Bond duration
Last Update: 21/12/2024
The financial duration is an indicator of bond risk (volatility). As the duration increases, so does the risk of a bond’s price fluctuation due to a change in interest rates. By extension, the choice of a certain duration by investors tells us the degree of perceived risk in the financial markets and the expectations of interest rates. Let us see what information we can draw from this through our analysis.
One week evaluation (short term)
The overall score obtained by individual assets in the last week. This is a short-term indication
Evaluation at 3 weeks (short term)
The 3-week average of the overall scores obtained by individual assets. This is a short-term indication but less volatile than the one-week figure
Evaluation at 10 weeks (medium term)
The 10-week average of the overall scores obtained by individual assets. This is a medium/long-term indication
Evaluation at 52 weeks (long term)
The 52-week average of the overall scores obtained by individual assets. This is a long-term indication
Assets prices trend
In which direction are the prices of the individual assets analysed currently heading? We assess this using some technical indicators.
Positive/Negative
Positive/negative signals for volatility, prices and evaluations using artificial intelligence.
Valuations Trend
The graphs below show the appreciation of each asset measured by the valuation trend over the last 6 weeks on a scale of 0 to 10.
Trend: Peggioramento
Trend: Peggioramento
Trend: Peggioramento
Rating chart
The graph below depicts the valuations obtained by each asset over the last 4 weeks. it is useful, combined with the "Positive/Negative", to identify the trend.
Strategy simulation trend
Last Update: 21/12/2024
The chart below represents a simulation of an operational strategy based on opening a long position on the asset(s) that get a positive signal from the 3-week valuations and AI models. The same graph also shows the trend of a Buy & Hold strategy of balanced assets. The chart spans 300 weeks and is rolling (sliding one week at a time).
- Strategy
Rend: 0.164848%
Dev.Std: 0.48245 - Buy & Hold
Rend: 0.029697%
Dev.Std: 0.935283
- Strategy
Rend: 0.123333%
Dev.Std: 0.405872 - Buy & Hold
Rend: -0.027%
Dev.Std: 0.908593
- Strategy
Rend: 0.204983%
Dev.Std: 0.55663 - Buy & Hold
Rend: -0.039532%
Dev.Std: 1.079273
Infos
How to read our analysis sheets. Each sheet presents a comparison between various financial assets that are part of a specific basket. For example, we may have all the industrial sectors in the S&P500 or the main categories of commodities in the CBOE basket.
The goal of our analysis is to assess how the various assets are performing by comparing them with each other and against a reference index. To do this, we use a series of technical and intermarket indicators, as well as volatility analysis and forecasting tools that employ models managed by artificial intelligence.
The result is summarized in a series of tables that present various information.
- An assessment of the assets over different time horizons that provides a score for each individual element. The asset with the highest score is currently the one most favored by investors.
- An analysis of the evaluations over time to understand their trends, i.e., whether they are improving or deteriorating, which allows us to evaluate the changing perspective of investors toward the various assets under analysis. This information is provided both numerically and through graphs.
- A technical analysis of individual assets that allows us to assess the current situation, i.e., whether we are in an uptrend or downtrend, and adds the projected trend for the following week.
- A comparative analysis of volatility, price forecasts, and evaluation results that indicates a trend for the assets in the upcoming week.
What is the purpose of this data, and how can I use it? The basic idea behind our analysis is to provide a concise overview of how investors are operating at the moment, what they are focusing on, and what they are avoiding. With the help of forecasting analysis, we also provide a trend of asset movements for the upcoming weeks. The analysis, as also shown by the simulation that accompanies each sheet, can be used as informational support for creating a short-term investment strategy.
Summary