Hallmark Financial Services Stock Market Value
| HALL Stock | USD 0.06 0.01 14.02% |
| Symbol | Hallmark |
Hallmark Financial '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 Hallmark Financial's pink sheet 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 Hallmark Financial.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in Hallmark Financial on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Hallmark Financial Services or generate 0.0% return on investment in Hallmark Financial over 30 days. Hallmark Financial Services, Inc. underwrites, markets, distributes, and services propertycasualty insurance products to... More
Hallmark Financial 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 Hallmark Financial's pink sheet 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 Hallmark Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1027 | |||
| Maximum Drawdown | 14.02 | |||
| Potential Upside | 4.9 |
Hallmark Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hallmark Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hallmark Financial's standard deviation. In reality, there are many statistical measures that can use Hallmark Financial historical prices to predict the future Hallmark Financial's volatility.| Risk Adjusted Performance | 0.1006 | |||
| Jensen Alpha | 0.2945 | |||
| Total Risk Alpha | 0.1014 | |||
| Treynor Ratio | (1.61) |
Hallmark Financial Backtested Returns
Hallmark Financial appears to be out of control, given 3 months investment horizon. Hallmark Financial holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Hallmark Financial, which you can use to evaluate the volatility of the firm. Please utilize Hallmark Financial's Risk Adjusted Performance of 0.1006, market risk adjusted performance of (1.60), and Standard Deviation of 2.2 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hallmark Financial holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hallmark Financial are expected to decrease at a much lower rate. During the bear market, Hallmark Financial is likely to outperform the market. Please check Hallmark Financial's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to make a quick decision on whether Hallmark Financial's current trending patterns will revert.
Auto-correlation | -0.68 |
Very good reverse predictability
Hallmark Financial Services has very good reverse predictability. Overlapping area represents the amount of predictability between Hallmark Financial time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th of December 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 Hallmark Financial price movement. The serial correlation of -0.68 indicates that around 68.0% of current Hallmark Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Hallmark Financial lagged returns against current returns
Autocorrelation, which is Hallmark Financial pink sheet'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 Hallmark Financial's pink sheet expected returns. We can calculate the autocorrelation of Hallmark Financial returns to help us make a trade decision. For example, suppose you find that Hallmark Financial has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Hallmark Financial 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 Hallmark Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hallmark Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hallmark Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hallmark Financial Lagged Returns
When evaluating Hallmark Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hallmark Financial pink sheet have on its future price. Hallmark Financial 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, Hallmark Financial autocorrelation shows the relationship between Hallmark Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hallmark Financial Services.
Regressed Prices |
| Timeline |
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Hallmark Financial financial ratios help investors to determine whether Hallmark Pink Sheet 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 Hallmark with respect to the benefits of owning Hallmark Financial security.