Hapag Lloyd (Germany) Market Value
| HLAG Stock | EUR 152.00 3.30 2.12% |
| Symbol | Hapag |
Hapag Lloyd '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 Hapag Lloyd'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 Hapag Lloyd.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Hapag Lloyd on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Hapag Lloyd AG or generate 0.0% return on investment in Hapag Lloyd over 720 days. Hapag Lloyd is related to or competes with HK Electric, Cleanaway Waste, Pebblebrook Hotel, New Residential, Clean Energy, and Gladstone Investment. Hapag-Lloyd Aktiengesellschaft, together with its subsidiaries, operates as a liner shipping company worldwide More
Hapag Lloyd 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 Hapag Lloyd'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 Hapag Lloyd AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.87 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 20.53 | |||
| Value At Risk | (4.30) | |||
| Potential Upside | 6.26 |
Hapag Lloyd Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hapag Lloyd's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hapag Lloyd's standard deviation. In reality, there are many statistical measures that can use Hapag Lloyd historical prices to predict the future Hapag Lloyd's volatility.| Risk Adjusted Performance | 0.0313 | |||
| Jensen Alpha | 0.2434 | |||
| Total Risk Alpha | (0.44) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.08) |
Hapag Lloyd AG Backtested Returns
At this point, Hapag Lloyd is very steady. Hapag Lloyd AG holds Efficiency (Sharpe) Ratio of 0.0334, which attests that the entity had a 0.0334% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Hapag Lloyd AG, which you can use to evaluate the volatility of the firm. Please check out Hapag Lloyd's Risk Adjusted Performance of 0.0313, downside deviation of 3.87, and Market Risk Adjusted Performance of (0.07) to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Hapag Lloyd has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -1.23, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Hapag Lloyd are expected to decrease by larger amounts. On the other hand, during market turmoil, Hapag Lloyd is expected to outperform it. Hapag Lloyd AG right now retains a risk of 3.44%. Please check out Hapag Lloyd sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Hapag Lloyd will be following its current trending patterns.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Hapag Lloyd AG has insignificant reverse predictability. Overlapping area represents the amount of predictability between Hapag Lloyd time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 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 Hapag Lloyd AG price movement. The serial correlation of -0.2 indicates that over 20.0% of current Hapag Lloyd price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 340.39 |
Hapag Lloyd AG lagged returns against current returns
Autocorrelation, which is Hapag Lloyd 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 Hapag Lloyd's stock expected returns. We can calculate the autocorrelation of Hapag Lloyd returns to help us make a trade decision. For example, suppose you find that Hapag Lloyd 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 |
Hapag Lloyd 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 Hapag Lloyd stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hapag Lloyd stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hapag Lloyd stock over time.
Current vs Lagged Prices |
| Timeline |
Hapag Lloyd Lagged Returns
When evaluating Hapag Lloyd's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hapag Lloyd stock have on its future price. Hapag Lloyd 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, Hapag Lloyd autocorrelation shows the relationship between Hapag Lloyd stock current value and its past values and can show if there is a momentum factor associated with investing in Hapag Lloyd AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Hapag Stock
Hapag Lloyd financial ratios help investors to determine whether Hapag 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 Hapag with respect to the benefits of owning Hapag Lloyd security.