Hella Gmbh Co Stock Market Value
| HLLGY Stock | USD 46.77 0.00 0.00% |
| Symbol | HELLA |
HELLA GmbH '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 HELLA GmbH'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 HELLA GmbH.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in HELLA GmbH on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding HELLA GmbH Co or generate 0.0% return on investment in HELLA GmbH over 180 days. HELLA GmbH is related to or competes with Valeo SA, Johnson Electric, Valeo SE, Toyoda Gosei, Linamar, Stanley Electric, and Mitsubishi Motors. KGaA, together with its subsidiaries, develops, manufactures, and sells lighting systems and electronic components for a... More
HELLA GmbH 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 HELLA GmbH'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 HELLA GmbH Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 8.45 |
HELLA GmbH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HELLA GmbH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HELLA GmbH's standard deviation. In reality, there are many statistical measures that can use HELLA GmbH historical prices to predict the future HELLA GmbH's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 0.1207 |
HELLA GmbH Backtested Returns
HELLA GmbH holds Efficiency (Sharpe) Ratio of -0.0468, which attests that the entity had a -0.0468 % return per unit of risk over the last 3 months. HELLA GmbH exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out HELLA GmbH's Coefficient Of Variation of (2,186), market risk adjusted performance of 0.1307, and Risk Adjusted Performance of (0.03) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning HELLA GmbH are expected to decrease at a much lower rate. During the bear market, HELLA GmbH is likely to outperform the market. At this point, HELLA GmbH has a negative expected return of -0.0586%. Please make sure to check out HELLA GmbH's variance and rate of daily change , to decide if HELLA GmbH performance from the past will be repeated in the future.
Auto-correlation | 0.02 |
Virtually no predictability
HELLA GmbH Co has virtually no predictability. Overlapping area represents the amount of predictability between HELLA GmbH time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 HELLA GmbH price movement. The serial correlation of 0.02 indicates that only 2.0% of current HELLA GmbH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 2.5 |
HELLA GmbH lagged returns against current returns
Autocorrelation, which is HELLA GmbH 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 HELLA GmbH's pink sheet expected returns. We can calculate the autocorrelation of HELLA GmbH returns to help us make a trade decision. For example, suppose you find that HELLA GmbH 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 |
HELLA GmbH 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 HELLA GmbH pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HELLA GmbH pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HELLA GmbH pink sheet over time.
Current vs Lagged Prices |
| Timeline |
HELLA GmbH Lagged Returns
When evaluating HELLA GmbH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HELLA GmbH pink sheet have on its future price. HELLA GmbH 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, HELLA GmbH autocorrelation shows the relationship between HELLA GmbH pink sheet current value and its past values and can show if there is a momentum factor associated with investing in HELLA GmbH Co.
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 HELLA Pink Sheet Analysis
When running HELLA GmbH's price analysis, check to measure HELLA GmbH'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 HELLA GmbH is operating at the current time. Most of HELLA GmbH's value examination focuses on studying past and present price action to predict the probability of HELLA GmbH's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HELLA GmbH's price. Additionally, you may evaluate how the addition of HELLA GmbH to your portfolios can decrease your overall portfolio volatility.