Houlihan Lokey Stock Market Value
| HLI Stock | USD 128.00 1.72 1.33% |
| Symbol | Houlihan |
Houlihan Lokey Price To Book Ratio
Is Houlihan Lokey's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Houlihan Lokey. If investors know Houlihan will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Houlihan Lokey listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.156 | Dividend Share 2.18 | Earnings Share 3.89 | Revenue Per Share 28.714 | Quarterly Revenue Growth 0.12 |
The market value of Houlihan Lokey is measured differently than its book value, which is the value of Houlihan that is recorded on the company's balance sheet. Investors also form their own opinion of Houlihan Lokey's value that differs from its market value or its book value, called intrinsic value, which is Houlihan Lokey's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Houlihan Lokey's market value can be influenced by many factors that don't directly affect Houlihan Lokey's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Houlihan Lokey's value and its price as these two are different measures arrived at by different means. Investors typically determine if Houlihan Lokey is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Houlihan Lokey'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.
Houlihan Lokey '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 Houlihan Lokey'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 Houlihan Lokey.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Houlihan Lokey on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Houlihan Lokey or generate 0.0% return on investment in Houlihan Lokey over 30 days. Houlihan Lokey is related to or competes with Lazard, PJT Partners, Moelis, Piper Sandler, Perella Weinberg, Evercore Partners, and Stifel Financial. Houlihan Lokey, Inc., an investment banking company, provides merger and acquisition , capital market, financial restruc... More
Houlihan Lokey 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 Houlihan Lokey'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 Houlihan Lokey upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | 0.0341 | |||
| Maximum Drawdown | 6.54 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 2.56 |
Houlihan Lokey Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Houlihan Lokey's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Houlihan Lokey's standard deviation. In reality, there are many statistical measures that can use Houlihan Lokey historical prices to predict the future Houlihan Lokey's volatility.| Risk Adjusted Performance | 0.07 | |||
| Jensen Alpha | 0.0189 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0388 | |||
| Treynor Ratio | 0.0996 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Houlihan Lokey'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.
Houlihan Lokey Backtested Returns
We consider Houlihan Lokey very steady. Houlihan Lokey holds Efficiency (Sharpe) Ratio of 0.0775, which attests that the entity had a 0.0775% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Houlihan Lokey, which you can use to evaluate the volatility of the firm. Please check out Houlihan Lokey's Downside Deviation of 1.21, market risk adjusted performance of 0.1096, and Risk Adjusted Performance of 0.07 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Houlihan Lokey has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.33, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Houlihan Lokey will likely underperform. Houlihan Lokey right now retains a risk of 1.4%. Please check out Houlihan Lokey expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Houlihan Lokey will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Houlihan Lokey has no correlation between past and present. Overlapping area represents the amount of predictability between Houlihan Lokey time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 Houlihan Lokey price movement. The serial correlation of 0.0 indicates that just 0.0% of current Houlihan Lokey price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 6.38 |
Houlihan Lokey lagged returns against current returns
Autocorrelation, which is Houlihan Lokey 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 Houlihan Lokey's stock expected returns. We can calculate the autocorrelation of Houlihan Lokey returns to help us make a trade decision. For example, suppose you find that Houlihan Lokey 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 |
Houlihan Lokey 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 Houlihan Lokey stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Houlihan Lokey stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Houlihan Lokey stock over time.
Current vs Lagged Prices |
| Timeline |
Houlihan Lokey Lagged Returns
When evaluating Houlihan Lokey's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Houlihan Lokey stock have on its future price. Houlihan Lokey 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, Houlihan Lokey autocorrelation shows the relationship between Houlihan Lokey stock current value and its past values and can show if there is a momentum factor associated with investing in Houlihan Lokey.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Houlihan Lokey Correlation, Houlihan Lokey Volatility and Houlihan Lokey Alpha and Beta module to complement your research on Houlihan Lokey. For more detail on how to invest in Houlihan Stock please use our How to Invest in Houlihan Lokey guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
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When running Houlihan Lokey's price analysis, check to measure Houlihan Lokey'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 Houlihan Lokey is operating at the current time. Most of Houlihan Lokey's value examination focuses on studying past and present price action to predict the probability of Houlihan Lokey's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Houlihan Lokey's price. Additionally, you may evaluate how the addition of Houlihan Lokey to your portfolios can decrease your overall portfolio volatility.
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Houlihan Lokey 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.