Hensoldt Ag Stock Market Value

HNSDF Stock  USD 39.51  0.48  1.20%   
Hensoldt's market value is the price at which a share of Hensoldt trades on a public exchange. It measures the collective expectations of Hensoldt AG investors about its performance. Hensoldt is trading at 39.51 as of the 13th of December 2024. This is a 1.2 percent decrease since the beginning of the trading day. The stock's lowest day price was 39.51.
With this module, you can estimate the performance of a buy and hold strategy of Hensoldt AG and determine expected loss or profit from investing in Hensoldt over a given investment horizon. Check out Hensoldt Correlation, Hensoldt Volatility and Hensoldt Alpha and Beta module to complement your research on Hensoldt.
Symbol

Please note, there is a significant difference between Hensoldt's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hensoldt is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hensoldt'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.

Hensoldt '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 Hensoldt'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 Hensoldt.
0.00
11/19/2023
No Change 0.00  0.0 
In 1 year and 26 days
12/13/2024
0.00
If you would invest  0.00  in Hensoldt on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Hensoldt AG or generate 0.0% return on investment in Hensoldt over 390 days. Hensoldt is related to or competes with Rheinmetall, Heico, AeroVironment, Transdigm Group, Raytheon Technologies, Northrop Grumman, and General Dynamics. HENSOLDT AG, together with its subsidiaries, provides defense and security electronic sensor solutions worldwide More

Hensoldt 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 Hensoldt'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 Hensoldt AG upside and downside potential and time the market with a certain degree of confidence.

Hensoldt Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Hensoldt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hensoldt's standard deviation. In reality, there are many statistical measures that can use Hensoldt historical prices to predict the future Hensoldt's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hensoldt'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.
Hype
Prediction
LowEstimatedHigh
36.7339.5142.29
Details
Intrinsic
Valuation
LowRealHigh
28.8931.6743.46
Details
Naive
Forecast
LowNextHigh
37.7340.5143.29
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
31.0435.0839.13
Details

Hensoldt AG Backtested Returns

Hensoldt appears to be very steady, given 3 months investment horizon. Hensoldt AG holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1% return per unit of risk over the last 3 months. We have found nineteen technical indicators for Hensoldt AG, which you can use to evaluate the volatility of the firm. Please utilize Hensoldt's Market Risk Adjusted Performance of (0.72), risk adjusted performance of 0.0802, and Standard Deviation of 2.71 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hensoldt holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of -0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Hensoldt are expected to decrease at a much lower rate. During the bear market, Hensoldt is likely to outperform the market. Please check Hensoldt's total risk alpha, as well as the relationship between the daily balance of power and day typical price , to make a quick decision on whether Hensoldt's current trending patterns will revert.

Auto-correlation

    
  -0.29  

Weak reverse predictability

Hensoldt AG has weak reverse predictability. Overlapping area represents the amount of predictability between Hensoldt time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th 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 Hensoldt AG price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Hensoldt price fluctuation can be explain by its past prices.
Correlation Coefficient-0.29
Spearman Rank Test-0.47
Residual Average0.0
Price Variance4.78

Hensoldt AG lagged returns against current returns

Autocorrelation, which is Hensoldt 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 Hensoldt's pink sheet expected returns. We can calculate the autocorrelation of Hensoldt returns to help us make a trade decision. For example, suppose you find that Hensoldt 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  

Hensoldt 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 Hensoldt pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hensoldt pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hensoldt pink sheet over time.
   Current vs Lagged Prices   
       Timeline  

Hensoldt Lagged Returns

When evaluating Hensoldt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hensoldt pink sheet have on its future price. Hensoldt 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, Hensoldt autocorrelation shows the relationship between Hensoldt pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hensoldt AG.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Hensoldt Pink Sheet

Hensoldt financial ratios help investors to determine whether Hensoldt Pink Sheet 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 Hensoldt with respect to the benefits of owning Hensoldt security.