Hutchison Port Holdings Stock Market Value
| HUPHY Stock | USD 2.95 0.62 17.37% |
| Symbol | Hutchison |
Hutchison Port '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 Hutchison Port'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 Hutchison Port.
| 01/25/2023 |
| 12/15/2024 |
If you would invest 0.00 in Hutchison Port on January 25, 2023 and sell it all today you would earn a total of 0.00 from holding Hutchison Port Holdings or generate 0.0% return on investment in Hutchison Port over 690 days. Hutchison Port is related to or competes with Hapag Lloyd, COSCO SHIPPING, AP Moeller, Orient Overseas, Mitsui OSK, Orient Overseas, and Golden Ocean. Hutchison Port Holdings Trust invests in, develops, operates, and manages deep-water container ports in Guangdong Provin... More
Hutchison Port 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 Hutchison Port'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 Hutchison Port Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0551 | |||
| Maximum Drawdown | 36.58 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 4.33 |
Hutchison Port Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hutchison Port's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hutchison Port's standard deviation. In reality, there are many statistical measures that can use Hutchison Port historical prices to predict the future Hutchison Port's volatility.| Risk Adjusted Performance | 0.0657 | |||
| Jensen Alpha | 0.3012 | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 1.58 |
Hutchison Port Holdings Backtested Returns
At this stage we consider Hutchison Pink Sheet to be risky. Hutchison Port Holdings holds Efficiency (Sharpe) Ratio of 0.0435, which attests that the entity had a 0.0435% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Hutchison Port Holdings, which you can use to evaluate the volatility of the firm. Please check out Hutchison Port's Standard Deviation of 4.16, risk adjusted performance of 0.0657, and Market Risk Adjusted Performance of 1.59 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Hutchison Port has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hutchison Port's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hutchison Port is expected to be smaller as well. Hutchison Port Holdings right now retains a risk of 3.97%. Please check out Hutchison Port treynor ratio and rate of daily change , to decide if Hutchison Port will be following its current trending patterns.
Auto-correlation | -0.6 |
Good reverse predictability
Hutchison Port Holdings has good reverse predictability. Overlapping area represents the amount of predictability between Hutchison Port time series from 25th of January 2023 to 5th of January 2024 and 5th of January 2024 to 15th 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 Hutchison Port Holdings price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Hutchison Port price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Hutchison Port Holdings lagged returns against current returns
Autocorrelation, which is Hutchison Port 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 Hutchison Port's pink sheet expected returns. We can calculate the autocorrelation of Hutchison Port returns to help us make a trade decision. For example, suppose you find that Hutchison Port 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 |
Hutchison Port 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 Hutchison Port pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hutchison Port pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hutchison Port pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hutchison Port Lagged Returns
When evaluating Hutchison Port's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hutchison Port pink sheet have on its future price. Hutchison Port 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, Hutchison Port autocorrelation shows the relationship between Hutchison Port pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hutchison Port Holdings.
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.Additional Tools for Hutchison Pink Sheet Analysis
When running Hutchison Port's price analysis, check to measure Hutchison Port's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Hutchison Port is operating at the current time. Most of Hutchison Port's value examination focuses on studying past and present price action to predict the probability of Hutchison Port's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hutchison Port's price. Additionally, you may evaluate how the addition of Hutchison Port to your portfolios can decrease your overall portfolio volatility.