Hansa Investment (UK) Market Value
| HANA Stock | 224.00 1.00 0.45% |
| 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.
| 11/07/2024 |
| 02/05/2025 |
If you would invest 0.00 in Hansa Investment on November 7, 2024 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 90 days. Hansa Investment is related to or competes with Beazer Homes, Cairn Homes, Telecom Italia, TBC Bank, Deutsche Pfandbriefbank, Fortune Brands, and United Utilities. 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.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 9.14 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 1.83 |
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 | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 0.5783 |
Hansa Investment Backtested Returns
Hansa Investment holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. Hansa Investment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hansa Investment's Risk Adjusted Performance of (0.01), market risk adjusted performance of 0.5883, and Standard Deviation of 1.45 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0593, 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. At this point, Hansa Investment has a negative expected return of -0.0125%. Please make sure to check out Hansa Investment's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Hansa Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.64 |
Very good reverse predictability
Hansa Investment has very good reverse predictability. Overlapping area represents the amount of predictability between Hansa Investment time series from 7th of November 2024 to 22nd of December 2024 and 22nd of December 2024 to 5th 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 Hansa Investment price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Hansa Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 9.43 |
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.