HERBALIFE (Germany) Market Value

HOO Stock  EUR 7.27  0.02  0.27%   
HERBALIFE's market value is the price at which a share of HERBALIFE trades on a public exchange. It measures the collective expectations of HERBALIFE investors about its performance. HERBALIFE is trading at 7.27 as of the 14th of December 2024, a 0.27 percent decrease since the beginning of the trading day. The stock's lowest day price was 7.27.
With this module, you can estimate the performance of a buy and hold strategy of HERBALIFE and determine expected loss or profit from investing in HERBALIFE over a given investment horizon. Check out HERBALIFE Correlation, HERBALIFE Volatility and HERBALIFE Alpha and Beta module to complement your research on HERBALIFE.
Symbol

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

HERBALIFE '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 HERBALIFE'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 HERBALIFE.
0.00
11/14/2024
No Change 0.00  0.0 
In 30 days
12/14/2024
0.00
If you would invest  0.00  in HERBALIFE on November 14, 2024 and sell it all today you would earn a total of 0.00 from holding HERBALIFE or generate 0.0% return on investment in HERBALIFE over 30 days. HERBALIFE is related to or competes with Entravision Communications, FEMALE HEALTH, Cogent Communications, Sabra Health, Bumrungrad Hospital, and T MOBILE. More

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

HERBALIFE Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for HERBALIFE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HERBALIFE's standard deviation. In reality, there are many statistical measures that can use HERBALIFE historical prices to predict the future HERBALIFE's volatility.
Hype
Prediction
LowEstimatedHigh
4.277.2710.27
Details
Intrinsic
Valuation
LowRealHigh
3.056.059.05
Details

HERBALIFE Backtested Returns

At this point, HERBALIFE is slightly risky. HERBALIFE holds Efficiency (Sharpe) Ratio of 0.0575, which attests that the entity had a 0.0575% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for HERBALIFE, which you can use to evaluate the volatility of the firm. Please check out HERBALIFE's market risk adjusted performance of 0.3742, and Risk Adjusted Performance of 0.0589 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. HERBALIFE has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.55, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HERBALIFE's returns are expected to increase less than the market. However, during the bear market, the loss of holding HERBALIFE is expected to be smaller as well. HERBALIFE now retains a risk of 3.0%. Please check out HERBALIFE total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if HERBALIFE will be following its current trending patterns.

Auto-correlation

    
  0.29  

Poor predictability

HERBALIFE has poor predictability. Overlapping area represents the amount of predictability between HERBALIFE time series from 14th of November 2024 to 29th of November 2024 and 29th of November 2024 to 14th 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 HERBALIFE price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current HERBALIFE price fluctuation can be explain by its past prices.
Correlation Coefficient0.29
Spearman Rank Test-0.3
Residual Average0.0
Price Variance0.01

HERBALIFE lagged returns against current returns

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

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

HERBALIFE Lagged Returns

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

Other Information on Investing in HERBALIFE Stock

HERBALIFE financial ratios help investors to determine whether HERBALIFE 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 HERBALIFE with respect to the benefits of owning HERBALIFE security.