US81619PAA57 Market Value
| 81619PAA5 | 92.71 0.64 0.69% |
| Symbol | 81619PAA5 |
Please note, there is a significant difference between 81619PAA5's value and its price as these two are different measures arrived at by different means. Investors typically determine if 81619PAA5 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 81619PAA5'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.
81619PAA5 '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 81619PAA5'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 81619PAA5.
| 05/21/2025 |
| 08/19/2025 |
If you would invest 0.00 in 81619PAA5 on May 21, 2025 and sell it all today you would earn a total of 0.00 from holding US81619PAA57 or generate 0.0% return on investment in 81619PAA5 over 90 days. 81619PAA5 is related to or competes with Shake Shack, Lindblad Expeditions, Coffee Holding, Ihuman, Nexstar Broadcasting, Saia, and Mesa Air. More
81619PAA5 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 81619PAA5'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 US81619PAA57 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.43 | |||
| Information Ratio | 0.0023 | |||
| Maximum Drawdown | 21.31 | |||
| Value At Risk | (6.89) | |||
| Potential Upside | 8.23 |
81619PAA5 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 81619PAA5's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 81619PAA5's standard deviation. In reality, there are many statistical measures that can use 81619PAA5 historical prices to predict the future 81619PAA5's volatility.| Risk Adjusted Performance | 0.0262 | |||
| Jensen Alpha | 0.1723 | |||
| Total Risk Alpha | (0.48) | |||
| Sortino Ratio | 0.0024 | |||
| Treynor Ratio | (0.14) |
US81619PAA57 Backtested Returns
At this point, 81619PAA5 is very steady. US81619PAA57 retains Efficiency (Sharpe Ratio) of 0.024, which signifies that the bond had a 0.024 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for 81619PAA5, which you can use to evaluate the volatility of the entity. Please confirm 81619PAA5's Risk Adjusted Performance of 0.0262, coefficient of variation of 4005.11, and Semi Deviation of 4.07 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The bond owns a Beta (Systematic Risk) of -0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 81619PAA5 are expected to decrease at a much lower rate. During the bear market, 81619PAA5 is likely to outperform the market.
Auto-correlation | -0.03 |
Very weak reverse predictability
US81619PAA57 has very weak reverse predictability. Overlapping area represents the amount of predictability between 81619PAA5 time series from 21st of May 2025 to 5th of July 2025 and 5th of July 2025 to 19th 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 US81619PAA57 price movement. The serial correlation of -0.03 indicates that only 3.0% of current 81619PAA5 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 6.9 |
US81619PAA57 lagged returns against current returns
Autocorrelation, which is 81619PAA5 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 81619PAA5's bond expected returns. We can calculate the autocorrelation of 81619PAA5 returns to help us make a trade decision. For example, suppose you find that 81619PAA5 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 |
81619PAA5 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 81619PAA5 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 81619PAA5 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 81619PAA5 bond over time.
Current vs Lagged Prices |
| Timeline |
81619PAA5 Lagged Returns
When evaluating 81619PAA5's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 81619PAA5 bond have on its future price. 81619PAA5 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, 81619PAA5 autocorrelation shows the relationship between 81619PAA5 bond current value and its past values and can show if there is a momentum factor associated with investing in US81619PAA57.
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.| HLN | Haleon plc | |
| NVDA | NVIDIA | |
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Other Information on Investing in 81619PAA5 Bond
81619PAA5 financial ratios help investors to determine whether 81619PAA5 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 81619PAA5 with respect to the benefits of owning 81619PAA5 security.