Hammerson Plc Stock Market Value

HMSNF Stock  USD 0.33  0.00  0.00%   
Hammerson Plc's market value is the price at which a share of Hammerson Plc trades on a public exchange. It measures the collective expectations of Hammerson Plc investors about its performance. Hammerson Plc is trading at 0.33 as of the 29th of March 2024. This is a No Change since the beginning of the trading day. The stock's lowest day price was 0.33.
With this module, you can estimate the performance of a buy and hold strategy of Hammerson Plc and determine expected loss or profit from investing in Hammerson Plc over a given investment horizon. Check out Hammerson Plc Correlation, Hammerson Plc Volatility and Hammerson Plc Alpha and Beta module to complement your research on Hammerson Plc.
Symbol

Please note, there is a significant difference between Hammerson Plc's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hammerson Plc is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hammerson Plc'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.

Hammerson Plc '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 Hammerson Plc'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 Hammerson Plc.
0.00
04/09/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
03/29/2024
0.00
If you would invest  0.00  in Hammerson Plc on April 9, 2022 and sell it all today you would earn a total of 0.00 from holding Hammerson Plc or generate 0.0% return on investment in Hammerson Plc over 720 days. Hammerson Plc is related to or competes with Old Dominion, Avadel Pharmaceuticals, Alphatec Holdings, Saia, Merit Medical, Delek Logistics, and Talis Biomedical. At Hammerson, we create vibrant, continually evolving spaces, in and around major cities, where people and brands want t... More

Hammerson Plc 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 Hammerson Plc'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 Hammerson Plc upside and downside potential and time the market with a certain degree of confidence.

Hammerson Plc Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Hammerson Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hammerson Plc's standard deviation. In reality, there are many statistical measures that can use Hammerson Plc historical prices to predict the future Hammerson Plc's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hammerson Plc'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.
Hype
Prediction
LowEstimatedHigh
0.020.331.99
Details
Intrinsic
Valuation
LowRealHigh
0.010.281.94
Details
Naive
Forecast
LowNextHigh
0.010.331.99
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
0.310.330.35
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Hammerson Plc. Your research has to be compared to or analyzed against Hammerson Plc's peers to derive any actionable benefits. When done correctly, Hammerson Plc's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Hammerson Plc.

Hammerson Plc Backtested Returns

Hammerson Plc holds Efficiency (Sharpe) Ratio of -0.0496, which attests that the entity had a -0.0496% return per unit of risk over the last 3 months. Hammerson Plc exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hammerson Plc's Risk Adjusted Performance of (0.02), market risk adjusted performance of (0.16), and Standard Deviation of 1.66 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hammerson Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hammerson Plc is expected to be smaller as well. Hammerson Plc has an expected return of -0.0825%. Please make sure to check out Hammerson Plc variance, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if Hammerson Plc performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.41  

Modest reverse predictability

Hammerson Plc has modest reverse predictability. Overlapping area represents the amount of predictability between Hammerson Plc time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th of March 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 Hammerson Plc price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Hammerson Plc price fluctuation can be explain by its past prices.
Correlation Coefficient-0.41
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.0

Hammerson Plc lagged returns against current returns

Autocorrelation, which is Hammerson Plc 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 Hammerson Plc's pink sheet expected returns. We can calculate the autocorrelation of Hammerson Plc returns to help us make a trade decision. For example, suppose you find that Hammerson Plc 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  

Hammerson Plc 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 Hammerson Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hammerson Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hammerson Plc pink sheet over time.
   Current vs Lagged Prices   
       Timeline  

Hammerson Plc Lagged Returns

When evaluating Hammerson Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hammerson Plc pink sheet have on its future price. Hammerson Plc 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, Hammerson Plc autocorrelation shows the relationship between Hammerson Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hammerson 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 Hammerson Plc 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, Hammerson Plc's short interest history, or implied volatility extrapolated from Hammerson Plc options trading.

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Check out Hammerson Plc Correlation, Hammerson Plc Volatility and Hammerson Plc Alpha and Beta module to complement your research on Hammerson Plc.
You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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When running Hammerson Plc's price analysis, check to measure Hammerson Plc'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 Hammerson Plc is operating at the current time. Most of Hammerson Plc's value examination focuses on studying past and present price action to predict the probability of Hammerson Plc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hammerson Plc's price. Additionally, you may evaluate how the addition of Hammerson Plc to your portfolios can decrease your overall portfolio volatility.
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Hammerson Plc 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.
A focus of Hammerson Plc technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Hammerson Plc trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...