Hampton Financial Corp Stock Market Value
| HFC Stock | CAD 0.51 0.00 0.00% |
| Symbol | Hampton |
Hampton Financial '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 Hampton Financial'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 Hampton Financial.
| 04/28/2022 |
| 04/17/2024 |
If you would invest 0.00 in Hampton Financial on April 28, 2022 and sell it all today you would earn a total of 0.00 from holding Hampton Financial Corp or generate 0.0% return on investment in Hampton Financial over 720 days. Hampton Financial is related to or competes with Rio2, Zedcor Energy, Entree Resources, TeraGo, Condor Energies, TRX Gold, and Excellon Resources. Hampton Financial Corporation, through its subsidiary, Hampton Securities Limited, provides investment advisory and brok... More
Hampton Financial 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 Hampton Financial'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 Hampton Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0029 | |||
| Maximum Drawdown | 29.25 |
Hampton Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hampton Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hampton Financial's standard deviation. In reality, there are many statistical measures that can use Hampton Financial historical prices to predict the future Hampton Financial's volatility.| Risk Adjusted Performance | 0.023 | |||
| Jensen Alpha | 0.0466 | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 0.2862 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hampton Financial'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.
Hampton Financial Corp Backtested Returns
Hampton Financial Corp holds Efficiency (Sharpe) Ratio of -0.0098, which attests that the entity had a -0.0098% return per unit of risk over the last 3 months. Hampton Financial Corp exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hampton Financial's Risk Adjusted Performance of 0.023, standard deviation of 2.72, and Market Risk Adjusted Performance of 0.2962 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hampton Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hampton Financial is expected to be smaller as well. Hampton Financial Corp has an expected return of -0.0266%. Please make sure to check out Hampton Financial maximum drawdown, as well as the relationship between the rate of daily change and relative strength index , to decide if Hampton Financial Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.21 |
Weak predictability
Hampton Financial Corp has weak predictability. Overlapping area represents the amount of predictability between Hampton Financial time series from 28th of April 2022 to 23rd of April 2023 and 23rd of April 2023 to 17th of April 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 Hampton Financial Corp price movement. The serial correlation of 0.21 indicates that over 21.0% of current Hampton Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Hampton Financial Corp lagged returns against current returns
Autocorrelation, which is Hampton Financial 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 Hampton Financial's stock expected returns. We can calculate the autocorrelation of Hampton Financial returns to help us make a trade decision. For example, suppose you find that Hampton Financial 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 |
Hampton Financial 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 Hampton Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hampton Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hampton Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Hampton Financial Lagged Returns
When evaluating Hampton Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hampton Financial stock have on its future price. Hampton Financial 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, Hampton Financial autocorrelation shows the relationship between Hampton Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Hampton Financial Corp.
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 Hampton Financial 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, Hampton Financial's short interest history, or implied volatility extrapolated from Hampton Financial options trading.
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Complementary Tools for Hampton Stock analysis
When running Hampton Financial's price analysis, check to measure Hampton Financial'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 Hampton Financial is operating at the current time. Most of Hampton Financial's value examination focuses on studying past and present price action to predict the probability of Hampton Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hampton Financial's price. Additionally, you may evaluate how the addition of Hampton Financial to your portfolios can decrease your overall portfolio volatility.
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Hampton Financial technical stock 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, stock market cycles, or different charting patterns.