Hapag Lloyd Aktiengesellschaft Stock Market Value
| HPGLY Stock | USD 83.61 5.07 6.46% |
| Symbol | Hapag |
Hapag Lloyd '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 Hapag Lloyd'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 Hapag Lloyd.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Hapag Lloyd on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Hapag Lloyd Aktiengesellschaft or generate 0.0% return on investment in Hapag Lloyd over 30 days. Hapag Lloyd is related to or competes with AP Moeller, Orient Overseas, AP Mller, Mitsui OSK, COSCO SHIPPING, Nippon Yusen, and Star Bulk. Hapag-Lloyd Aktiengesellschaft, together with its subsidiaries, operates as a liner shipping company worldwide More
Hapag Lloyd 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 Hapag Lloyd'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 Hapag Lloyd Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.94 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 19.93 | |||
| Value At Risk | (4.72) | |||
| Potential Upside | 4.07 |
Hapag Lloyd Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hapag Lloyd's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hapag Lloyd's standard deviation. In reality, there are many statistical measures that can use Hapag Lloyd historical prices to predict the future Hapag Lloyd's volatility.| Risk Adjusted Performance | 0.0192 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0577 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hapag Lloyd'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.
Hapag Lloyd Aktienge Backtested Returns
We consider Hapag Lloyd very steady. Hapag Lloyd Aktienge holds Efficiency (Sharpe) Ratio of 0.0166, which attests that the entity had a 0.0166% return per unit of risk over the last 3 months. We have found thirty technical indicators for Hapag Lloyd Aktienge, which you can use to evaluate the volatility of the firm. Please check out Hapag Lloyd's Market Risk Adjusted Performance of 0.0677, downside deviation of 3.94, and Risk Adjusted Performance of 0.0192 to validate if the risk estimate we provide is consistent with the expected return of 0.0598%. Hapag Lloyd has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.91, which attests to possible diversification benefits within a given portfolio. Hapag Lloyd returns are very sensitive to returns on the market. As the market goes up or down, Hapag Lloyd is expected to follow. Hapag Lloyd Aktienge right now retains a risk of 3.59%. Please check out Hapag Lloyd value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if Hapag Lloyd will be following its current trending patterns.
Auto-correlation | 0.32 |
Below average predictability
Hapag Lloyd Aktiengesellschaft has below average predictability. Overlapping area represents the amount of predictability between Hapag Lloyd time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 Hapag Lloyd Aktienge price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Hapag Lloyd price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 5.16 |
Hapag Lloyd Aktienge lagged returns against current returns
Autocorrelation, which is Hapag Lloyd 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 Hapag Lloyd's pink sheet expected returns. We can calculate the autocorrelation of Hapag Lloyd returns to help us make a trade decision. For example, suppose you find that Hapag Lloyd 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 |
Hapag Lloyd 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 Hapag Lloyd pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hapag Lloyd pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hapag Lloyd pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hapag Lloyd Lagged Returns
When evaluating Hapag Lloyd's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hapag Lloyd pink sheet have on its future price. Hapag Lloyd 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, Hapag Lloyd autocorrelation shows the relationship between Hapag Lloyd pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hapag Lloyd Aktiengesellschaft.
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 Hapag Lloyd 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, Hapag Lloyd's short interest history, or implied volatility extrapolated from Hapag Lloyd options trading.
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Complementary Tools for Hapag Pink Sheet analysis
When running Hapag Lloyd's price analysis, check to measure Hapag Lloyd'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 Hapag Lloyd is operating at the current time. Most of Hapag Lloyd's value examination focuses on studying past and present price action to predict the probability of Hapag Lloyd's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hapag Lloyd's price. Additionally, you may evaluate how the addition of Hapag Lloyd to your portfolios can decrease your overall portfolio volatility.
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Hapag Lloyd 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.