Hawesko Holding (Germany) Market Value
| HAW Stock | EUR 27.70 0.90 3.36% |
| Symbol | Hawesko |
Hawesko Holding '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 Hawesko Holding'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 Hawesko Holding.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in Hawesko Holding on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding Hawesko Holding AG or generate 0.0% return on investment in Hawesko Holding over 30 days. Hawesko Holding is related to or competes with Constellation Brands, Brown Forman, Thai Beverage, Rmy Cointreau, BECLE SAB, Treasury Wine, and Hawesko Holding. Hawesko Holding AG, together with its subsidiaries, engages in the trading and sale of wines, champagnes, and other alco... More
Hawesko Holding 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 Hawesko Holding'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 Hawesko Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.0281 | |||
| Maximum Drawdown | 14.6 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 5.29 |
Hawesko Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hawesko Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hawesko Holding's standard deviation. In reality, there are many statistical measures that can use Hawesko Holding historical prices to predict the future Hawesko Holding's volatility.| Risk Adjusted Performance | 0.044 | |||
| Jensen Alpha | 0.105 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0352 | |||
| Treynor Ratio | (1.29) |
Hawesko Holding AG Backtested Returns
At this point, Hawesko Holding is not too volatile. Hawesko Holding AG holds Efficiency (Sharpe) Ratio of 0.0529, which attests that the entity had a 0.0529% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Hawesko Holding AG, which you can use to evaluate the volatility of the firm. Please check out Hawesko Holding's Downside Deviation of 1.92, risk adjusted performance of 0.044, and Market Risk Adjusted Performance of (1.28) to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Hawesko Holding has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0792, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hawesko Holding are expected to decrease at a much lower rate. During the bear market, Hawesko Holding is likely to outperform the market. Hawesko Holding AG right now retains a risk of 2.45%. Please check out Hawesko Holding semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to decide if Hawesko Holding will be following its current trending patterns.
Auto-correlation | 0.29 |
Poor predictability
Hawesko Holding AG has poor predictability. Overlapping area represents the amount of predictability between Hawesko Holding time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th 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 Hawesko Holding AG price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Hawesko Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 1.25 |
Hawesko Holding AG lagged returns against current returns
Autocorrelation, which is Hawesko Holding 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 Hawesko Holding's stock expected returns. We can calculate the autocorrelation of Hawesko Holding returns to help us make a trade decision. For example, suppose you find that Hawesko Holding 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 |
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Hawesko Holding 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 Hawesko Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hawesko Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hawesko Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Hawesko Holding Lagged Returns
When evaluating Hawesko Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hawesko Holding stock have on its future price. Hawesko Holding 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, Hawesko Holding autocorrelation shows the relationship between Hawesko Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Hawesko Holding AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Hawesko Stock
Hawesko Holding financial ratios help investors to determine whether Hawesko 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 Hawesko with respect to the benefits of owning Hawesko Holding security.