Hsbc Holdings Plc Stock Market Value
| HBCYF Stock | USD 16.72 0.09 0.54% |
| Symbol | HSBC |
HSBC Holdings '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 HSBC Holdings' 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 HSBC Holdings.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in HSBC Holdings on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding HSBC Holdings PLC or generate 0.0% return on investment in HSBC Holdings over 90 days. HSBC Holdings is related to or competes with China Construction, Agricultural Bank, Industrial, Industrial, Commonwealth Bank, Mitsubishi UFJ, and Commonwealth Bank. HSBC Holdings plc provides banking and financial services worldwide More
HSBC Holdings 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 HSBC Holdings' 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 HSBC Holdings PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | 0.1356 | |||
| Maximum Drawdown | 10.08 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 4.61 |
HSBC Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HSBC Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HSBC Holdings' standard deviation. In reality, there are many statistical measures that can use HSBC Holdings historical prices to predict the future HSBC Holdings' volatility.| Risk Adjusted Performance | 0.1316 | |||
| Jensen Alpha | 0.3011 | |||
| Total Risk Alpha | 0.163 | |||
| Sortino Ratio | 0.1461 | |||
| Treynor Ratio | 0.3581 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of HSBC Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
HSBC Holdings January 26, 2026 Technical Indicators
| Cycle Indicators | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.1316 | |||
| Market Risk Adjusted Performance | 0.3681 | |||
| Mean Deviation | 1.61 | |||
| Semi Deviation | 1.68 | |||
| Downside Deviation | 2.08 | |||
| Coefficient Of Variation | 586.32 | |||
| Standard Deviation | 2.24 | |||
| Variance | 5.02 | |||
| Information Ratio | 0.1356 | |||
| Jensen Alpha | 0.3011 | |||
| Total Risk Alpha | 0.163 | |||
| Sortino Ratio | 0.1461 | |||
| Treynor Ratio | 0.3581 | |||
| Maximum Drawdown | 10.08 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 4.61 | |||
| Downside Variance | 4.32 | |||
| Semi Variance | 2.83 | |||
| Expected Short fall | (1.78) | |||
| Skewness | 0.3749 | |||
| Kurtosis | 1.92 |
HSBC Holdings PLC Backtested Returns
HSBC Holdings appears to be not too volatile, given 3 months investment horizon. HSBC Holdings PLC retains Efficiency (Sharpe Ratio) of 0.17, which attests that the entity had a 0.17 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for HSBC Holdings, which you can use to evaluate the volatility of the firm. Please utilize HSBC Holdings' Downside Deviation of 2.08, semi deviation of 1.68, and Market Risk Adjusted Performance of 0.3681 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HSBC Holdings holds a performance score of 13. The company owns a Beta (Systematic Risk) of 1.04, which attests to a somewhat significant risk relative to the market. HSBC Holdings returns are very sensitive to returns on the market. As the market goes up or down, HSBC Holdings is expected to follow. Please check HSBC Holdings' potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether HSBC Holdings' current price history will revert.
Auto-correlation | 0.10 |
Insignificant predictability
HSBC Holdings PLC has insignificant predictability. Overlapping area represents the amount of predictability between HSBC Holdings time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 HSBC Holdings PLC price movement. The serial correlation of 0.1 indicates that less than 10.0% of current HSBC Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
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Additional Information and Resources on Investing in HSBC Pink Sheet
When determining whether HSBC Holdings PLC offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of HSBC Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Hsbc Holdings Plc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Hsbc Holdings Plc Stock:Check out HSBC Holdings Correlation, HSBC Holdings Volatility and HSBC Holdings Alpha and Beta module to complement your research on HSBC Holdings. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
HSBC Holdings technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.