Hf Sinclair Corp Stock Market Value
DINO Stock | USD 36.47 0.17 0.47% |
Symbol | DINO |
HF Sinclair Corp Price To Book Ratio
Is Oil & Gas Refining & Marketing space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of HF Sinclair. If investors know DINO will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about HF Sinclair listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.70) | Dividend Share 2 | Earnings Share 0.91 | Revenue Per Share | Quarterly Revenue Growth (0.15) |
The market value of HF Sinclair Corp is measured differently than its book value, which is the value of DINO that is recorded on the company's balance sheet. Investors also form their own opinion of HF Sinclair's value that differs from its market value or its book value, called intrinsic value, which is HF Sinclair's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because HF Sinclair's market value can be influenced by many factors that don't directly affect HF Sinclair's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between HF Sinclair's value and its price as these two are different measures arrived at by different means. Investors typically determine if HF Sinclair is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, HF Sinclair'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.
HF Sinclair '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 HF Sinclair's stock 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 HF Sinclair.
01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in HF Sinclair on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding HF Sinclair Corp or generate 0.0% return on investment in HF Sinclair over 30 days. HF Sinclair is related to or competes with Delek Energy, CVR Energy, Valero Energy, Marathon Petroleum, Delek Logistics, PBF Energy, and Par Pacific. HF Sinclair Corporation operates as an independent energy company More
HF Sinclair 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 HF Sinclair's stock 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 HF Sinclair Corp upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.1) | |||
Maximum Drawdown | 11.51 | |||
Value At Risk | (3.02) | |||
Potential Upside | 3.19 |
HF Sinclair Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HF Sinclair's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HF Sinclair's standard deviation. In reality, there are many statistical measures that can use HF Sinclair historical prices to predict the future HF Sinclair's volatility.Risk Adjusted Performance | (0.06) | |||
Jensen Alpha | (0.21) | |||
Total Risk Alpha | (0.19) | |||
Treynor Ratio | (0.42) |
HF Sinclair Corp Backtested Returns
HF Sinclair Corp retains Efficiency (Sharpe Ratio) of -0.0843, which attests that the entity had a -0.0843 % return per unit of price deviation over the last 3 months. HF Sinclair exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out HF Sinclair's Market Risk Adjusted Performance of (0.41), information ratio of (0.1), and Coefficient Of Variation of (1,060) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HF Sinclair's returns are expected to increase less than the market. However, during the bear market, the loss of holding HF Sinclair is expected to be smaller as well. At this point, HF Sinclair Corp has a negative expected return of -0.19%. Please make sure to check out HF Sinclair's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if HF Sinclair Corp performance from the past will be repeated sooner or later.
Auto-correlation | -0.14 |
Insignificant reverse predictability
HF Sinclair Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between HF Sinclair time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th of February 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 HF Sinclair Corp price movement. The serial correlation of -0.14 indicates that less than 14.0% of current HF Sinclair price fluctuation can be explain by its past prices.
Correlation Coefficient | -0.14 | |
Spearman Rank Test | 0.13 | |
Residual Average | 0.0 | |
Price Variance | 0.62 |
HF Sinclair Corp lagged returns against current returns
Autocorrelation, which is HF Sinclair stock'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 HF Sinclair's stock expected returns. We can calculate the autocorrelation of HF Sinclair returns to help us make a trade decision. For example, suppose you find that HF Sinclair 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 price movement to match the lagging time series.
Current and Lagged Values |
Timeline |
HF Sinclair 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 HF Sinclair stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HF Sinclair stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HF Sinclair stock over time.
Current vs Lagged Prices |
Timeline |
HF Sinclair Lagged Returns
When evaluating HF Sinclair's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HF Sinclair stock have on its future price. HF Sinclair 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, HF Sinclair autocorrelation shows the relationship between HF Sinclair stock current value and its past values and can show if there is a momentum factor associated with investing in HF Sinclair Corp.
Regressed Prices |
Timeline |
Pair Trading with HF Sinclair
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if HF Sinclair position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in HF Sinclair will appreciate offsetting losses from the drop in the long position's value.Moving together with DINO Stock
Moving against DINO Stock
0.74 | AE | Adams Resources Energy | PairCorr |
0.58 | CAPL | Crossamerica Partners | PairCorr |
0.49 | DKL | Delek Logistics Partners Earnings Call Today | PairCorr |
0.37 | AR | Antero Resources Corp | PairCorr |
The ability to find closely correlated positions to HF Sinclair could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace HF Sinclair when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back HF Sinclair - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling HF Sinclair Corp to buy it.
The correlation of HF Sinclair is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as HF Sinclair moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if HF Sinclair Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for HF Sinclair can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out HF Sinclair Correlation, HF Sinclair Volatility and HF Sinclair Alpha and Beta module to complement your research on HF Sinclair. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
HF Sinclair technical stock 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, stock market cycles, or different charting patterns.