Hollywall Entertainment Stock Market Value
| HWAL Stock | USD 0.03 0 2.94% |
| Symbol | Hollywall |
Hollywall Entertainment '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 Hollywall Entertainment'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 Hollywall Entertainment.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Hollywall Entertainment on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Hollywall Entertainment or generate 0.0% return on investment in Hollywall Entertainment over 720 days. Hollywall Entertainment, Inc. offers digital music network and entertainment services More
Hollywall Entertainment 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 Hollywall Entertainment'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 Hollywall Entertainment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 47.52 | |||
| Value At Risk | (13.08) | |||
| Potential Upside | 11.11 |
Hollywall Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hollywall Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hollywall Entertainment's standard deviation. In reality, there are many statistical measures that can use Hollywall Entertainment historical prices to predict the future Hollywall Entertainment's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.75) | |||
| Total Risk Alpha | (2.05) | |||
| Treynor Ratio | 1.22 |
Hollywall Entertainment Backtested Returns
Hollywall Entertainment holds Efficiency (Sharpe) Ratio of -0.0651, which attests that the entity had a -0.0651% return per unit of risk over the last 3 months. Hollywall Entertainment exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hollywall Entertainment's Market Risk Adjusted Performance of 1.23, standard deviation of 7.72, and Risk Adjusted Performance of (0.07) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.68, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Hollywall Entertainment are expected to decrease at a much lower rate. During the bear market, Hollywall Entertainment is likely to outperform the market. At this point, Hollywall Entertainment has a negative expected return of -0.49%. Please make sure to check out Hollywall Entertainment's maximum drawdown, as well as the relationship between the daily balance of power and price action indicator , to decide if Hollywall Entertainment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.16 |
Very weak predictability
Hollywall Entertainment has very weak predictability. Overlapping area represents the amount of predictability between Hollywall Entertainment time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Hollywall Entertainment price movement. The serial correlation of 0.16 indicates that over 16.0% of current Hollywall Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Hollywall Entertainment lagged returns against current returns
Autocorrelation, which is Hollywall Entertainment 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 Hollywall Entertainment's pink sheet expected returns. We can calculate the autocorrelation of Hollywall Entertainment returns to help us make a trade decision. For example, suppose you find that Hollywall Entertainment 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 |
Hollywall Entertainment 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 Hollywall Entertainment pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hollywall Entertainment pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hollywall Entertainment pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hollywall Entertainment Lagged Returns
When evaluating Hollywall Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hollywall Entertainment pink sheet have on its future price. Hollywall Entertainment 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, Hollywall Entertainment autocorrelation shows the relationship between Hollywall Entertainment pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hollywall Entertainment.
Regressed Prices |
| Timeline |
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Hollywall Entertainment financial ratios help investors to determine whether Hollywall 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 Hollywall with respect to the benefits of owning Hollywall Entertainment security.