Heidrick Struggles International Stock Market Value
| HSII Stock | USD 30.50 0.96 3.25% |
| Symbol | Heidrick |
Heidrick Struggles Price To Book Ratio
Is Heidrick Struggles' 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 Heidrick Struggles. If investors know Heidrick 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 Heidrick Struggles 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 (0.08) | Dividend Share 0.6 | Earnings Share 2.62 | Revenue Per Share 51.269 | Quarterly Revenue Growth 0.074 |
The market value of Heidrick Struggles is measured differently than its book value, which is the value of Heidrick that is recorded on the company's balance sheet. Investors also form their own opinion of Heidrick Struggles' value that differs from its market value or its book value, called intrinsic value, which is Heidrick Struggles' 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 Heidrick Struggles' market value can be influenced by many factors that don't directly affect Heidrick Struggles' 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 Heidrick Struggles' value and its price as these two are different measures arrived at by different means. Investors typically determine if Heidrick Struggles is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Heidrick Struggles' 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.
Heidrick Struggles '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 Heidrick Struggles' 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 Heidrick Struggles.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Heidrick Struggles on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Heidrick Struggles International or generate 0.0% return on investment in Heidrick Struggles over 30 days. Heidrick Struggles is related to or competes with ExlService Holdings, WNS Holdings, Gartner, Hackett, Genpact, CACI International, and Perficient. Heidrick Struggles International, Inc., together with its subsidiaries, provides executive search, consulting, and on-de... More
Heidrick Struggles 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 Heidrick Struggles' 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 Heidrick Struggles International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.0366 | |||
| Maximum Drawdown | 23.07 | |||
| Value At Risk | (3.27) | |||
| Potential Upside | 2.96 |
Heidrick Struggles Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Heidrick Struggles' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Heidrick Struggles' standard deviation. In reality, there are many statistical measures that can use Heidrick Struggles historical prices to predict the future Heidrick Struggles' volatility.| Risk Adjusted Performance | 0.0447 | |||
| Jensen Alpha | 0.0728 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0496 | |||
| Treynor Ratio | 0.1032 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Heidrick Struggles' 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.
Heidrick Struggles Backtested Returns
We consider Heidrick Struggles very steady. Heidrick Struggles holds Efficiency (Sharpe) Ratio of 0.0537, which attests that the entity had a 0.0537% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Heidrick Struggles, which you can use to evaluate the volatility of the firm. Please check out Heidrick Struggles' Risk Adjusted Performance of 0.0447, market risk adjusted performance of 0.1132, and Downside Deviation of 2.22 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Heidrick Struggles has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.63, 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, Heidrick Struggles will likely underperform. Heidrick Struggles right now retains a risk of 3.08%. Please check out Heidrick Struggles jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Heidrick Struggles will be following its current trending patterns.
Auto-correlation | 0.02 |
Virtually no predictability
Heidrick Struggles International has virtually no predictability. Overlapping area represents the amount of predictability between Heidrick Struggles time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Heidrick Struggles price movement. The serial correlation of 0.02 indicates that only 2.0% of current Heidrick Struggles price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 1.15 |
Heidrick Struggles lagged returns against current returns
Autocorrelation, which is Heidrick Struggles 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 Heidrick Struggles' stock expected returns. We can calculate the autocorrelation of Heidrick Struggles returns to help us make a trade decision. For example, suppose you find that Heidrick Struggles 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 |
Heidrick Struggles 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 Heidrick Struggles stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Heidrick Struggles stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Heidrick Struggles stock over time.
Current vs Lagged Prices |
| Timeline |
Heidrick Struggles Lagged Returns
When evaluating Heidrick Struggles' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Heidrick Struggles stock have on its future price. Heidrick Struggles 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, Heidrick Struggles autocorrelation shows the relationship between Heidrick Struggles stock current value and its past values and can show if there is a momentum factor associated with investing in Heidrick Struggles International.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Heidrick Struggles Correlation, Heidrick Struggles Volatility and Heidrick Struggles Alpha and Beta module to complement your research on Heidrick Struggles. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Complementary Tools for Heidrick Stock analysis
When running Heidrick Struggles' price analysis, check to measure Heidrick Struggles' 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 Heidrick Struggles is operating at the current time. Most of Heidrick Struggles' value examination focuses on studying past and present price action to predict the probability of Heidrick Struggles' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Heidrick Struggles' price. Additionally, you may evaluate how the addition of Heidrick Struggles to your portfolios can decrease your overall portfolio volatility.
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| AI Investment Finder Use AI to screen and filter profitable investment opportunities | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Stocks Directory Find actively traded stocks across global markets | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance |
Heidrick Struggles 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.