HAKI Safety's market value is the price at which a share of HAKI Safety trades on a public exchange. It measures the collective expectations of HAKI Safety A investors about its performance. HAKI Safety is trading at 26.40 as of the 26th of February 2025, a 8.33% down since the beginning of the trading day. The stock's open price was 28.8. With this module, you can estimate the performance of a buy and hold strategy of HAKI Safety A and determine expected loss or profit from investing in HAKI Safety over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
HAKI
HAKI Safety '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 HAKI Safety'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 HAKI Safety.
0.00
11/04/2023
No Change 0.00
0.0
In 1 year 3 months and 26 days
02/26/2025
0.00
If you would invest 0.00 in HAKI Safety on November 4, 2023 and sell it all today you would earn a total of 0.00 from holding HAKI Safety A or generate 0.0% return on investment in HAKI Safety over 480 days.
HAKI Safety 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 HAKI Safety'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 HAKI Safety A upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for HAKI Safety's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HAKI Safety's standard deviation. In reality, there are many statistical measures that can use HAKI Safety historical prices to predict the future HAKI Safety's volatility.
HAKI Safety A holds Efficiency (Sharpe) Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. HAKI Safety A exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out HAKI Safety's standard deviation of 5.98, and Coefficient Of Variation of (12,602) to validate the risk estimate we provide. The firm retains a Market Volatility (i.e., Beta) of -0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning HAKI Safety are expected to decrease at a much lower rate. During the bear market, HAKI Safety is likely to outperform the market. At this point, HAKI Safety A has a negative expected return of -0.0474%. Please make sure to check out HAKI Safety's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if HAKI Safety A performance from the past will be repeated in the future.
Auto-correlation
-0.4
Poor reverse predictability
HAKI Safety A has poor reverse predictability. Overlapping area represents the amount of predictability between HAKI Safety time series from 4th of November 2023 to 1st of July 2024 and 1st of July 2024 to 26th 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 HAKI Safety A price movement. The serial correlation of -0.4 indicates that just about 40.0% of current HAKI Safety price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.4
Spearman Rank Test
-0.2
Residual Average
0.0
Price Variance
2.73
HAKI Safety A lagged returns against current returns
Autocorrelation, which is HAKI Safety 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 HAKI Safety's stock expected returns. We can calculate the autocorrelation of HAKI Safety returns to help us make a trade decision. For example, suppose you find that HAKI Safety 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
HAKI Safety 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 HAKI Safety stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HAKI Safety stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HAKI Safety stock over time.
Current vs Lagged Prices
Timeline
HAKI Safety Lagged Returns
When evaluating HAKI Safety's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HAKI Safety stock have on its future price. HAKI Safety 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, HAKI Safety autocorrelation shows the relationship between HAKI Safety stock current value and its past values and can show if there is a momentum factor associated with investing in HAKI Safety A.
Regressed Prices
Timeline
Thematic Opportunities
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