Haus Talk (Philippines) Market Value
| HTI Stock | 1.07 0.05 4.90% |
| Symbol | Haus |
Haus Talk '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 Haus Talk'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 Haus Talk.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Haus Talk on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Haus Talk or generate 0.0% return on investment in Haus Talk over 30 days. Haus Talk is related to or competes with Metro Retail, Crown Asia, Converge Information, East West, BDO Unibank, and Union Bank. More
Haus Talk 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 Haus Talk'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 Haus Talk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 6.63 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 1.9 |
Haus Talk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Haus Talk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Haus Talk's standard deviation. In reality, there are many statistical measures that can use Haus Talk historical prices to predict the future Haus Talk's volatility.| Risk Adjusted Performance | 0.0086 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.01) |
Haus Talk Backtested Returns
At this point, Haus Talk is unstable. Haus Talk holds Efficiency (Sharpe) Ratio of 0.0323, which attests that the entity had a 0.0323% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Haus Talk, which you can use to evaluate the volatility of the firm. Please check out Haus Talk's Downside Deviation of 1.74, market risk adjusted performance of 0.0036, and Risk Adjusted Performance of 0.0086 to validate if the risk estimate we provide is consistent with the expected return of 0.0384%. Haus Talk has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.37, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Haus Talk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Haus Talk is expected to be smaller as well. Haus Talk right now retains a risk of 1.19%. Please check out Haus Talk skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if Haus Talk will be following its current trending patterns.
Auto-correlation | 0.19 |
Very weak predictability
Haus Talk has very weak predictability. Overlapping area represents the amount of predictability between Haus Talk time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Haus Talk price movement. The serial correlation of 0.19 indicates that over 19.0% of current Haus Talk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Haus Talk lagged returns against current returns
Autocorrelation, which is Haus Talk 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 Haus Talk's stock expected returns. We can calculate the autocorrelation of Haus Talk returns to help us make a trade decision. For example, suppose you find that Haus Talk 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 |
Haus Talk 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 Haus Talk stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Haus Talk stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Haus Talk stock over time.
Current vs Lagged Prices |
| Timeline |
Haus Talk Lagged Returns
When evaluating Haus Talk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Haus Talk stock have on its future price. Haus Talk 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, Haus Talk autocorrelation shows the relationship between Haus Talk stock current value and its past values and can show if there is a momentum factor associated with investing in Haus Talk.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Haus Stock
Haus Talk financial ratios help investors to determine whether Haus 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 Haus with respect to the benefits of owning Haus Talk security.