Heineken Holding (Netherlands) Market Value
| HEIO Stock | EUR 71.80 0.90 1.27% |
| Symbol | Heineken |
Heineken Holding '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 Heineken Holding's stock 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 Heineken Holding.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Heineken Holding on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Heineken Holding NV or generate 0.0% return on investment in Heineken Holding over 90 days. Heineken Holding is related to or competes with Jde Peets, DSM Firmenich, Heineken, Coca Cola, Koninklijke Ahold, Sligro Food, and Amsterdam Commodities. Heineken Holding N.V., through its subsidiaries, brews and sells beer and cider More
Heineken Holding 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 Heineken Holding's stock 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 Heineken Holding NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.1535 | |||
| Maximum Drawdown | 5.93 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 2.31 |
Heineken Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Heineken Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Heineken Holding's standard deviation. In reality, there are many statistical measures that can use Heineken Holding historical prices to predict the future Heineken Holding's volatility.| Risk Adjusted Performance | 0.1686 | |||
| Jensen Alpha | 0.2428 | |||
| Total Risk Alpha | 0.1496 | |||
| Sortino Ratio | 0.1754 | |||
| Treynor Ratio | 0.7149 |
Heineken Holding February 21, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.1686 | |||
| Market Risk Adjusted Performance | 0.7249 | |||
| Mean Deviation | 0.9915 | |||
| Semi Deviation | 0.8095 | |||
| Downside Deviation | 1.13 | |||
| Coefficient Of Variation | 463.65 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.68 | |||
| Information Ratio | 0.1535 | |||
| Jensen Alpha | 0.2428 | |||
| Total Risk Alpha | 0.1496 | |||
| Sortino Ratio | 0.1754 | |||
| Treynor Ratio | 0.7149 | |||
| Maximum Drawdown | 5.93 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 2.31 | |||
| Downside Variance | 1.29 | |||
| Semi Variance | 0.6553 | |||
| Expected Short fall | (1.22) | |||
| Skewness | 0.1558 | |||
| Kurtosis | 1.31 |
Heineken Holding Backtested Returns
Heineken Holding appears to be very steady, given 3 months investment horizon. Heineken Holding holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Heineken Holding, which you can use to evaluate the volatility of the firm. Please utilize Heineken Holding's Risk Adjusted Performance of 0.1686, market risk adjusted performance of 0.7249, and Downside Deviation of 1.13 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Heineken Holding holds a performance score of 16. The company retains a Market Volatility (i.e., Beta) of 0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Heineken Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Heineken Holding is expected to be smaller as well. Please check Heineken Holding's downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Heineken Holding's current trending patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
Heineken Holding NV has below average predictability. Overlapping area represents the amount of predictability between Heineken Holding time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 Heineken Holding price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Heineken Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 14.03 |
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Additional Tools for Heineken Stock Analysis
When running Heineken Holding's price analysis, check to measure Heineken Holding'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 Heineken Holding is operating at the current time. Most of Heineken Holding's value examination focuses on studying past and present price action to predict the probability of Heineken Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Heineken Holding's price. Additionally, you may evaluate how the addition of Heineken Holding to your portfolios can decrease your overall portfolio volatility.