Hammerson Plc Stock Market Value
| HMSNF Stock | USD 4.50 0.00 0.00% |
| Symbol | Hammerson |
Hammerson Plc '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 Hammerson Plc'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 Hammerson Plc.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Hammerson Plc on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding Hammerson plc or generate 0.0% return on investment in Hammerson Plc over 30 days. Hammerson Plc is related to or competes with Great Portland, Assura Plc, Boardwalk Real, Smart REIT, Workspace Group, China Jinmao, and Dream Industrial. At Hammerson, we create vibrant, continually evolving spaces, in and around major cities, where people and brands want t... More
Hammerson Plc 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 Hammerson Plc'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 Hammerson plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0475 | |||
| Maximum Drawdown | 22.72 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 3.75 |
Hammerson Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hammerson Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hammerson Plc's standard deviation. In reality, there are many statistical measures that can use Hammerson Plc historical prices to predict the future Hammerson Plc's volatility.| Risk Adjusted Performance | 0.0631 | |||
| Jensen Alpha | 0.1578 | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 0.2687 |
Hammerson plc Backtested Returns
Hammerson Plc appears to be moderately volatile, given 3 months investment horizon. Hammerson plc holds Efficiency (Sharpe) Ratio of 0.0818, which attests that the entity had a 0.0818 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Hammerson plc, which you can use to evaluate the volatility of the firm. Please utilize Hammerson Plc's Risk Adjusted Performance of 0.0631, market risk adjusted performance of 0.2787, and Standard Deviation of 3.1 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hammerson Plc holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of 0.88, which attests to possible diversification benefits within a given portfolio. Hammerson Plc returns are very sensitive to returns on the market. As the market goes up or down, Hammerson Plc is expected to follow. Please check Hammerson Plc's variance, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to make a quick decision on whether Hammerson Plc's current trending patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Hammerson plc has no correlation between past and present. Overlapping area represents the amount of predictability between Hammerson Plc time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th 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 Hammerson plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Hammerson Plc 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 |
Hammerson plc lagged returns against current returns
Autocorrelation, which is Hammerson Plc 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 Hammerson Plc's pink sheet expected returns. We can calculate the autocorrelation of Hammerson Plc returns to help us make a trade decision. For example, suppose you find that Hammerson Plc 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 |
Hammerson Plc 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 Hammerson Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hammerson Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hammerson Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hammerson Plc Lagged Returns
When evaluating Hammerson Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hammerson Plc pink sheet have on its future price. Hammerson Plc 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, Hammerson Plc autocorrelation shows the relationship between Hammerson Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hammerson plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Hammerson Pink Sheet
Hammerson Plc financial ratios help investors to determine whether Hammerson 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 Hammerson with respect to the benefits of owning Hammerson Plc security.