HLNLN 3125 24 MAR 25 Market Value
| 36264NAB0 | 94.95 4.54 4.56% |
| Symbol | HLNLN |
Please note, there is a significant difference between HLNLN's value and its price as these two are different measures arrived at by different means. Investors typically determine if HLNLN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, HLNLN's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
HLNLN '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 HLNLN's bond 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 HLNLN.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in HLNLN on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding HLNLN 3125 24 MAR 25 or generate 0.0% return on investment in HLNLN over 180 days. HLNLN is related to or competes with Sapiens International, Where Food, Broadstone Net, FTAI Aviation, HE Equipment, and Rumble. More
HLNLN 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 HLNLN's bond 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 HLNLN 3125 24 MAR 25 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 4.57 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.6282 |
HLNLN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HLNLN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HLNLN's standard deviation. In reality, there are many statistical measures that can use HLNLN historical prices to predict the future HLNLN's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | 0.3722 |
HLNLN 3125 24 Backtested Returns
HLNLN 3125 24 holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12% return per unit of volatility over the last 3 months. HLNLN 3125 24 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out HLNLN's risk adjusted performance of (0.05), and Market Risk Adjusted Performance of 0.3822 to validate the risk estimate we provide. The bond retains a Market Volatility (i.e., Beta) of -0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning HLNLN are expected to decrease at a much lower rate. During the bear market, HLNLN is likely to outperform the market.
Auto-correlation | 0.71 |
Good predictability
HLNLN 3125 24 MAR 25 has good predictability. Overlapping area represents the amount of predictability between HLNLN time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th 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 HLNLN 3125 24 price movement. The serial correlation of 0.71 indicates that around 71.0% of current HLNLN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
HLNLN 3125 24 lagged returns against current returns
Autocorrelation, which is HLNLN bond'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 HLNLN's bond expected returns. We can calculate the autocorrelation of HLNLN returns to help us make a trade decision. For example, suppose you find that HLNLN has exhibited high autocorrelation historically, and you observe that the bond 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 |
HLNLN 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 HLNLN bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HLNLN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HLNLN bond over time.
Current vs Lagged Prices |
| Timeline |
HLNLN Lagged Returns
When evaluating HLNLN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HLNLN bond have on its future price. HLNLN 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, HLNLN autocorrelation shows the relationship between HLNLN bond current value and its past values and can show if there is a momentum factor associated with investing in HLNLN 3125 24 MAR 25.
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 HLNLN Bond
HLNLN financial ratios help investors to determine whether HLNLN Bond 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 HLNLN with respect to the benefits of owning HLNLN security.