Hansa Investment (UK) Market Value
| HANA Stock | 226.00 2.00 0.88% |
| Symbol | Hansa |
Hansa Investment '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 Hansa Investment'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 Hansa Investment.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Hansa Investment on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Hansa Investment or generate 0.0% return on investment in Hansa Investment over 720 days. Hansa Investment is related to or competes with CATCo Reinsurance, BH Macro, TMT Investments, Intermediate Capital, FC Investment, MG Plc, and Polar Capital. Hansa Investment is entity of United Kingdom More
Hansa Investment 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 Hansa Investment'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 Hansa Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 9.2 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 2.26 |
Hansa Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hansa Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hansa Investment's standard deviation. In reality, there are many statistical measures that can use Hansa Investment historical prices to predict the future Hansa Investment's volatility.| Risk Adjusted Performance | 0.0583 | |||
| Jensen Alpha | 0.1268 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.43) |
Hansa Investment Backtested Returns
Currently, Hansa Investment is very steady. Hansa Investment holds Efficiency (Sharpe) Ratio of 0.0217, which attests that the entity had a 0.0217% return per unit of risk over the last 3 months. We have found thirty technical indicators for Hansa Investment, which you can use to evaluate the volatility of the firm. Please check out Hansa Investment's Risk Adjusted Performance of 0.0583, market risk adjusted performance of (0.42), and Downside Deviation of 1.7 to validate if the risk estimate we provide is consistent with the expected return of 0.0301%. Hansa Investment has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hansa Investment are expected to decrease at a much lower rate. During the bear market, Hansa Investment is likely to outperform the market. Hansa Investment right now retains a risk of 1.39%. Please check out Hansa Investment total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Hansa Investment will be following its current trending patterns.
Auto-correlation | 0.41 |
Average predictability
Hansa Investment has average predictability. Overlapping area represents the amount of predictability between Hansa Investment time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hansa Investment price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Hansa Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 140.8 |
Hansa Investment lagged returns against current returns
Autocorrelation, which is Hansa Investment 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 Hansa Investment's stock expected returns. We can calculate the autocorrelation of Hansa Investment returns to help us make a trade decision. For example, suppose you find that Hansa Investment 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 |
Hansa Investment 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 Hansa Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hansa Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hansa Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Hansa Investment Lagged Returns
When evaluating Hansa Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hansa Investment stock have on its future price. Hansa Investment 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, Hansa Investment autocorrelation shows the relationship between Hansa Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Hansa Investment.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Hansa Stock Analysis
When running Hansa Investment's price analysis, check to measure Hansa Investment's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Hansa Investment is operating at the current time. Most of Hansa Investment's value examination focuses on studying past and present price action to predict the probability of Hansa Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hansa Investment's price. Additionally, you may evaluate how the addition of Hansa Investment to your portfolios can decrease your overall portfolio volatility.