H FARM (Germany) Market Value
| 5JQ Stock | EUR 0.12 0.01 9.09% |
| Symbol | 5JQ |
H FARM '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 H FARM'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 H FARM.
| 08/19/2023 |
| 12/11/2024 |
If you would invest 0.00 in H FARM on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding H FARM SPA or generate 0.0% return on investment in H FARM over 480 days. H FARM is related to or competes with Ameriprise Financial, Ares Management, Superior Plus, SIVERS SEMICONDUCTORS, RYOHIN UNSPADR1, Vanguard Funds, and Meli Hotels. H-Farm S.p.A. is venture capital firm specializing in direct and fund of fund investments More
H FARM 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 H FARM'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 H FARM SPA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 18.33 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 9.09 |
H FARM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for H FARM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as H FARM's standard deviation. In reality, there are many statistical measures that can use H FARM historical prices to predict the future H FARM's volatility.| Risk Adjusted Performance | 0.0028 | |||
| Jensen Alpha | 0.0929 | |||
| Total Risk Alpha | (0.72) | |||
| Treynor Ratio | 0.0358 |
H FARM SPA Backtested Returns
H FARM SPA holds Efficiency (Sharpe) Ratio of -0.0077, which attests that the company had a -0.0077% return per unit of return volatility over the last 3 months. H FARM SPA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out H FARM's standard deviation of 4.25, and Coefficient Of Variation of (13,181) to validate the risk estimate we provide. The firm retains a Market Volatility (i.e., Beta) of -1.18, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning H FARM are expected to decrease by larger amounts. On the other hand, during market turmoil, H FARM is expected to outperform it. At this point, H FARM SPA has a negative expected return of -0.0333%. Please make sure to check out H FARM's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if H FARM SPA performance from the past will be repeated sooner or later.
Auto-correlation | 0.21 |
Weak predictability
H FARM SPA has weak predictability. Overlapping area represents the amount of predictability between H FARM time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th of December 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 H FARM SPA price movement. The serial correlation of 0.21 indicates that over 21.0% of current H FARM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
H FARM SPA lagged returns against current returns
Autocorrelation, which is H FARM 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 H FARM's stock expected returns. We can calculate the autocorrelation of H FARM returns to help us make a trade decision. For example, suppose you find that H FARM 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 |
H FARM 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 H FARM stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if H FARM stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in H FARM stock over time.
Current vs Lagged Prices |
| Timeline |
H FARM Lagged Returns
When evaluating H FARM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of H FARM stock have on its future price. H FARM 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, H FARM autocorrelation shows the relationship between H FARM stock current value and its past values and can show if there is a momentum factor associated with investing in H FARM SPA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in 5JQ Stock
H FARM financial ratios help investors to determine whether 5JQ Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in 5JQ with respect to the benefits of owning H FARM security.