Harleysville Financial Corp Stock Market Value
| HARL Stock | USD 25.55 0.17 0.66% |
| Symbol | Harleysville |
Harleysville 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 Harleysville Financial's otc 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 Harleysville Financial.
| 12/21/2024 |
| 01/15/2026 |
If you would invest 0.00 in Harleysville Financial on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding Harleysville Financial Corp or generate 0.0% return on investment in Harleysville Financial over 390 days. Harleysville Financial is related to or competes with Peoples, Pinnacle Bankshares, 1st Colonial, Katahdin Bankshares, Two Rivers, BEO Bancorp, and Crystal Valley. Harleysville Financial Corporation operates as the bank holding company for Harleysville Bank that provides various bank... More
Harleysville 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 Harleysville Financial's otc 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 Harleysville Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.28 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 1.6 |
Harleysville Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Harleysville Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Harleysville Financial's standard deviation. In reality, there are many statistical measures that can use Harleysville Financial historical prices to predict the future Harleysville Financial's volatility.| Risk Adjusted Performance | 0.0725 | |||
| Jensen Alpha | 0.0951 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.62) |
Harleysville Financial Backtested Returns
As of now, Harleysville OTC Stock is very steady. Harleysville Financial holds Efficiency (Sharpe) Ratio of 0.0593, which attests that the entity had a 0.0593 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Harleysville Financial, which you can use to evaluate the volatility of the firm. Please check out Harleysville Financial's Market Risk Adjusted Performance of (0.61), risk adjusted performance of 0.0725, and Downside Deviation of 1.18 to validate if the risk estimate we provide is consistent with the expected return of 0.0527%. Harleysville Financial has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Harleysville Financial are expected to decrease at a much lower rate. During the bear market, Harleysville Financial is likely to outperform the market. Harleysville Financial right now retains a risk of 0.89%. Please check out Harleysville Financial value at risk, as well as the relationship between the skewness and day typical price , to decide if Harleysville Financial will be following its current trending patterns.
Auto-correlation | 0.43 |
Average predictability
Harleysville Financial Corp has average predictability. Overlapping area represents the amount of predictability between Harleysville Financial time series from 21st of December 2024 to 4th of July 2025 and 4th of July 2025 to 15th 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 Harleysville Financial price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Harleysville Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Harleysville Financial lagged returns against current returns
Autocorrelation, which is Harleysville Financial otc 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 Harleysville Financial's otc stock expected returns. We can calculate the autocorrelation of Harleysville Financial returns to help us make a trade decision. For example, suppose you find that Harleysville Financial has exhibited high autocorrelation historically, and you observe that the otc 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 |
Harleysville 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 Harleysville Financial otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Harleysville Financial otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Harleysville Financial otc stock over time.
Current vs Lagged Prices |
| Timeline |
Harleysville Financial Lagged Returns
When evaluating Harleysville Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Harleysville Financial otc stock have on its future price. Harleysville 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, Harleysville Financial autocorrelation shows the relationship between Harleysville Financial otc stock current value and its past values and can show if there is a momentum factor associated with investing in Harleysville Financial Corp.
Regressed Prices |
| Timeline |
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Harleysville Financial financial ratios help investors to determine whether Harleysville OTC 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 Harleysville with respect to the benefits of owning Harleysville Financial security.