Hochtief Aktiengesellschaft Stock Market Value
| HOCFF Stock | USD 424.00 0.35 0.08% |
| Symbol | HOCHTIEF |
HOCHTIEF Aktiengesellscha '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 HOCHTIEF Aktiengesellscha'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 HOCHTIEF Aktiengesellscha.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in HOCHTIEF Aktiengesellscha on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding HOCHTIEF Aktiengesellschaft or generate 0.0% return on investment in HOCHTIEF Aktiengesellscha over 30 days. HOCHTIEF Aktiengesellscha is related to or competes with ACS Actividades, MTU Aero, WSP Global, MTU Aero, Kuehne Nagel, China Railway, and Techtronic Industries. HOCHTIEF Aktiengesellschaft engages in the construction business worldwide More
HOCHTIEF Aktiengesellscha 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 HOCHTIEF Aktiengesellscha'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 HOCHTIEF Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.26 | |||
| Information Ratio | 0.1614 | |||
| Maximum Drawdown | 12.93 | |||
| Value At Risk | (4.46) | |||
| Potential Upside | 4.99 |
HOCHTIEF Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HOCHTIEF Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HOCHTIEF Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use HOCHTIEF Aktiengesellscha historical prices to predict the future HOCHTIEF Aktiengesellscha's volatility.| Risk Adjusted Performance | 0.1506 | |||
| Jensen Alpha | 0.494 | |||
| Total Risk Alpha | 0.231 | |||
| Sortino Ratio | 0.1512 | |||
| Treynor Ratio | 0.5877 |
HOCHTIEF Aktiengesellscha Backtested Returns
HOCHTIEF Aktiengesellscha appears to be very steady, given 3 months investment horizon. HOCHTIEF Aktiengesellscha retains Efficiency (Sharpe Ratio) of 0.17, which attests that the entity had a 0.17 % return per unit of return volatility over the last 3 months. By reviewing HOCHTIEF Aktiengesellscha's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please utilize HOCHTIEF Aktiengesellscha's Market Risk Adjusted Performance of 0.5977, downside deviation of 3.26, and Semi Deviation of 2.39 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HOCHTIEF Aktiengesellscha holds a performance score of 13. The company owns a Beta (Systematic Risk) of 0.98, which attests to possible diversification benefits within a given portfolio. HOCHTIEF Aktiengesellscha returns are very sensitive to returns on the market. As the market goes up or down, HOCHTIEF Aktiengesellscha is expected to follow. Please check HOCHTIEF Aktiengesellscha's downside deviation, treynor ratio, expected short fall, as well as the relationship between the jensen alpha and potential upside , to make a quick decision on whether HOCHTIEF Aktiengesellscha's current price history will revert.
Auto-correlation | 0.53 |
Modest predictability
HOCHTIEF Aktiengesellschaft has modest predictability. Overlapping area represents the amount of predictability between HOCHTIEF Aktiengesellscha time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 HOCHTIEF Aktiengesellscha price movement. The serial correlation of 0.53 indicates that about 53.0% of current HOCHTIEF Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 139.27 |
HOCHTIEF Aktiengesellscha lagged returns against current returns
Autocorrelation, which is HOCHTIEF Aktiengesellscha 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 HOCHTIEF Aktiengesellscha's pink sheet expected returns. We can calculate the autocorrelation of HOCHTIEF Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that HOCHTIEF Aktiengesellscha 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 |
HOCHTIEF Aktiengesellscha 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 HOCHTIEF Aktiengesellscha pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HOCHTIEF Aktiengesellscha pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HOCHTIEF Aktiengesellscha pink sheet over time.
Current vs Lagged Prices |
| Timeline |
HOCHTIEF Aktiengesellscha Lagged Returns
When evaluating HOCHTIEF Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HOCHTIEF Aktiengesellscha pink sheet have on its future price. HOCHTIEF Aktiengesellscha 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, HOCHTIEF Aktiengesellscha autocorrelation shows the relationship between HOCHTIEF Aktiengesellscha pink sheet current value and its past values and can show if there is a momentum factor associated with investing in HOCHTIEF Aktiengesellschaft.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in HOCHTIEF Pink Sheet
HOCHTIEF Aktiengesellscha financial ratios help investors to determine whether HOCHTIEF 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 HOCHTIEF with respect to the benefits of owning HOCHTIEF Aktiengesellscha security.