AXA SA 86 Price on October 27, 2021
| 054536AA5 | 119.64 4.30 3.73% |
If you're considering investing in 054536AA5 Bond, it is important to understand the factors that can impact its price. As of today, the current price of 054536AA5 stands at 119.64, as last reported on the 24th of April, with the highest price reaching 119.64 and the lowest price hitting 119.64 during the day. We consider 054536AA5 very steady. AXA SA 86 retains Efficiency (Sharpe Ratio) of 0.0645, which signifies that the bond had a 0.0645% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for 054536AA5, which you can use to evaluate the volatility of the entity. Please confirm 054536AA5's Coefficient Of Variation of 1516052.63, standard deviation of 1.49, and Market Risk Adjusted Performance of (0.05) to double-check if the risk estimate we provide is consistent with the expected return of 0.0581%.
054536AA5 Bond price history is provided at the adjusted basis, taking into account all of the recent filings.
054536AA5 |
Sharpe Ratio = 0.0645
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | 054536AA5 | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.9 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 5 95% of assets perform better |
Based on monthly moving average 054536AA5 is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of 054536AA5 by adding it to a well-diversified portfolio.
054536AA5 Valuation on October 27, 2021
It is possible to determine the worth of 054536AA5 on a given historical date. On October 27, 2021 054536AA5 was worth 131.48 at the beginning of the trading date compared to the closed value of 131.48. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of 054536AA5 bond. Still, in general, we apply an absolute valuation method to find 054536AA5's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of 054536AA5 where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against 054536AA5's related companies.
| Open | High | Low | Close | Volume | |
04/07/2022 | 131.48 | 131.48 | 131.48 | 131.48 | 20,000 |
| 130.76 | 130.76 | 130.76 | 130.76 | 10,000 |
| Backtest 054536AA5 | | | 054536AA5 History | | | 054536AA5 Valuation | Next |
054536AA5 Trading Date Momentum on October 27, 2021
The event impact on price volatility cannot be determined at this time. Please check this event after some time to allow current data to be analyzed.About 054536AA5 Bond history
054536AA5 investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for 054536AA5 is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in AXA SA 86 will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing 054536AA5 stock prices may prove useful in developing a viable investing in 054536AA5
054536AA5 Bond Technical Analysis
054536AA5 technical bond analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, bond market cycles, or different charting patterns.
Price Boundaries
054536AA5 Period Price Range
Low | April 7, 2022
| High |
131.48 | 131.48 |
054536AA5 April 24, 2024 Market Strength
Market strength indicators help investors to evaluate how 054536AA5 bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 054536AA5 shares will generate the highest return on investment. By undertsting and applying 054536AA5 bond market strength indicators, traders can identify AXA SA 86 entry and exit signals to maximize returns
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 131.48 | |||
| Day Typical Price | 131.48 | |||
| Period Momentum Indicator | (11.84) | |||
| Relative Strength Index | 48.54 |
054536AA5 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for 054536AA5's price direction in advance. Along with the technical and fundamental analysis of 054536AA5 Bond historical price patterns, it is also worthwhile for investors to track various predictive indicators of 054536AA5 to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0059 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0.06) |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in AXA SA 86. Also, note that the market value of any corporate bond could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the AXA SA 86 information on this page should be used as a complementary analysis to other 054536AA5's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Stocks Directory module to find actively traded stocks across global markets.