Hellofresh Se Stock Market Value
| HELFY Stock | USD 3.18 0.08 2.58% |
| Symbol | HelloFresh |
HelloFresh '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 HelloFresh'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 HelloFresh.
| 12/23/2022 |
| 12/12/2024 |
If you would invest 0.00 in HelloFresh on December 23, 2022 and sell it all today you would earn a total of 0.00 from holding HelloFresh SE or generate 0.0% return on investment in HelloFresh over 720 days. HelloFresh is related to or competes with Jollibee Foods, Nathans Famous, Good Times, Compass Group, Wingstop, Papa Johns, and Chipotle Mexican. HelloFresh SE delivers meal kit solutions to prepare home-cooked meals using its recipes More
HelloFresh 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 HelloFresh'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 HelloFresh SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.14 | |||
| Information Ratio | 0.1766 | |||
| Maximum Drawdown | 26.38 | |||
| Value At Risk | (4.58) | |||
| Potential Upside | 8.86 |
HelloFresh Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HelloFresh's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HelloFresh's standard deviation. In reality, there are many statistical measures that can use HelloFresh historical prices to predict the future HelloFresh's volatility.| Risk Adjusted Performance | 0.1554 | |||
| Jensen Alpha | 0.9287 | |||
| Total Risk Alpha | 0.1982 | |||
| Sortino Ratio | 0.2604 | |||
| Treynor Ratio | 46.09 |
HelloFresh SE Backtested Returns
HelloFresh appears to be risky, given 3 months investment horizon. HelloFresh SE holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16% return per unit of risk over the last 3 months. By evaluating HelloFresh's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please utilize HelloFresh's Market Risk Adjusted Performance of 46.1, downside deviation of 3.14, and Risk Adjusted Performance of 0.1554 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HelloFresh holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.0202, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HelloFresh's returns are expected to increase less than the market. However, during the bear market, the loss of holding HelloFresh is expected to be smaller as well. Please check HelloFresh's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether HelloFresh's current trending patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
HelloFresh SE has weak reverse predictability. Overlapping area represents the amount of predictability between HelloFresh time series from 23rd of December 2022 to 18th of December 2023 and 18th of December 2023 to 12th of December 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 HelloFresh SE price movement. The serial correlation of -0.25 indicates that over 25.0% of current HelloFresh price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.63 |
HelloFresh SE lagged returns against current returns
Autocorrelation, which is HelloFresh 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 HelloFresh's pink sheet expected returns. We can calculate the autocorrelation of HelloFresh returns to help us make a trade decision. For example, suppose you find that HelloFresh 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 |
HelloFresh 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 HelloFresh pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HelloFresh pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HelloFresh pink sheet over time.
Current vs Lagged Prices |
| Timeline |
HelloFresh Lagged Returns
When evaluating HelloFresh's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HelloFresh pink sheet have on its future price. HelloFresh 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, HelloFresh autocorrelation shows the relationship between HelloFresh pink sheet current value and its past values and can show if there is a momentum factor associated with investing in HelloFresh SE.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for HelloFresh Pink Sheet Analysis
When running HelloFresh's price analysis, check to measure HelloFresh'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 HelloFresh is operating at the current time. Most of HelloFresh's value examination focuses on studying past and present price action to predict the probability of HelloFresh's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HelloFresh's price. Additionally, you may evaluate how the addition of HelloFresh to your portfolios can decrease your overall portfolio volatility.