Helvetia Holding Ag Stock Market Value
| HLVTY Stock | USD 6.15 0.01 0.16% |
| Symbol | Helvetia |
Helvetia Holding '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 Helvetia Holding's otc 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 Helvetia Holding.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Helvetia Holding on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Helvetia Holding AG or generate 0.0% return on investment in Helvetia Holding over 30 days. Helvetia Holding is related to or competes with Ageas SANV, Gjensidige Forsikring, BB Seguridade, Tryg AS, IA Financial, Aegon NV, and Admiral Group. Helvetia Holding AG, through its subsidiaries, engages in life and non-life insurance, and reinsurance business in Switz... More
Helvetia Holding 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 Helvetia Holding's otc 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 Helvetia Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1128 | |||
| Maximum Drawdown | 49.26 |
Helvetia Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Helvetia Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Helvetia Holding's standard deviation. In reality, there are many statistical measures that can use Helvetia Holding historical prices to predict the future Helvetia Holding's volatility.| Risk Adjusted Performance | 0.0978 | |||
| Jensen Alpha | 0.7527 | |||
| Total Risk Alpha | 0.1087 | |||
| Treynor Ratio | 9.24 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Helvetia Holding'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.
Helvetia Holding Backtested Returns
Helvetia Holding appears to be relatively risky, given 3 months investment horizon. Helvetia Holding 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. By evaluating Helvetia Holding's technical indicators, you can evaluate if the expected return of 0.77% is justified by implied risk. Please utilize Helvetia Holding's Standard Deviation of 6.06, risk adjusted performance of 0.0978, and Market Risk Adjusted Performance of 9.25 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Helvetia Holding holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.0821, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Helvetia Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Helvetia Holding is expected to be smaller as well. Please check Helvetia Holding's accumulation distribution, and the relationship between the total risk alpha and day median price , to make a quick decision on whether Helvetia Holding's current trending patterns will revert.
Auto-correlation | Huge |
Perfect predictability
Helvetia Holding AG has perfect predictability. Overlapping area represents the amount of predictability between Helvetia Holding time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 Helvetia Holding price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Helvetia Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Helvetia Holding lagged returns against current returns
Autocorrelation, which is Helvetia Holding otc 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 Helvetia Holding's otc stock expected returns. We can calculate the autocorrelation of Helvetia Holding returns to help us make a trade decision. For example, suppose you find that Helvetia Holding has exhibited high autocorrelation historically, and you observe that the otc 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 |
Helvetia Holding 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 Helvetia Holding otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Helvetia Holding otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Helvetia Holding otc stock over time.
Current vs Lagged Prices |
| Timeline |
Helvetia Holding Lagged Returns
When evaluating Helvetia Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Helvetia Holding otc stock have on its future price. Helvetia Holding 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, Helvetia Holding autocorrelation shows the relationship between Helvetia Holding otc stock current value and its past values and can show if there is a momentum factor associated with investing in Helvetia Holding AG.
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 Helvetia OTC Stock Analysis
When running Helvetia Holding's price analysis, check to measure Helvetia Holding'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 Helvetia Holding is operating at the current time. Most of Helvetia Holding's value examination focuses on studying past and present price action to predict the probability of Helvetia Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Helvetia Holding's price. Additionally, you may evaluate how the addition of Helvetia Holding to your portfolios can decrease your overall portfolio volatility.