Hagag (Israel) Market Value
| HGG Stock | 2,363 56.00 2.32% |
| Symbol | Hagag |
Hagag '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 Hagag'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 Hagag.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Hagag on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Hagag Group or generate 0.0% return on investment in Hagag over 30 days. Hagag is related to or competes with Kardan Real, IES Holdings, Lahav LR, Ari Real, Hiron Trade, Israel Land, and Rani Zim. Hagag Group Real Estate Entrepreneurship Ltd engages in the development, management, and marketing of real estate projec... More
Hagag 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 Hagag'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 Hagag Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | 0.0475 | |||
| Maximum Drawdown | 18.55 | |||
| Value At Risk | (3.48) | |||
| Potential Upside | 5.02 |
Hagag Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hagag's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hagag's standard deviation. In reality, there are many statistical measures that can use Hagag historical prices to predict the future Hagag's volatility.| Risk Adjusted Performance | 0.0597 | |||
| Jensen Alpha | 0.1805 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0711 | |||
| Treynor Ratio | 0.4315 |
Hagag Group Backtested Returns
At this point, Hagag is very steady. Hagag Group holds Efficiency (Sharpe) Ratio of 0.0205, which attests that the entity had a 0.0205 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Hagag Group, which you can use to evaluate the volatility of the firm. Please check out Hagag's Downside Deviation of 2.08, market risk adjusted performance of 0.4415, and Risk Adjusted Performance of 0.0597 to validate if the risk estimate we provide is consistent with the expected return of 0.0632%. Hagag has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hagag's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hagag is expected to be smaller as well. Hagag Group right now retains a risk of 3.08%. Please check out Hagag standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if Hagag will be following its current trending patterns.
Auto-correlation | -0.61 |
Very good reverse predictability
Hagag Group has very good reverse predictability. Overlapping area represents the amount of predictability between Hagag time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st of January 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 Hagag Group price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Hagag price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 2201.36 |
Hagag Group lagged returns against current returns
Autocorrelation, which is Hagag 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 Hagag's stock expected returns. We can calculate the autocorrelation of Hagag returns to help us make a trade decision. For example, suppose you find that Hagag 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 |
| Timeline |
Hagag 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 Hagag stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hagag stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hagag stock over time.
Current vs Lagged Prices |
| Timeline |
Hagag Lagged Returns
When evaluating Hagag's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hagag stock have on its future price. Hagag 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, Hagag autocorrelation shows the relationship between Hagag stock current value and its past values and can show if there is a momentum factor associated with investing in Hagag Group.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Hagag Stock
Hagag financial ratios help investors to determine whether Hagag Stock 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 Hagag with respect to the benefits of owning Hagag security.