Highlight Event (Switzerland) Market Value
| HLEE Stock | CHF 8.30 0.55 6.21% |
| Symbol | Highlight |
Highlight Event '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 Highlight Event'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 Highlight Event.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Highlight Event on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Highlight Event Entertainment or generate 0.0% return on investment in Highlight Event over 30 days. Highlight Event is related to or competes with Autoneum Holding, Bellevue Group, Edisun Power, MCH Group, Mega Matrix, and Orior AG. Highlight Event and Entertainment AG, through its subsidiaries, primarily engages in the event marketing business More
Highlight Event 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 Highlight Event'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 Highlight Event Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.72 | |||
| Information Ratio | 0.0585 | |||
| Maximum Drawdown | 43.65 | |||
| Value At Risk | (9.68) | |||
| Potential Upside | 17.69 |
Highlight Event Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Highlight Event's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Highlight Event's standard deviation. In reality, there are many statistical measures that can use Highlight Event historical prices to predict the future Highlight Event's volatility.| Risk Adjusted Performance | 0.0574 | |||
| Jensen Alpha | 0.5049 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | 0.0683 | |||
| Treynor Ratio | 1.51 |
Highlight Event Ente Backtested Returns
Highlight Event appears to be relatively risky, given 3 months investment horizon. Highlight Event Ente holds Efficiency (Sharpe) Ratio of 0.0723, which attests that the entity had a 0.0723 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Highlight Event Ente, which you can use to evaluate the volatility of the firm. Please utilize Highlight Event's Downside Deviation of 6.72, market risk adjusted performance of 1.52, and Risk Adjusted Performance of 0.0574 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Highlight Event holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of 0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Highlight Event's returns are expected to increase less than the market. However, during the bear market, the loss of holding Highlight Event is expected to be smaller as well. Please check Highlight Event's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Highlight Event's current trending patterns will revert.
Auto-correlation | -0.46 |
Modest reverse predictability
Highlight Event Entertainment has modest reverse predictability. Overlapping area represents the amount of predictability between Highlight Event time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Highlight Event Ente price movement. The serial correlation of -0.46 indicates that about 46.0% of current Highlight Event price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Highlight Event Ente lagged returns against current returns
Autocorrelation, which is Highlight Event 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 Highlight Event's stock expected returns. We can calculate the autocorrelation of Highlight Event returns to help us make a trade decision. For example, suppose you find that Highlight Event 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 |
Highlight Event 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 Highlight Event stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Highlight Event stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Highlight Event stock over time.
Current vs Lagged Prices |
| Timeline |
Highlight Event Lagged Returns
When evaluating Highlight Event's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Highlight Event stock have on its future price. Highlight Event 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, Highlight Event autocorrelation shows the relationship between Highlight Event stock current value and its past values and can show if there is a momentum factor associated with investing in Highlight Event Entertainment.
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.Additional Tools for Highlight Stock Analysis
When running Highlight Event's price analysis, check to measure Highlight Event'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 Highlight Event is operating at the current time. Most of Highlight Event's value examination focuses on studying past and present price action to predict the probability of Highlight Event's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Highlight Event's price. Additionally, you may evaluate how the addition of Highlight Event to your portfolios can decrease your overall portfolio volatility.