Hellenic Exchanges Stock Market Value
| HEHSF Stock | USD 7.30 0.00 0.00% |
| Symbol | Hellenic |
Hellenic Exchanges '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 Hellenic Exchanges' 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 Hellenic Exchanges.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Hellenic Exchanges on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Hellenic Exchanges or generate 0.0% return on investment in Hellenic Exchanges over 180 days. Hellenic Exchanges is related to or competes with Dacotah Banks, Timbercreek Financial, Canadian Banc, First Farmers, Funding Circle, Atrium Mortgage, and EGuarantee. Hellenic Exchanges - Athens Stock Exchange SA provides support services to the Greek capital market More
Hellenic Exchanges 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 Hellenic Exchanges' 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 Hellenic Exchanges upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 23.01 | |||
| Value At Risk | (3.53) | |||
| Potential Upside | 4.67 |
Hellenic Exchanges Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hellenic Exchanges' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hellenic Exchanges' standard deviation. In reality, there are many statistical measures that can use Hellenic Exchanges historical prices to predict the future Hellenic Exchanges' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.17) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hellenic Exchanges' 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.
Hellenic Exchanges Backtested Returns
Hellenic Exchanges holds Efficiency (Sharpe) Ratio of -0.0431, which attests that the entity had a -0.0431 % return per unit of risk over the last 3 months. Hellenic Exchanges exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hellenic Exchanges' Market Risk Adjusted Performance of (0.16), risk adjusted performance of (0.02), and Standard Deviation of 3.08 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.81, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hellenic Exchanges' returns are expected to increase less than the market. However, during the bear market, the loss of holding Hellenic Exchanges is expected to be smaller as well. At this point, Hellenic Exchanges has a negative expected return of -0.14%. Please make sure to check out Hellenic Exchanges' variance, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if Hellenic Exchanges performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Hellenic Exchanges has insignificant reverse predictability. Overlapping area represents the amount of predictability between Hellenic Exchanges time series from 28th of June 2025 to 26th of September 2025 and 26th of September 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 Hellenic Exchanges price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Hellenic Exchanges price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Hellenic Exchanges lagged returns against current returns
Autocorrelation, which is Hellenic Exchanges 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 Hellenic Exchanges' pink sheet expected returns. We can calculate the autocorrelation of Hellenic Exchanges returns to help us make a trade decision. For example, suppose you find that Hellenic Exchanges 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 |
Hellenic Exchanges 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 Hellenic Exchanges pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hellenic Exchanges pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hellenic Exchanges pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hellenic Exchanges Lagged Returns
When evaluating Hellenic Exchanges' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hellenic Exchanges pink sheet have on its future price. Hellenic Exchanges 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, Hellenic Exchanges autocorrelation shows the relationship between Hellenic Exchanges pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hellenic Exchanges .
Regressed Prices |
| Timeline |
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Other Information on Investing in Hellenic Pink Sheet
Hellenic Exchanges financial ratios help investors to determine whether Hellenic 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 Hellenic with respect to the benefits of owning Hellenic Exchanges security.