BANORT 8 38 Market Value

P1400MAC2   101.46  0.81  0.80%   
BANORT's market value is the price at which a share of BANORT trades on an exchange. It measures the collective expectations of BANORT 8 38 investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of BANORT 8 38 and determine expected loss or profit from investing in BANORT over a given investment horizon.
Check out BANORT Correlation, BANORT Volatility and BANORT Alpha and Beta module to complement your research on BANORT.

Please note, there is a significant difference between BANORT's value and its price as these two are different measures arrived at by different means. Investors typically determine if BANORT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BANORT'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.

BANORT '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 BANORT'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 BANORT.
No Change 0.00  0.0 
In 2 months and 2 days
If you would invest  0.00  in BANORT on January 1, 2024 and sell it all today you would earn a total of 0.00 from holding BANORT 8 38 or generate 0.0% return on investment in BANORT over 60 days. BANORT is related to or competes with Hf Foods, BBB Foods, Tyson Foods, Barrick Gold, Bridgford Foods, and Tootsie Roll. More

BANORT 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 BANORT'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 BANORT 8 38 upside and downside potential and time the market with a certain degree of confidence.

BANORT Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for BANORT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BANORT's standard deviation. In reality, there are many statistical measures that can use BANORT historical prices to predict the future BANORT's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of BANORT's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of BANORT in the context of predictive analytics.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as BANORT. Your research has to be compared to or analyzed against BANORT's peers to derive any actionable benefits. When done correctly, BANORT's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in BANORT 8 38.

BANORT 8 38 Backtested Returns

We consider BANORT very steady. BANORT 8 38 secures Sharpe Ratio (or Efficiency) of 0.0976, which signifies that the bond had 0.0976% return per unit of risk over the last 3 months. Our approach towards foreseeing the volatility of a bond is to use all available market data together with bond-specific technical indicators that cannot be diversified away. We have found twenty-four technical indicators for BANORT 8 38, which you can use to evaluate the future volatility of the entity. Please confirm BANORT's Standard Deviation of 0.9899, downside deviation of 1.01, and Semi Deviation of 0.8452 to double-check if the risk estimate we provide is consistent with the expected return of 0.0966%. The entity shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and BANORT are completely uncorrelated. Although it is important to respect BANORT 8 38 historical returns, it is better to be realistic regarding the information on the equity's current trending patterns.



Weak reverse predictability

BANORT 8 38 has weak reverse predictability. Overlapping area represents the amount of predictability between BANORT time series from 1st of January 2024 to 31st of January 2024 and 31st of January 2024 to 1st of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BANORT 8 38 price movement. The serial correlation of -0.25 indicates that over 25.0% of current BANORT price fluctuation can be explain by its past prices.
Correlation Coefficient-0.25
Spearman Rank Test-0.46
Residual Average0.0
Price Variance0.38

BANORT 8 38 lagged returns against current returns

Autocorrelation, which is BANORT 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 BANORT's bond expected returns. We can calculate the autocorrelation of BANORT returns to help us make a trade decision. For example, suppose you find that BANORT bond has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   

BANORT 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 BANORT bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BANORT bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BANORT bond over time.
   Current vs Lagged Prices   

BANORT Lagged Returns

When evaluating BANORT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BANORT bond have on its future price. BANORT 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, BANORT autocorrelation shows the relationship between BANORT bond current value and its past values and can show if there is a momentum factor associated with investing in BANORT 8 38.
   Regressed Prices   

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards BANORT in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, BANORT's short interest history, or implied volatility extrapolated from BANORT options trading.

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.
Check out BANORT Correlation, BANORT Volatility and BANORT Alpha and Beta module to complement your research on BANORT.
Note that the BANORT 8 38 information on this page should be used as a complementary analysis to other BANORT'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 Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for BANORT Bond analysis

When running BANORT's price analysis, check to measure BANORT's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BANORT is operating at the current time. Most of BANORT's value examination focuses on studying past and present price action to predict the probability of BANORT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BANORT's price. Additionally, you may evaluate how the addition of BANORT to your portfolios can decrease your overall portfolio volatility.
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Money Managers
Screen money managers from public funds and ETFs managed around the world
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Portfolio Holdings
Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
BANORT 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.
A focus of BANORT technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of BANORT trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...