Huddled Group (UK) Market Value
| HUD Stock | 3.25 0.41 14.44% |
| Symbol | Huddled |
Huddled Group '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 Huddled Group'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 Huddled Group.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Huddled Group on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Huddled Group Plc or generate 0.0% return on investment in Huddled Group over 30 days. Huddled Group is related to or competes with Prosiebensat, G5 Entertainment, Hollywood Bowl, Grand Vision, Centaur Media, Air Products, and JD Sports. Huddled Group is entity of United Kingdom More
Huddled Group 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 Huddled Group'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 Huddled Group Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.42 | |||
| Information Ratio | 8.0E-4 | |||
| Maximum Drawdown | 17.59 | |||
| Value At Risk | (6.06) | |||
| Potential Upside | 4.84 |
Huddled Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Huddled Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Huddled Group's standard deviation. In reality, there are many statistical measures that can use Huddled Group historical prices to predict the future Huddled Group's volatility.| Risk Adjusted Performance | 0.0369 | |||
| Jensen Alpha | 0.1424 | |||
| Total Risk Alpha | (0.39) | |||
| Sortino Ratio | 5.0E-4 | |||
| Treynor Ratio | (0.56) |
Huddled Group Plc Backtested Returns
At this point, Huddled Group is risky. Huddled Group Plc holds Efficiency (Sharpe) Ratio of 0.0243, which attests that the entity had a 0.0243% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Huddled Group Plc, which you can use to evaluate the volatility of the firm. Please check out Huddled Group's Risk Adjusted Performance of 0.0369, market risk adjusted performance of (0.55), and Downside Deviation of 5.42 to validate if the risk estimate we provide is consistent with the expected return of 0.083%. Huddled Group has a performance score of 1 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 Huddled Group are expected to decrease at a much lower rate. During the bear market, Huddled Group is likely to outperform the market. Huddled Group Plc right now retains a risk of 3.41%. Please check out Huddled Group total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if Huddled Group will be following its current trending patterns.
Auto-correlation | -0.59 |
Good reverse predictability
Huddled Group Plc has good reverse predictability. Overlapping area represents the amount of predictability between Huddled Group 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 Huddled Group Plc price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Huddled Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Huddled Group Plc lagged returns against current returns
Autocorrelation, which is Huddled Group 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 Huddled Group's stock expected returns. We can calculate the autocorrelation of Huddled Group returns to help us make a trade decision. For example, suppose you find that Huddled Group 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 |
Huddled Group 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 Huddled Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Huddled Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Huddled Group stock over time.
Current vs Lagged Prices |
| Timeline |
Huddled Group Lagged Returns
When evaluating Huddled Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Huddled Group stock have on its future price. Huddled Group 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, Huddled Group autocorrelation shows the relationship between Huddled Group stock current value and its past values and can show if there is a momentum factor associated with investing in Huddled Group Plc.
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 Huddled Stock
Huddled Group financial ratios help investors to determine whether Huddled 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 Huddled with respect to the benefits of owning Huddled Group security.