Holcim Stock Market Value
| HCMLF Stock | USD 100.88 5.51 5.18% |
| Symbol | Holcim |
Holcim '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 Holcim'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 Holcim.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in Holcim on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding Holcim or generate 0.0% return on investment in Holcim over 90 days. Holcim is related to or competes with HeidelbergCement, Fortescue Metals, Fortescue Metals, China Molybdenum, PT Chandra, Anglo American, and BASF SE. Holcim Ltd, together with its subsidiaries, operates as a building materials and solutions company in the Asia Pacific, ... More
Holcim 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 Holcim'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 Holcim upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.0 | |||
| Information Ratio | 0.0658 | |||
| Maximum Drawdown | 14.85 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 5.86 |
Holcim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Holcim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Holcim's standard deviation. In reality, there are many statistical measures that can use Holcim historical prices to predict the future Holcim's volatility.| Risk Adjusted Performance | 0.0752 | |||
| Jensen Alpha | 0.1993 | |||
| Total Risk Alpha | 0.0346 | |||
| Sortino Ratio | 0.0524 | |||
| Treynor Ratio | 0.9245 |
Holcim February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0752 | |||
| Market Risk Adjusted Performance | 0.9345 | |||
| Mean Deviation | 1.31 | |||
| Semi Deviation | 1.45 | |||
| Downside Deviation | 3.0 | |||
| Coefficient Of Variation | 1078.01 | |||
| Standard Deviation | 2.39 | |||
| Variance | 5.72 | |||
| Information Ratio | 0.0658 | |||
| Jensen Alpha | 0.1993 | |||
| Total Risk Alpha | 0.0346 | |||
| Sortino Ratio | 0.0524 | |||
| Treynor Ratio | 0.9245 | |||
| Maximum Drawdown | 14.85 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 5.86 | |||
| Downside Variance | 9.02 | |||
| Semi Variance | 2.11 | |||
| Expected Short fall | (3.53) | |||
| Skewness | 0.6916 | |||
| Kurtosis | 5.37 |
Holcim Backtested Returns
Holcim appears to be very steady, given 3 months investment horizon. Holcim 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 thirty technical indicators for Holcim, which you can use to evaluate the volatility of the firm. Please utilize Holcim's Risk Adjusted Performance of 0.0752, downside deviation of 3.0, and Market Risk Adjusted Performance of 0.9345 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Holcim holds a performance score of 8. 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, Holcim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Holcim is expected to be smaller as well. Please check Holcim's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Holcim's current trending patterns will revert.
Auto-correlation | 0.19 |
Very weak predictability
Holcim has very weak predictability. Overlapping area represents the amount of predictability between Holcim time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 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 Holcim price movement. The serial correlation of 0.19 indicates that over 19.0% of current Holcim price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 6.75 |
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Other Information on Investing in Holcim Pink Sheet
Holcim financial ratios help investors to determine whether Holcim Pink Sheet 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 Holcim with respect to the benefits of owning Holcim security.