Halfords Group Plc Stock Market Value
| HLFDF Stock | USD 1.90 0.00 0.00% |
| Symbol | Halfords |
Halfords Group '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 Halfords Group'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 Halfords Group.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Halfords Group on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Halfords Group plc or generate 0.0% return on investment in Halfords Group over 30 days. Halfords Group is related to or competes with Kogan, THG Plc, ASOS Plc, Card Factory, Sa Sa, and TACHI-S Co. Halfords Group plc, through its subsidiaries, provides motoring and cycling products and services in the United Kingdom ... More
Halfords Group 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 Halfords Group'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 Halfords Group plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.15 |
Halfords Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Halfords Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Halfords Group's standard deviation. In reality, there are many statistical measures that can use Halfords Group historical prices to predict the future Halfords Group's volatility.| Risk Adjusted Performance | 0.07 | |||
| Jensen Alpha | 0.0211 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 1.09 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Halfords Group's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Halfords Group plc Backtested Returns
At this point, Halfords Group is not too volatile. Halfords Group plc holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Halfords Group plc, which you can use to evaluate the volatility of the firm. Please check out Halfords Group's Risk Adjusted Performance of 0.07, market risk adjusted performance of 1.1, and Standard Deviation of 0.2647 to validate if the risk estimate we provide is consistent with the expected return of 0.0341%. Halfords Group has a performance score of 10 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0208, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Halfords Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Halfords Group is expected to be smaller as well. Halfords Group plc right now retains a risk of 0.27%. Please check out Halfords Group variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if Halfords Group will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Halfords Group plc has no correlation between past and present. Overlapping area represents the amount of predictability between Halfords Group 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 Halfords Group plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Halfords Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Halfords Group plc lagged returns against current returns
Autocorrelation, which is Halfords Group 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 Halfords Group's pink sheet expected returns. We can calculate the autocorrelation of Halfords Group returns to help us make a trade decision. For example, suppose you find that Halfords Group 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 |
| Timeline |
Halfords Group 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 Halfords Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Halfords Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Halfords Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Halfords Group Lagged Returns
When evaluating Halfords Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Halfords Group pink sheet have on its future price. Halfords Group 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, Halfords Group autocorrelation shows the relationship between Halfords Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Halfords Group plc.
Regressed Prices |
| Timeline |
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Other Information on Investing in Halfords Pink Sheet
Halfords Group financial ratios help investors to determine whether Halfords 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 Halfords with respect to the benefits of owning Halfords Group security.