Hennessy Bp Midstream Fund Market Value
| HMSIX Fund | USD 13.82 0.09 0.66% |
| Symbol | Hennessy |
Hennessy '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 Hennessy's mutual fund 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 Hennessy.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Hennessy on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Hennessy Bp Midstream or generate 0.0% return on investment in Hennessy over 90 days. Hennessy is related to or competes with Hennessy Nerstone, Hennessy Nerstone, Hennessy Cornerstone, Hennessy Large, Hennessy Cornerstone, Hennessy Small, and Hennessy Japan. Under normal circumstances, the fund invests at least 80 percent of its net assets in midstream energy infrastructure co... More
Hennessy 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 Hennessy's mutual fund 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 Hennessy Bp Midstream upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.1165 | |||
| Maximum Drawdown | 5.65 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.47 |
Hennessy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hennessy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hennessy's standard deviation. In reality, there are many statistical measures that can use Hennessy historical prices to predict the future Hennessy's volatility.| Risk Adjusted Performance | 0.1641 | |||
| Jensen Alpha | 0.1959 | |||
| Total Risk Alpha | 0.0913 | |||
| Sortino Ratio | 0.1081 | |||
| Treynor Ratio | (2.46) |
Hennessy March 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1641 | |||
| Market Risk Adjusted Performance | (2.45) | |||
| Mean Deviation | 0.7121 | |||
| Semi Deviation | 0.7178 | |||
| Downside Deviation | 1.02 | |||
| Coefficient Of Variation | 471.91 | |||
| Standard Deviation | 0.9424 | |||
| Variance | 0.8881 | |||
| Information Ratio | 0.1165 | |||
| Jensen Alpha | 0.1959 | |||
| Total Risk Alpha | 0.0913 | |||
| Sortino Ratio | 0.1081 | |||
| Treynor Ratio | (2.46) | |||
| Maximum Drawdown | 5.65 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.47 | |||
| Downside Variance | 1.03 | |||
| Semi Variance | 0.5152 | |||
| Expected Short fall | (0.84) | |||
| Skewness | (0.49) | |||
| Kurtosis | 1.6 |
Hennessy Bp Midstream Backtested Returns
Hennessy appears to be very steady, given 3 months investment horizon. Hennessy Bp Midstream holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Hennessy Bp Midstream, which you can use to evaluate the volatility of the entity. Please utilize Hennessy's Downside Deviation of 1.02, risk adjusted performance of 0.1641, and Market Risk Adjusted Performance of (2.45) to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.0772, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hennessy are expected to decrease at a much lower rate. During the bear market, Hennessy is likely to outperform the market.
Auto-correlation | -0.22 |
Weak reverse predictability
Hennessy Bp Midstream has weak reverse predictability. Overlapping area represents the amount of predictability between Hennessy time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 Hennessy Bp Midstream price movement. The serial correlation of -0.22 indicates that over 22.0% of current Hennessy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
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.Other Information on Investing in Hennessy Mutual Fund
Hennessy financial ratios help investors to determine whether Hennessy Mutual Fund 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 Hennessy with respect to the benefits of owning Hennessy security.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |