Hana Microelectronics Public Stock Market Value
| HMICF Stock | USD 0.60 0.00 0.00% |
| Symbol | Hana |
Hana Microelectronics '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 Hana Microelectronics' 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 Hana Microelectronics.
| 10/04/2025 |
| 01/02/2026 |
If you would invest 0.00 in Hana Microelectronics on October 4, 2025 and sell it all today you would earn a total of 0.00 from holding Hana Microelectronics Public or generate 0.0% return on investment in Hana Microelectronics over 90 days. Hana Microelectronics is related to or competes with NVIDIA, Apple, Alphabet, Microsoft, Amazon, Bristol Myers, and Meta Platforms. Hana Microelectronics Public Company Limited, together with its subsidiaries, manufactures and trades in electronic comp... More
Hana Microelectronics 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 Hana Microelectronics' 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 Hana Microelectronics Public upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 1.69 |
Hana Microelectronics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hana Microelectronics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hana Microelectronics' standard deviation. In reality, there are many statistical measures that can use Hana Microelectronics historical prices to predict the future Hana Microelectronics' volatility.| Risk Adjusted Performance | 0.063 | |||
| Jensen Alpha | 0.0141 | |||
| Total Risk Alpha | 0.0013 | |||
| Treynor Ratio | 0.4916 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hana Microelectronics' 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.
Hana Microelectronics Backtested Returns
At this point, Hana Microelectronics is somewhat reliable. Hana Microelectronics 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 Hana Microelectronics, which you can use to evaluate the volatility of the firm. Please check out Hana Microelectronics' Standard Deviation of 0.2086, risk adjusted performance of 0.063, and Market Risk Adjusted Performance of 0.5016 to validate if the risk estimate we provide is consistent with the expected return of 0.0265%. Hana Microelectronics has a performance score of 9 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0319, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hana Microelectronics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Hana Microelectronics is expected to be smaller as well. Hana Microelectronics right now retains a risk of 0.21%. Please check out Hana Microelectronics variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if Hana Microelectronics will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Hana Microelectronics Public has no correlation between past and present. Overlapping area represents the amount of predictability between Hana Microelectronics time series from 4th of October 2025 to 18th of November 2025 and 18th of November 2025 to 2nd 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 Hana Microelectronics price movement. The serial correlation of 0.0 indicates that just 0.0% of current Hana Microelectronics 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 |
Hana Microelectronics lagged returns against current returns
Autocorrelation, which is Hana Microelectronics 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 Hana Microelectronics' pink sheet expected returns. We can calculate the autocorrelation of Hana Microelectronics returns to help us make a trade decision. For example, suppose you find that Hana Microelectronics 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 |
Hana Microelectronics 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 Hana Microelectronics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hana Microelectronics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hana Microelectronics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hana Microelectronics Lagged Returns
When evaluating Hana Microelectronics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hana Microelectronics pink sheet have on its future price. Hana Microelectronics 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, Hana Microelectronics autocorrelation shows the relationship between Hana Microelectronics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hana Microelectronics Public.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Hana Pink Sheet
Hana Microelectronics financial ratios help investors to determine whether Hana 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 Hana with respect to the benefits of owning Hana Microelectronics security.