symbol | 35908MAD2 |
Please note, there is a significant difference between 35908MAD2's value and its price as these two are different measures arrived at by different means. Investors typically determine if 35908MAD2 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 35908MAD2'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.
35908MAD2 '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 35908MAD2'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 35908MAD2.
| 05/13/2025 |
| 08/11/2025 |
If you would invest 0.00 in 35908MAD2 on May 13, 2025 and sell it all today you would earn a total of 0.00 from holding FYBR 875 15 MAY 30 or generate 0.0% return on investment in 35908MAD2 over 90 days. 35908MAD2 is related to or competes with PepsiCo, Ambev SA, Dennys Corp, Biglari Holdings, Texas Roadhouse, Diageo PLC, and Rave Restaurant. More
35908MAD2 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 35908MAD2'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 FYBR 875 15 MAY 30 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.69) | |||
| Maximum Drawdown | 0.6772 | |||
| Value At Risk | (0.30) | |||
| Potential Upside | 0.2286 |
35908MAD2 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 35908MAD2's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 35908MAD2's standard deviation. In reality, there are many statistical measures that can use 35908MAD2 historical prices to predict the future 35908MAD2's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.4691 |
FYBR 875 15 Backtested Returns
FYBR 875 15 retains Efficiency (Sharpe Ratio) of -0.12, which signifies that the bond had a -0.12 % return per unit of price deviation over the last 3 months. 35908MAD2 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 35908MAD2's Information Ratio of (0.69), standard deviation of 0.2122, and Market Risk Adjusted Performance of 0.4791 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.0742, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 35908MAD2 are expected to decrease at a much lower rate. During the bear market, 35908MAD2 is likely to outperform the market.
Auto-correlation | 0.05 |
Virtually no predictability
FYBR 875 15 MAY 30 has virtually no predictability. Overlapping area represents the amount of predictability between 35908MAD2 time series from 13th of May 2025 to 27th of June 2025 and 27th of June 2025 to 11th 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 FYBR 875 15 price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current 35908MAD2 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
FYBR 875 15 lagged returns against current returns
Autocorrelation, which is 35908MAD2 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 35908MAD2's bond expected returns. We can calculate the autocorrelation of 35908MAD2 returns to help us make a trade decision. For example, suppose you find that 35908MAD2 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 |
35908MAD2 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 35908MAD2 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 35908MAD2 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 35908MAD2 bond over time.
Current vs Lagged Prices |
| Timeline |
35908MAD2 Lagged Returns
When evaluating 35908MAD2's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 35908MAD2 bond have on its future price. 35908MAD2 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, 35908MAD2 autocorrelation shows the relationship between 35908MAD2 bond current value and its past values and can show if there is a momentum factor associated with investing in FYBR 875 15 MAY 30.
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 35908MAD2 Bond
35908MAD2 financial ratios help investors to determine whether 35908MAD2 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 35908MAD2 with respect to the benefits of owning 35908MAD2 security.