Herzfeld Creditome Fund, Stock Market Value
| HERZ Stock | 2.61 0.06 2.35% |
| Symbol | Herzfeld |
Herzfeld Creditome Fund, Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Herzfeld Creditome. If investors know Herzfeld will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Herzfeld Creditome listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Herzfeld Creditome Fund, is measured differently than its book value, which is the value of Herzfeld that is recorded on the company's balance sheet. Investors also form their own opinion of Herzfeld Creditome's value that differs from its market value or its book value, called intrinsic value, which is Herzfeld Creditome's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Herzfeld Creditome's market value can be influenced by many factors that don't directly affect Herzfeld Creditome's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Herzfeld Creditome's value and its price as these two are different measures arrived at by different means. Investors typically determine if Herzfeld Creditome is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Herzfeld Creditome'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.
Herzfeld Creditome '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 Herzfeld Creditome'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 Herzfeld Creditome.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Herzfeld Creditome on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Herzfeld Creditome Fund, or generate 0.0% return on investment in Herzfeld Creditome over 180 days. Herzfeld Creditome is related to or competes with Tidal ETF, Guru Favorite, SoFi Social, Amplify Bloomberg, AIM ETF, Argent Large, and AIM ETF. Herzfeld Creditome is entity of United States More
Herzfeld Creditome 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 Herzfeld Creditome'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 Herzfeld Creditome Fund, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.1332 | |||
| Maximum Drawdown | 34.08 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 2.87 |
Herzfeld Creditome Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Herzfeld Creditome's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Herzfeld Creditome's standard deviation. In reality, there are many statistical measures that can use Herzfeld Creditome historical prices to predict the future Herzfeld Creditome's volatility.| Risk Adjusted Performance | 0.1156 | |||
| Jensen Alpha | 0.5717 | |||
| Total Risk Alpha | 0.2099 | |||
| Sortino Ratio | 0.4412 | |||
| Treynor Ratio | 0.7907 |
Herzfeld Creditome Fund, Backtested Returns
Herzfeld Creditome appears to be very risky, given 3 months investment horizon. Herzfeld Creditome Fund, 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 Herzfeld Creditome's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please utilize Herzfeld Creditome's Risk Adjusted Performance of 0.1156, market risk adjusted performance of 0.8007, and Downside Deviation of 1.26 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Herzfeld Creditome holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Herzfeld Creditome's returns are expected to increase less than the market. However, during the bear market, the loss of holding Herzfeld Creditome is expected to be smaller as well. Please check Herzfeld Creditome's potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether Herzfeld Creditome's current trending patterns will revert.
Auto-correlation | 0.13 |
Insignificant predictability
Herzfeld Creditome Fund, has insignificant predictability. Overlapping area represents the amount of predictability between Herzfeld Creditome 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 Herzfeld Creditome Fund, price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Herzfeld Creditome price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Herzfeld Creditome Fund, lagged returns against current returns
Autocorrelation, which is Herzfeld Creditome stock'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 Herzfeld Creditome's stock expected returns. We can calculate the autocorrelation of Herzfeld Creditome returns to help us make a trade decision. For example, suppose you find that Herzfeld Creditome has exhibited high autocorrelation historically, and you observe that the stock 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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Herzfeld Creditome 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 Herzfeld Creditome stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Herzfeld Creditome stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Herzfeld Creditome stock over time.
Current vs Lagged Prices |
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Herzfeld Creditome Lagged Returns
When evaluating Herzfeld Creditome's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Herzfeld Creditome stock have on its future price. Herzfeld Creditome 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, Herzfeld Creditome autocorrelation shows the relationship between Herzfeld Creditome stock current value and its past values and can show if there is a momentum factor associated with investing in Herzfeld Creditome Fund,.
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 Herzfeld Stock Analysis
When running Herzfeld Creditome's price analysis, check to measure Herzfeld Creditome'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 Herzfeld Creditome is operating at the current time. Most of Herzfeld Creditome's value examination focuses on studying past and present price action to predict the probability of Herzfeld Creditome's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Herzfeld Creditome's price. Additionally, you may evaluate how the addition of Herzfeld Creditome to your portfolios can decrease your overall portfolio volatility.