Autocorrelation

  

Categories: Metrics, Investing

"Auto" means "self." And "correlation" is when something is related to or similar to something. So autocorrelation means you're similar to yourself...wait...what?

Let's try it another way. Autocorrelation is basically the mathematical expression of "those who do not understand the past are doomed to repeat it." But in a good way.

You're going to compare the behavior of the current returns of an investment to the returns of the investment over a previous (but similar) time period. If the current returns are positively autocorrelated to the past returns over those same time periods, your investment's behavior moving forward will probably be similar to what happened to the investment in the previous returns' time periods.

In short, if you find a stock to be highly positively-autocorrelated, and your stock showed gains in the recent past, you can probably expect the stock to show gains going forward. Probably…that's an important qualifier. Autocorrelation isn’t a guarantee. And it's also not about how much like Ford, GM is...

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Finance: What is Forced Conversion?59 Views

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Finance allah shmoop what is forced conversion Okay this is

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forced conversion Yeah this is also forced conversion and so's

00:14

this Yeah that is the issuer of this particular bond

00:19

Like the company who borrowed money has the right as

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described in the indenture to force you to convert the

00:25

bond either into and say twenty five shares of common

00:28

stock or something else Which sort of implies that a

00:31

stock price the over under price of breaking evens about

00:34

forty bucks a share takes you get that thousand dollars

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divided by the twenty five shares Think it's you forty

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bucks a share or the issuer or company who sold

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the bond in the first place can simply call the

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bond and force converted into cash for the small conversion

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premium of ah two point five percent or that's twenty

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five bucks in this thousand dollars par value bond So

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in this sense essentially the break even Numbers actually 41

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dollars a share not forty there because you get an

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extra little premium bump there if they force you to

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convert the bond or debt into equity Got it We'll

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force conversion in a bond sense is usually something cos

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do when they can either refinance the bond at cheaper

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interest rates or are doing so well operationally that they

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have enough cash Teo just retire their debt They call

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it back They buy it back save the interest charges

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and quick cash toe work doing something else Either way

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it's usually weigh less painful than the other flavour of 00:01:30.926 --> [endTime] forced conversion

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