US858119BN92 Market Value
| 858119BN9 | 94.75 0.09 0.1% |
| Symbol | 858119BN9 |
Please note, there is a significant difference between 858119BN9's value and its price as these two are different measures arrived at by different means. Investors typically determine if 858119BN9 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 858119BN9'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.
858119BN9 '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 858119BN9'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 858119BN9.
| 05/24/2025 |
| 08/22/2025 |
If you would invest 0.00 in 858119BN9 on May 24, 2025 and sell it all today you would earn a total of 0.00 from holding US858119BN92 or generate 0.0% return on investment in 858119BN9 over 90 days. 858119BN9 is related to or competes with Amkor Technology, Neogen, Allient, RadNet, FormFactor, Valneva SE, and XWELL. More
858119BN9 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 858119BN9'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 US858119BN92 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 10.57 | |||
| Value At Risk | (0.55) | |||
| Potential Upside | 0.3717 |
858119BN9 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 858119BN9's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 858119BN9's standard deviation. In reality, there are many statistical measures that can use 858119BN9 historical prices to predict the future 858119BN9's volatility.| Risk Adjusted Performance | 2.0E-4 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | 0.3217 |
US858119BN92 Backtested Returns
US858119BN92 retains Efficiency (Sharpe Ratio) of close to zero, which signifies that the bond had a close to zero % return per unit of price deviation over the last 3 months. 858119BN9 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 858119BN9's Risk Adjusted Performance of 2.0E-4, coefficient of variation of (11,869), and Variance of 4.19 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.0847, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 858119BN9 are expected to decrease at a much lower rate. During the bear market, 858119BN9 is likely to outperform the market.
Auto-correlation | 0.30 |
Below average predictability
US858119BN92 has below average predictability. Overlapping area represents the amount of predictability between 858119BN9 time series from 24th of May 2025 to 8th of July 2025 and 8th of July 2025 to 22nd 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 US858119BN92 price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current 858119BN9 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 3.2 |
US858119BN92 lagged returns against current returns
Autocorrelation, which is 858119BN9 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 858119BN9's bond expected returns. We can calculate the autocorrelation of 858119BN9 returns to help us make a trade decision. For example, suppose you find that 858119BN9 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 |
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858119BN9 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 858119BN9 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 858119BN9 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 858119BN9 bond over time.
Current vs Lagged Prices |
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858119BN9 Lagged Returns
When evaluating 858119BN9's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 858119BN9 bond have on its future price. 858119BN9 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, 858119BN9 autocorrelation shows the relationship between 858119BN9 bond current value and its past values and can show if there is a momentum factor associated with investing in US858119BN92.
Regressed Prices |
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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 858119BN9 Bond
858119BN9 financial ratios help investors to determine whether 858119BN9 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 858119BN9 with respect to the benefits of owning 858119BN9 security.