Heidelbergcement Ag Stock Market Value
| HLBZF Stock | USD 265.84 3.81 1.45% |
| Symbol | HeidelbergCement |
HeidelbergCement '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 HeidelbergCement'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 HeidelbergCement.
| 11/09/2025 |
| 01/08/2026 |
If you would invest 0.00 in HeidelbergCement on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding HeidelbergCement AG or generate 0.0% return on investment in HeidelbergCement over 60 days. HeidelbergCement is related to or competes with Holcim, Lafargeholcim, Fortescue Metals, Fortescue Metals, China Molybdenum, Anglo American, and Anglo American. HeidelbergCement AG, together with its subsidiaries, produces and distributes cement, aggregates, ready-mixed concrete, ... More
HeidelbergCement 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 HeidelbergCement'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 HeidelbergCement AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.08 | |||
| Information Ratio | 0.0787 | |||
| Maximum Drawdown | 16.96 | |||
| Value At Risk | (6.53) | |||
| Potential Upside | 5.66 |
HeidelbergCement Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HeidelbergCement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HeidelbergCement's standard deviation. In reality, there are many statistical measures that can use HeidelbergCement historical prices to predict the future HeidelbergCement's volatility.| Risk Adjusted Performance | 0.0803 | |||
| Jensen Alpha | 0.3429 | |||
| Total Risk Alpha | 0.0359 | |||
| Sortino Ratio | 0.0759 | |||
| Treynor Ratio | 0.7818 |
HeidelbergCement Backtested Returns
HeidelbergCement appears to be very steady, given 3 months investment horizon. HeidelbergCement holds Efficiency (Sharpe) Ratio of 0.0973, which attests that the entity had a 0.0973 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for HeidelbergCement, which you can use to evaluate the volatility of the firm. Please utilize HeidelbergCement's Downside Deviation of 4.08, market risk adjusted performance of 0.7918, and Risk Adjusted Performance of 0.0803 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HeidelbergCement holds a performance score of 7. The company retains a Market Volatility (i.e., Beta) of 0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HeidelbergCement's returns are expected to increase less than the market. However, during the bear market, the loss of holding HeidelbergCement is expected to be smaller as well. Please check HeidelbergCement's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether HeidelbergCement's current trending patterns will revert.
Auto-correlation | 0.05 |
Virtually no predictability
HeidelbergCement AG has virtually no predictability. Overlapping area represents the amount of predictability between HeidelbergCement time series from 9th of November 2025 to 9th of December 2025 and 9th of December 2025 to 8th 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 HeidelbergCement price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current HeidelbergCement price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 59.0 |
HeidelbergCement lagged returns against current returns
Autocorrelation, which is HeidelbergCement 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 HeidelbergCement's pink sheet expected returns. We can calculate the autocorrelation of HeidelbergCement returns to help us make a trade decision. For example, suppose you find that HeidelbergCement 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 |
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HeidelbergCement 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 HeidelbergCement pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HeidelbergCement pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HeidelbergCement pink sheet over time.
Current vs Lagged Prices |
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HeidelbergCement Lagged Returns
When evaluating HeidelbergCement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HeidelbergCement pink sheet have on its future price. HeidelbergCement 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, HeidelbergCement autocorrelation shows the relationship between HeidelbergCement pink sheet current value and its past values and can show if there is a momentum factor associated with investing in HeidelbergCement AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in HeidelbergCement Pink Sheet
HeidelbergCement financial ratios help investors to determine whether HeidelbergCement Pink Sheet 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 HeidelbergCement with respect to the benefits of owning HeidelbergCement security.