Haydale Graphene Industries Stock Market Value
| HDGHF Stock | USD 0 0.0008 26.67% |
| Symbol | Haydale |
Haydale Graphene '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 Haydale Graphene'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 Haydale Graphene.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Haydale Graphene on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Haydale Graphene Industries or generate 0.0% return on investment in Haydale Graphene over 90 days. Haydale Graphene is related to or competes with HUMANA, Barloworld, Morningstar Unconstrained, High-yield Municipal, Thrivent High, Via Renewables, and T Rowe. Haydale Graphene Industries plc, through its subsidiaries, produces, sells, and functionalizes graphene and other nanoma... More
Haydale Graphene 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 Haydale Graphene'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 Haydale Graphene Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 21.57 | |||
| Information Ratio | 0.05 | |||
| Maximum Drawdown | 136.67 | |||
| Value At Risk | (28.00) | |||
| Potential Upside | 44.74 |
Haydale Graphene Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Haydale Graphene's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Haydale Graphene's standard deviation. In reality, there are many statistical measures that can use Haydale Graphene historical prices to predict the future Haydale Graphene's volatility.| Risk Adjusted Performance | 0.052 | |||
| Jensen Alpha | 1.15 | |||
| Total Risk Alpha | (2.38) | |||
| Sortino Ratio | 0.055 | |||
| Treynor Ratio | 0.9976 |
Haydale Graphene Ind Backtested Returns
Haydale Graphene is out of control given 3 months investment horizon. Haydale Graphene Ind holds Efficiency (Sharpe) Ratio of 0.08, which attests that the entity had a 0.08% return per unit of risk over the last 3 months. We have analyze and collected data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.91% are justified by taking the suggested risk. Use Haydale Graphene Industries Risk Adjusted Performance of 0.052, market risk adjusted performance of 1.01, and Downside Deviation of 21.57 to evaluate company specific risk that cannot be diversified away. Haydale Graphene holds a performance score of 6 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 1.31, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Haydale Graphene will likely underperform. Use Haydale Graphene Industries value at risk, kurtosis, price action indicator, as well as the relationship between the semi variance and rate of daily change , to analyze future returns on Haydale Graphene Industries.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Haydale Graphene Industries has insignificant reverse predictability. Overlapping area represents the amount of predictability between Haydale Graphene time series from 28th of August 2024 to 12th of October 2024 and 12th of October 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Haydale Graphene Ind price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Haydale Graphene price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Haydale Graphene Ind lagged returns against current returns
Autocorrelation, which is Haydale Graphene 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 Haydale Graphene's pink sheet expected returns. We can calculate the autocorrelation of Haydale Graphene returns to help us make a trade decision. For example, suppose you find that Haydale Graphene 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 |
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Haydale Graphene 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 Haydale Graphene pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Haydale Graphene pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Haydale Graphene pink sheet over time.
Current vs Lagged Prices |
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Haydale Graphene Lagged Returns
When evaluating Haydale Graphene's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Haydale Graphene pink sheet have on its future price. Haydale Graphene 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, Haydale Graphene autocorrelation shows the relationship between Haydale Graphene pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Haydale Graphene Industries.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Haydale Pink Sheet
Haydale Graphene financial ratios help investors to determine whether Haydale 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 Haydale with respect to the benefits of owning Haydale Graphene security.