Halyk Bank (UK) Market Value
| HSBK Stock | USD 19.24 1.18 5.78% |
| Symbol | Halyk |
Halyk Bank '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 Halyk Bank'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 Halyk Bank.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Halyk Bank on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Halyk Bank of or generate 0.0% return on investment in Halyk Bank over 30 days. Halyk Bank is related to or competes with JSC National. More
Halyk Bank 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 Halyk Bank'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 Halyk Bank of upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.04 | |||
| Information Ratio | 0.0536 | |||
| Maximum Drawdown | 9.02 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 3.3 |
Halyk Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Halyk Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Halyk Bank's standard deviation. In reality, there are many statistical measures that can use Halyk Bank historical prices to predict the future Halyk Bank's volatility.| Risk Adjusted Performance | 0.0873 | |||
| Jensen Alpha | 0.1584 | |||
| Total Risk Alpha | 0.0057 | |||
| Sortino Ratio | 0.0512 | |||
| Treynor Ratio | 0.6488 |
Halyk Bank Backtested Returns
As of now, Halyk Stock is very steady. Halyk Bank holds Efficiency (Sharpe) Ratio of 0.0973, which attests that the entity had a 0.0973 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Halyk Bank, which you can use to evaluate the volatility of the firm. Please check out Halyk Bank's Risk Adjusted Performance of 0.0873, downside deviation of 2.04, and Market Risk Adjusted Performance of 0.6588 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Halyk Bank has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Halyk Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Halyk Bank is expected to be smaller as well. Halyk Bank right now retains a risk of 1.94%. Please check out Halyk Bank total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Halyk Bank will be following its current trending patterns.
Auto-correlation | 0.21 |
Weak predictability
Halyk Bank of has weak predictability. Overlapping area represents the amount of predictability between Halyk Bank time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 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 Halyk Bank price movement. The serial correlation of 0.21 indicates that over 21.0% of current Halyk Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Halyk Bank lagged returns against current returns
Autocorrelation, which is Halyk Bank 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 Halyk Bank's stock expected returns. We can calculate the autocorrelation of Halyk Bank returns to help us make a trade decision. For example, suppose you find that Halyk Bank 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 |
Halyk Bank 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 Halyk Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Halyk Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Halyk Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Halyk Bank Lagged Returns
When evaluating Halyk Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Halyk Bank stock have on its future price. Halyk Bank 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, Halyk Bank autocorrelation shows the relationship between Halyk Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Halyk Bank of.
Regressed Prices |
| Timeline |
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Halyk Bank financial ratios help investors to determine whether Halyk Stock 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 Halyk with respect to the benefits of owning Halyk Bank security.