Hellenic Telecommunications Organization Stock Market Value
| HLTOF Stock | USD 18.72 0.00 0.00% |
| Symbol | Hellenic |
Hellenic Telecommunicatio '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 Hellenic Telecommunicatio'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 Hellenic Telecommunicatio.
| 06/21/2024 |
| 01/12/2026 |
If you would invest 0.00 in Hellenic Telecommunicatio on June 21, 2024 and sell it all today you would earn a total of 0.00 from holding Hellenic Telecommunications Organization or generate 0.0% return on investment in Hellenic Telecommunicatio over 570 days. Hellenic Telecommunicatio is related to or competes with Maxis Berhad, Airtel Africa, and Orange Polska. Hellenic Telecommunications Organization S.A., together with its subsidiaries, provides telecommunications and related s... More
Hellenic Telecommunicatio 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 Hellenic Telecommunicatio'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 Hellenic Telecommunications Organization upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.04) | |||
| Maximum Drawdown | 0.6452 |
Hellenic Telecommunicatio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hellenic Telecommunicatio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hellenic Telecommunicatio's standard deviation. In reality, there are many statistical measures that can use Hellenic Telecommunicatio historical prices to predict the future Hellenic Telecommunicatio's volatility.| Risk Adjusted Performance | 0.0107 | |||
| Jensen Alpha | 3.0E-4 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (0.03) |
Hellenic Telecommunicatio Backtested Returns
At this point, Hellenic Telecommunicatio is very steady. Hellenic Telecommunicatio 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 Hellenic Telecommunicatio, which you can use to evaluate the volatility of the firm. Please check out Hellenic Telecommunicatio's Standard Deviation of 0.0807, market risk adjusted performance of (0.02), and Risk Adjusted Performance of 0.0107 to validate if the risk estimate we provide is consistent with the expected return of 0.0102%. Hellenic Telecommunicatio has a performance score of 10 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0027, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hellenic Telecommunicatio are expected to decrease at a much lower rate. During the bear market, Hellenic Telecommunicatio is likely to outperform the market. Hellenic Telecommunicatio right now retains a risk of 0.0813%. Please check out Hellenic Telecommunicatio variance, skewness, as well as the relationship between the Skewness and day typical price , to decide if Hellenic Telecommunicatio will be following its current trending patterns.
Auto-correlation | 0.25 |
Poor predictability
Hellenic Telecommunications Organization has poor predictability. Overlapping area represents the amount of predictability between Hellenic Telecommunicatio time series from 21st of June 2024 to 2nd of April 2025 and 2nd of April 2025 to 12th 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 Hellenic Telecommunicatio price movement. The serial correlation of 0.25 indicates that over 25.0% of current Hellenic Telecommunicatio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 3.17 |
Hellenic Telecommunicatio lagged returns against current returns
Autocorrelation, which is Hellenic Telecommunicatio 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 Hellenic Telecommunicatio's pink sheet expected returns. We can calculate the autocorrelation of Hellenic Telecommunicatio returns to help us make a trade decision. For example, suppose you find that Hellenic Telecommunicatio 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 |
Hellenic Telecommunicatio 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 Hellenic Telecommunicatio pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hellenic Telecommunicatio pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hellenic Telecommunicatio pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hellenic Telecommunicatio Lagged Returns
When evaluating Hellenic Telecommunicatio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hellenic Telecommunicatio pink sheet have on its future price. Hellenic Telecommunicatio 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, Hellenic Telecommunicatio autocorrelation shows the relationship between Hellenic Telecommunicatio pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hellenic Telecommunications Organization.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Hellenic Pink Sheet
Hellenic Telecommunicatio financial ratios help investors to determine whether Hellenic 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 Hellenic with respect to the benefits of owning Hellenic Telecommunicatio security.