Heidelberger Druckmaschinen Ag Stock Market Value
| HBGRY Stock | USD 0.54 0.05 10.20% |
| Symbol | Heidelberger |
Heidelberger Druckmaschinen '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 Heidelberger Druckmaschinen'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 Heidelberger Druckmaschinen.
| 08/05/2024 |
| 02/01/2025 |
If you would invest 0.00 in Heidelberger Druckmaschinen on August 5, 2024 and sell it all today you would earn a total of 0.00 from holding Heidelberger Druckmaschinen AG or generate 0.0% return on investment in Heidelberger Druckmaschinen over 180 days. Heidelberger Druckmaschinen is related to or competes with Amaero International, Atlas Copco, Alfa Laval, and Aumann AG. Heidelberger Druckmaschinen Aktiengesellschaft, together with its subsidiaries, manufactures, sells, and deals in printi... More
Heidelberger Druckmaschinen 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 Heidelberger Druckmaschinen'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 Heidelberger Druckmaschinen AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0394 | |||
| Maximum Drawdown | 37.05 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 8.89 |
Heidelberger Druckmaschinen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Heidelberger Druckmaschinen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Heidelberger Druckmaschinen's standard deviation. In reality, there are many statistical measures that can use Heidelberger Druckmaschinen historical prices to predict the future Heidelberger Druckmaschinen's volatility.| Risk Adjusted Performance | 0.0608 | |||
| Jensen Alpha | 0.2946 | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.59) |
Heidelberger Druckmaschinen Backtested Returns
Heidelberger Druckmaschinen appears to be out of control, given 3 months investment horizon. Heidelberger Druckmaschinen holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Heidelberger Druckmaschinen, which you can use to evaluate the volatility of the firm. Please utilize Heidelberger Druckmaschinen's Risk Adjusted Performance of 0.0608, standard deviation of 4.2, and Market Risk Adjusted Performance of (0.58) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Heidelberger Druckmaschinen holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of -0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Heidelberger Druckmaschinen are expected to decrease at a much lower rate. During the bear market, Heidelberger Druckmaschinen is likely to outperform the market. Please check Heidelberger Druckmaschinen's coefficient of variation, treynor ratio, as well as the relationship between the Treynor Ratio and day median price , to make a quick decision on whether Heidelberger Druckmaschinen's current trending patterns will revert.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Heidelberger Druckmaschinen AG has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Heidelberger Druckmaschinen time series from 5th of August 2024 to 3rd of November 2024 and 3rd of November 2024 to 1st 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 Heidelberger Druckmaschinen price movement. The serial correlation of -0.79 indicates that around 79.0% of current Heidelberger Druckmaschinen price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Heidelberger Druckmaschinen lagged returns against current returns
Autocorrelation, which is Heidelberger Druckmaschinen 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 Heidelberger Druckmaschinen's pink sheet expected returns. We can calculate the autocorrelation of Heidelberger Druckmaschinen returns to help us make a trade decision. For example, suppose you find that Heidelberger Druckmaschinen 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 |
Heidelberger Druckmaschinen 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 Heidelberger Druckmaschinen pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Heidelberger Druckmaschinen pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Heidelberger Druckmaschinen pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Heidelberger Druckmaschinen Lagged Returns
When evaluating Heidelberger Druckmaschinen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Heidelberger Druckmaschinen pink sheet have on its future price. Heidelberger Druckmaschinen 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, Heidelberger Druckmaschinen autocorrelation shows the relationship between Heidelberger Druckmaschinen pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Heidelberger Druckmaschinen AG.
Regressed Prices |
| Timeline |
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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 Heidelberger Pink Sheet Analysis
When running Heidelberger Druckmaschinen's price analysis, check to measure Heidelberger Druckmaschinen'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 Heidelberger Druckmaschinen is operating at the current time. Most of Heidelberger Druckmaschinen's value examination focuses on studying past and present price action to predict the probability of Heidelberger Druckmaschinen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Heidelberger Druckmaschinen's price. Additionally, you may evaluate how the addition of Heidelberger Druckmaschinen to your portfolios can decrease your overall portfolio volatility.