House Of (Greece) Market Value
| SPIR Stock | EUR 0.15 0.01 7.14% |
| Symbol | House |
House Of '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 House Of'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 House Of.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in House Of on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding The House of or generate 0.0% return on investment in House Of over 30 days. House Of is related to or competes with Foodlink, Logismos Information, Lampsa Hellenic, Daios Plastics, Hellenic Telecommunicatio, National Bank, and Karelia Tobacco. The House of Agriculture Spiroy S.A. researches, produces, processes, and markets vegetable propagating materials More
House Of 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 House Of'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 The House of upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.39 | |||
| Information Ratio | 0.0526 | |||
| Maximum Drawdown | 16.03 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 8.33 |
House Of Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for House Of's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as House Of's standard deviation. In reality, there are many statistical measures that can use House Of historical prices to predict the future House Of's volatility.| Risk Adjusted Performance | 0.0665 | |||
| Jensen Alpha | 0.2946 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.033 | |||
| Treynor Ratio | 1.18 |
The House Backtested Returns
House Of appears to be out of control, given 3 months investment horizon. The House holds Efficiency (Sharpe) Ratio of 0.0723, which attests that the entity had a 0.0723 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for The House, which you can use to evaluate the volatility of the firm. Please utilize House Of's Downside Deviation of 7.39, risk adjusted performance of 0.0665, and Market Risk Adjusted Performance of 1.19 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, House Of holds a performance score of 5. The company retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, House Of's returns are expected to increase less than the market. However, during the bear market, the loss of holding House Of is expected to be smaller as well. Please check House Of's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether House Of's current trending patterns will revert.
Auto-correlation | -0.34 |
Poor reverse predictability
The House of has poor reverse predictability. Overlapping area represents the amount of predictability between House Of time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 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 The House price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current House Of price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
The House lagged returns against current returns
Autocorrelation, which is House Of 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 House Of's stock expected returns. We can calculate the autocorrelation of House Of returns to help us make a trade decision. For example, suppose you find that House Of 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 |
House Of 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 House Of stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if House Of stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in House Of stock over time.
Current vs Lagged Prices |
| Timeline |
House Of Lagged Returns
When evaluating House Of's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of House Of stock have on its future price. House Of 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, House Of autocorrelation shows the relationship between House Of stock current value and its past values and can show if there is a momentum factor associated with investing in The House of.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for House Stock Analysis
When running House Of's price analysis, check to measure House Of's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy House Of is operating at the current time. Most of House Of's value examination focuses on studying past and present price action to predict the probability of House Of's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move House Of's price. Additionally, you may evaluate how the addition of House Of to your portfolios can decrease your overall portfolio volatility.