Hammerson Plc Stock Market Value
HMSNF Stock | USD 0.33 0.00 0.00% |
Symbol | Hammerson |
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.
04/09/2022 |
| 03/29/2024 |
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.
Information Ratio | (0.13) | |||
Maximum Drawdown | 11.19 | |||
Value At Risk | (3.03) | |||
Potential Upside | 2.94 |
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.Risk Adjusted Performance | (0.02) | |||
Jensen Alpha | (0.16) | |||
Total Risk Alpha | (0.47) | |||
Treynor Ratio | (0.17) |
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.
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 Average | 0.0 | |
Price Variance | 0.0 |
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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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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