Hellofresh Se Stock Market Value
| HLFFF Stock | USD 10.59 1.16 9.87% |
| Symbol | HelloFresh |
HelloFresh '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 HelloFresh'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 HelloFresh.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in HelloFresh on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding HelloFresh SE or generate 0.0% return on investment in HelloFresh over 30 days. HelloFresh is related to or competes with Biglari Holdings, Potbelly, Restaurant Brands, Red Robin, Alsea SAB, Dine Brands, and Dennys Corp. HelloFresh SE delivers meal kit solutions to prepare home-cooked meals using its recipes More
HelloFresh 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 HelloFresh'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 HelloFresh SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.37 | |||
| Information Ratio | 0.0615 | |||
| Maximum Drawdown | 40.08 | |||
| Value At Risk | (9.87) | |||
| Potential Upside | 11.54 |
HelloFresh Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HelloFresh's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HelloFresh's standard deviation. In reality, there are many statistical measures that can use HelloFresh historical prices to predict the future HelloFresh's volatility.| Risk Adjusted Performance | 0.0722 | |||
| Jensen Alpha | 0.4291 | |||
| Total Risk Alpha | (0.47) | |||
| Sortino Ratio | 0.0514 | |||
| Treynor Ratio | 0.8603 |
HelloFresh SE Backtested Returns
HelloFresh appears to be moderately volatile, given 3 months investment horizon. HelloFresh SE holds Efficiency (Sharpe) Ratio of 0.0838, which attests that the entity had a 0.0838% return per unit of risk over the last 3 months. By evaluating HelloFresh's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize HelloFresh's Risk Adjusted Performance of 0.0722, downside deviation of 7.37, and Market Risk Adjusted Performance of 0.8703 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HelloFresh holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of 0.58, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HelloFresh's returns are expected to increase less than the market. However, during the bear market, the loss of holding HelloFresh is expected to be smaller as well. Please check HelloFresh's downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether HelloFresh's current trending patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
HelloFresh SE has below average predictability. Overlapping area represents the amount of predictability between HelloFresh time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 HelloFresh SE price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current HelloFresh price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
HelloFresh SE lagged returns against current returns
Autocorrelation, which is HelloFresh 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 HelloFresh's pink sheet expected returns. We can calculate the autocorrelation of HelloFresh returns to help us make a trade decision. For example, suppose you find that HelloFresh 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 |
HelloFresh 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 HelloFresh pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HelloFresh pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HelloFresh pink sheet over time.
Current vs Lagged Prices |
| Timeline |
HelloFresh Lagged Returns
When evaluating HelloFresh's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HelloFresh pink sheet have on its future price. HelloFresh 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, HelloFresh autocorrelation shows the relationship between HelloFresh pink sheet current value and its past values and can show if there is a momentum factor associated with investing in HelloFresh SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in HelloFresh Pink Sheet
HelloFresh financial ratios help investors to determine whether HelloFresh 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 HelloFresh with respect to the benefits of owning HelloFresh security.