Hamilton Lane Stock Market Value
| HLNE Stock | USD 192.40 0.38 0.20% |
| Symbol | Hamilton |
Hamilton Lane Price To Book Ratio
Is Asset Management & Custody Banks space 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 Hamilton Lane. If investors know Hamilton 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 Hamilton Lane 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 0.238 | Dividend Share 1.87 | Earnings Share 4.63 | Revenue Per Share 16.696 | Quarterly Revenue Growth 0.182 |
The market value of Hamilton Lane is measured differently than its book value, which is the value of Hamilton that is recorded on the company's balance sheet. Investors also form their own opinion of Hamilton Lane's value that differs from its market value or its book value, called intrinsic value, which is Hamilton Lane's 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 Hamilton Lane's market value can be influenced by many factors that don't directly affect Hamilton Lane's 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 Hamilton Lane's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hamilton Lane is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hamilton Lane's 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.
Hamilton Lane '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 Hamilton Lane'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 Hamilton Lane.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Hamilton Lane on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Hamilton Lane or generate 0.0% return on investment in Hamilton Lane over 540 days. Hamilton Lane is related to or competes with Brightsphere Investment, Noah Holdings, Alvarium Tiedemann, Blackrock Muniyield, Blackrock Muni, Blackrock Muniyield, and Blackrock Muniyield. Hamilton Lane Incorporated is an investment firm specializing in direct and fund of fund investments More
Hamilton Lane 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 Hamilton Lane'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 Hamilton Lane upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.59 | |||
| Information Ratio | 0.1321 | |||
| Maximum Drawdown | 10.18 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.7 |
Hamilton Lane Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hamilton Lane's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hamilton Lane's standard deviation. In reality, there are many statistical measures that can use Hamilton Lane historical prices to predict the future Hamilton Lane's volatility.| Risk Adjusted Performance | 0.1612 | |||
| Jensen Alpha | 0.1556 | |||
| Total Risk Alpha | 0.0827 | |||
| Sortino Ratio | 0.1466 | |||
| Treynor Ratio | 0.2082 |
Hamilton Lane Backtested Returns
Hamilton Lane appears to be very steady, given 3 months investment horizon. Hamilton Lane holds Efficiency (Sharpe) Ratio of 0.25, which attests that the entity had a 0.25% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Hamilton Lane, which you can use to evaluate the volatility of the firm. Please utilize Hamilton Lane's Downside Deviation of 1.59, risk adjusted performance of 0.1612, and Market Risk Adjusted Performance of 0.2182 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hamilton Lane holds a performance score of 19. The company retains a Market Volatility (i.e., Beta) of 1.68, 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, Hamilton Lane will likely underperform. Please check Hamilton Lane's sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Hamilton Lane's current trending patterns will revert.
Auto-correlation | 0.90 |
Excellent predictability
Hamilton Lane has excellent predictability. Overlapping area represents the amount of predictability between Hamilton Lane time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 Hamilton Lane price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Hamilton Lane price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 764.06 |
Hamilton Lane lagged returns against current returns
Autocorrelation, which is Hamilton Lane 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 Hamilton Lane's stock expected returns. We can calculate the autocorrelation of Hamilton Lane returns to help us make a trade decision. For example, suppose you find that Hamilton Lane 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 |
Hamilton Lane 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 Hamilton Lane stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hamilton Lane stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hamilton Lane stock over time.
Current vs Lagged Prices |
| Timeline |
Hamilton Lane Lagged Returns
When evaluating Hamilton Lane's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hamilton Lane stock have on its future price. Hamilton Lane 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, Hamilton Lane autocorrelation shows the relationship between Hamilton Lane stock current value and its past values and can show if there is a momentum factor associated with investing in Hamilton Lane.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Hamilton Lane is a strong investment it is important to analyze Hamilton Lane's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Hamilton Lane's future performance. For an informed investment choice regarding Hamilton Stock, refer to the following important reports:Check out Hamilton Lane Correlation, Hamilton Lane Volatility and Hamilton Lane Alpha and Beta module to complement your research on Hamilton Lane. For information on how to trade Hamilton Stock refer to our How to Trade Hamilton Stock guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Hamilton Lane 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.