Hengan Intl's market value is the price at which a share of Hengan Intl trades on a public exchange. It measures the collective expectations of Hengan Intl Group investors about its performance. Hengan Intl is trading at 3.90 as of the 25th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 3.9. With this module, you can estimate the performance of a buy and hold strategy of Hengan Intl Group and determine expected loss or profit from investing in Hengan Intl over a given investment horizon. Check out Hengan Intl Correlation, Hengan Intl Volatility and Hengan Intl Alpha and Beta module to complement your research on Hengan Intl.
Please note, there is a significant difference between Hengan Intl's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hengan Intl is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hengan Intl's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Hengan Intl '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 Hengan Intl'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 Hengan Intl.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Hengan Intl'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 Hengan Intl Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hengan Intl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hengan Intl's standard deviation. In reality, there are many statistical measures that can use Hengan Intl historical prices to predict the future Hengan Intl's volatility.
Hengan Intl appears to be slightly risky, given 3 months investment horizon. Hengan Intl Group holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Hengan Intl Group, which you can use to evaluate the volatility of the firm. Please utilize Hengan Intl's Market Risk Adjusted Performance of 3.41, risk adjusted performance of 0.1359, and Standard Deviation of 1.99 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hengan Intl holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hengan Intl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hengan Intl is expected to be smaller as well. Please check Hengan Intl's maximum drawdown, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Hengan Intl's current trending patterns will revert.
Auto-correlation
1.00
Perfect predictability
Hengan Intl Group has perfect predictability. Overlapping area represents the amount of predictability between Hengan Intl time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th of December 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 Hengan Intl Group price movement. The serial correlation of 1.0 indicates that 100.0% of current Hengan Intl price fluctuation can be explain by its past prices.
Correlation Coefficient
1.0
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
0.0
Hengan Intl Group lagged returns against current returns
Autocorrelation, which is Hengan Intl 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 Hengan Intl's pink sheet expected returns. We can calculate the autocorrelation of Hengan Intl returns to help us make a trade decision. For example, suppose you find that Hengan Intl 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
Hengan Intl 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 Hengan Intl pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hengan Intl pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hengan Intl pink sheet over time.
Current vs Lagged Prices
Timeline
Hengan Intl Lagged Returns
When evaluating Hengan Intl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hengan Intl pink sheet have on its future price. Hengan Intl 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, Hengan Intl autocorrelation shows the relationship between Hengan Intl pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hengan Intl Group.
Other Information on Investing in Hengan Pink Sheet
Hengan Intl financial ratios help investors to determine whether Hengan 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 Hengan with respect to the benefits of owning Hengan Intl security.