HR Block (Germany) Market Value
| HRB Stock | EUR 35.40 0.20 0.56% |
| Symbol | HRB |
HR Block '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 HR Block's 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 HR Block.
| 07/25/2025 |
| 01/21/2026 |
If you would invest 0.00 in HR Block on July 25, 2025 and sell it all today you would earn a total of 0.00 from holding HR Block or generate 0.0% return on investment in HR Block over 180 days. HR Block is related to or competes with Service International, Bright Horizons, BOYD GROUP, Frontdoor, CVS Group, and Gesundheitswelt Chiemgau. HR Block, Inc., through its subsidiaries, provides assisted income tax return preparation and do-it-yourself tax return ... More
HR Block 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 HR Block's 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 HR Block upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 7.96 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 2.33 |
HR Block Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HR Block's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HR Block's standard deviation. In reality, there are many statistical measures that can use HR Block historical prices to predict the future HR Block's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | 2.88 |
HR Block Backtested Returns
HR Block retains Efficiency (Sharpe Ratio) of -0.2, which attests that the entity had a -0.2 % return per unit of price deviation over the last 3 months. HR Block exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out HR Block's Information Ratio of (0.18), market risk adjusted performance of 2.89, and Coefficient Of Variation of (701.59) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.0943, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning HR Block are expected to decrease at a much lower rate. During the bear market, HR Block is likely to outperform the market. At this point, HR Block has a negative expected return of -0.35%. Please make sure to check out HR Block's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if HR Block performance from the past will be repeated sooner or later.
Auto-correlation | 0.84 |
Very good predictability
HR Block has very good predictability. Overlapping area represents the amount of predictability between HR Block time series from 25th of July 2025 to 23rd of October 2025 and 23rd of October 2025 to 21st 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 HR Block price movement. The serial correlation of 0.84 indicates that around 84.0% of current HR Block price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 8.48 |
HR Block lagged returns against current returns
Autocorrelation, which is HR Block 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 HR Block's stock expected returns. We can calculate the autocorrelation of HR Block returns to help us make a trade decision. For example, suppose you find that HR Block has exhibited high autocorrelation historically, and you observe that the 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 |
HR Block 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 HR Block stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HR Block stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HR Block stock over time.
Current vs Lagged Prices |
| Timeline |
HR Block Lagged Returns
When evaluating HR Block's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HR Block stock have on its future price. HR Block 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, HR Block autocorrelation shows the relationship between HR Block stock current value and its past values and can show if there is a momentum factor associated with investing in HR Block.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in HRB Stock
When determining whether HR Block offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of HR Block's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Hr Block Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Hr Block Stock:Check out HR Block Correlation, HR Block Volatility and HR Block Alpha and Beta module to complement your research on HR Block. For more detail on how to invest in HRB Stock please use our How to Invest in HR Block guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
HR Block technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.