Haidemenos (Greece) Market Value
| HAIDE Stock | EUR 0.81 0.07 9.46% |
| Symbol | Haidemenos |
Haidemenos '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 Haidemenos' 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 Haidemenos.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Haidemenos on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Haidemenos SA or generate 0.0% return on investment in Haidemenos over 30 days. Haidemenos is related to or competes with Ekter SA, General Commercial, Alpha Astika, Piraeus Port, and Thessaloniki Water. Haidemenos S.A. operates as a printing company in Greece and rest of Europe More
Haidemenos 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 Haidemenos' 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 Haidemenos SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 21.42 | |||
| Value At Risk | (6.02) | |||
| Potential Upside | 7.69 |
Haidemenos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Haidemenos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Haidemenos' standard deviation. In reality, there are many statistical measures that can use Haidemenos historical prices to predict the future Haidemenos' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.69) | |||
| Treynor Ratio | 0.548 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Haidemenos' 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.
Haidemenos SA Backtested Returns
Haidemenos SA holds Efficiency (Sharpe) Ratio of -0.0649, which attests that the entity had a -0.0649 % return per unit of risk over the last 3 months. Haidemenos SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Haidemenos' Risk Adjusted Performance of (0.04), standard deviation of 3.83, and Market Risk Adjusted Performance of 0.558 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.47, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Haidemenos are expected to decrease at a much lower rate. During the bear market, Haidemenos is likely to outperform the market. At this point, Haidemenos SA has a negative expected return of -0.25%. Please make sure to check out Haidemenos' total risk alpha, kurtosis, market facilitation index, as well as the relationship between the value at risk and rate of daily change , to decide if Haidemenos SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Haidemenos SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Haidemenos time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Haidemenos SA price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Haidemenos price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Haidemenos SA lagged returns against current returns
Autocorrelation, which is Haidemenos 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 Haidemenos' stock expected returns. We can calculate the autocorrelation of Haidemenos returns to help us make a trade decision. For example, suppose you find that Haidemenos 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 |
Haidemenos 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 Haidemenos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Haidemenos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Haidemenos stock over time.
Current vs Lagged Prices |
| Timeline |
Haidemenos Lagged Returns
When evaluating Haidemenos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Haidemenos stock have on its future price. Haidemenos 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, Haidemenos autocorrelation shows the relationship between Haidemenos stock current value and its past values and can show if there is a momentum factor associated with investing in Haidemenos SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Haidemenos Stock
Haidemenos financial ratios help investors to determine whether Haidemenos Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Haidemenos with respect to the benefits of owning Haidemenos security.