Hargreaves Lansdown Plc Stock Market Value
| HRGLF Stock | USD 9.11 0.14 1.56% |
| Symbol | Hargreaves |
Hargreaves Lansdown '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 Hargreaves Lansdown'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 Hargreaves Lansdown.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Hargreaves Lansdown on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Hargreaves Lansdown plc or generate 0.0% return on investment in Hargreaves Lansdown over 30 days. Hargreaves Lansdown is related to or competes with Flow Capital, and AGF Management. Hargreaves Lansdown plc provides investment services for individuals and corporates in the United Kingdom and Poland More
Hargreaves Lansdown 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 Hargreaves Lansdown'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 Hargreaves Lansdown plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.66 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 9.85 | |||
| Value At Risk | (3.27) | |||
| Potential Upside | 1.96 |
Hargreaves Lansdown Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hargreaves Lansdown's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hargreaves Lansdown's standard deviation. In reality, there are many statistical measures that can use Hargreaves Lansdown historical prices to predict the future Hargreaves Lansdown's volatility.| Risk Adjusted Performance | 0.0267 | |||
| Jensen Alpha | 0.0587 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.25) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hargreaves Lansdown's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hargreaves Lansdown plc Backtested Returns
We consider Hargreaves Lansdown not too volatile. Hargreaves Lansdown plc holds Efficiency (Sharpe) Ratio of 0.001, which attests that the entity had a 0.001% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Hargreaves Lansdown plc, which you can use to evaluate the volatility of the firm. Please check out Hargreaves Lansdown's Market Risk Adjusted Performance of (0.24), downside deviation of 2.66, and Risk Adjusted Performance of 0.0267 to validate if the risk estimate we provide is consistent with the expected return of 0.0018%. The company retains a Market Volatility (i.e., Beta) of -0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hargreaves Lansdown are expected to decrease at a much lower rate. During the bear market, Hargreaves Lansdown is likely to outperform the market. Hargreaves Lansdown plc right now retains a risk of 1.78%. Please check out Hargreaves Lansdown semi variance, and the relationship between the maximum drawdown and daily balance of power , to decide if Hargreaves Lansdown will be following its current trending patterns.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Hargreaves Lansdown plc lagged returns against current returns
Autocorrelation, which is Hargreaves Lansdown 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 Hargreaves Lansdown's pink sheet expected returns. We can calculate the autocorrelation of Hargreaves Lansdown returns to help us make a trade decision. For example, suppose you find that Hargreaves Lansdown 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 |
Hargreaves Lansdown 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 Hargreaves Lansdown pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hargreaves Lansdown pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hargreaves Lansdown pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hargreaves Lansdown Lagged Returns
When evaluating Hargreaves Lansdown's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hargreaves Lansdown pink sheet have on its future price. Hargreaves Lansdown 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, Hargreaves Lansdown autocorrelation shows the relationship between Hargreaves Lansdown pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hargreaves Lansdown plc.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Hargreaves Lansdown in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Hargreaves Lansdown's short interest history, or implied volatility extrapolated from Hargreaves Lansdown options trading.
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Complementary Tools for Hargreaves Pink Sheet analysis
When running Hargreaves Lansdown's price analysis, check to measure Hargreaves Lansdown'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 Hargreaves Lansdown is operating at the current time. Most of Hargreaves Lansdown's value examination focuses on studying past and present price action to predict the probability of Hargreaves Lansdown's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hargreaves Lansdown's price. Additionally, you may evaluate how the addition of Hargreaves Lansdown to your portfolios can decrease your overall portfolio volatility.
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Hargreaves Lansdown technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.