Hydro One's market value is the price at which a share of Hydro One trades on a public exchange. It measures the collective expectations of Hydro One Limited investors about its performance. Hydro One is trading at 39.44 as of the 28th of December 2025. This is a 1.70 percent increase since the beginning of the trading day. The stock's lowest day price was 39.44. With this module, you can estimate the performance of a buy and hold strategy of Hydro One Limited and determine expected loss or profit from investing in Hydro One over a given investment horizon. Check out Hydro One Correlation, Hydro One Volatility and Hydro One Alpha and Beta module to complement your research on Hydro One.
Please note, there is a significant difference between Hydro One's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hydro One is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hydro One's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Hydro One '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 Hydro One'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 Hydro One.
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11/28/2025
No Change 0.00
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In 31 days
12/28/2025
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If you would invest 0.00 in Hydro One on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Hydro One Limited or generate 0.0% return on investment in Hydro One over 30 days. Hydro One is related to or competes with CLP Holdings, CLP Holdings, Terna Rete, Terna -, CK Infrastructure, Tenaga Nasional, and EDP Energias. Hydro One Limited, through its subsidiaries, operates as an electricity transmission and distribution company in Ontario More
Hydro One 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 Hydro One'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 Hydro One Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hydro One's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hydro One's standard deviation. In reality, there are many statistical measures that can use Hydro One historical prices to predict the future Hydro One's volatility.
At this point, Hydro One is very steady. Hydro One Limited holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Hydro One Limited, which you can use to evaluate the volatility of the firm. Please check out Hydro One's Risk Adjusted Performance of 0.1475, downside deviation of 0.7579, and Market Risk Adjusted Performance of (0.75) to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Hydro One has a performance score of 18 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hydro One are expected to decrease at a much lower rate. During the bear market, Hydro One is likely to outperform the market. Hydro One Limited right now retains a risk of 0.81%. Please check out Hydro One information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to decide if Hydro One will be following its current trending patterns.
Auto-correlation
-0.76
Almost perfect reverse predictability
Hydro One Limited has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Hydro One time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hydro One Limited price movement. The serial correlation of -0.76 indicates that around 76.0% of current Hydro One price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.76
Spearman Rank Test
-0.81
Residual Average
0.0
Price Variance
0.19
Hydro One Limited lagged returns against current returns
Autocorrelation, which is Hydro One 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 Hydro One's pink sheet expected returns. We can calculate the autocorrelation of Hydro One returns to help us make a trade decision. For example, suppose you find that Hydro One 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
Hydro One 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 Hydro One pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hydro One pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hydro One pink sheet over time.
Current vs Lagged Prices
Timeline
Hydro One Lagged Returns
When evaluating Hydro One's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hydro One pink sheet have on its future price. Hydro One 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, Hydro One autocorrelation shows the relationship between Hydro One pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hydro One Limited.
Other Information on Investing in Hydro Pink Sheet
Hydro One financial ratios help investors to determine whether Hydro 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 Hydro with respect to the benefits of owning Hydro One security.