Hsbc Holdings Plc Stock Market Value
| HSBC Stock | USD 41.69 0.20 0.48% |
| Symbol | HSBC |
HSBC Holdings PLC Price To Book Ratio
Is HSBC Holdings' industry 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 HSBC Holdings. If investors know HSBC 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 HSBC Holdings 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 1.896 | Dividend Share 0.61 | Earnings Share 5.7 | Revenue Per Share 3.6163 | Quarterly Revenue Growth (0.54) |
The market value of HSBC Holdings PLC is measured differently than its book value, which is the value of HSBC that is recorded on the company's balance sheet. Investors also form their own opinion of HSBC Holdings' value that differs from its market value or its book value, called intrinsic value, which is HSBC Holdings' 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 HSBC Holdings' market value can be influenced by many factors that don't directly affect HSBC Holdings' 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 HSBC Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if HSBC Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, HSBC Holdings' 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.
HSBC Holdings '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 HSBC Holdings' 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 HSBC Holdings.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in HSBC Holdings on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding HSBC Holdings PLC or generate 0.0% return on investment in HSBC Holdings over 30 days. HSBC Holdings is related to or competes with ING Group, Natwest Group, Banco Santander, UBS Group, Barclays PLC, Citigroup, and Banco Bilbao. HSBC Holdings plc provides banking and financial services worldwide More
HSBC Holdings 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 HSBC Holdings' 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 HSBC Holdings PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.21 | |||
| Information Ratio | 0.0815 | |||
| Maximum Drawdown | 10.56 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 1.81 |
HSBC Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HSBC Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HSBC Holdings' standard deviation. In reality, there are many statistical measures that can use HSBC Holdings historical prices to predict the future HSBC Holdings' volatility.| Risk Adjusted Performance | 0.0952 | |||
| Jensen Alpha | 0.1629 | |||
| Total Risk Alpha | (0.0002) | |||
| Sortino Ratio | 0.0572 | |||
| Treynor Ratio | 0.3712 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of HSBC Holdings' 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.
HSBC Holdings PLC Backtested Returns
We consider HSBC Holdings very steady. HSBC Holdings PLC retains Efficiency (Sharpe Ratio) of 0.1, which attests that the entity had a 0.1% return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for HSBC Holdings, which you can use to evaluate the volatility of the firm. Please check out HSBC Holdings' Downside Deviation of 2.21, market risk adjusted performance of 0.3812, and Semi Deviation of 1.85 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. HSBC Holdings has a performance score of 7 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.57, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HSBC Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding HSBC Holdings is expected to be smaller as well. HSBC Holdings PLC now owns a risk of 1.58%. Please check out HSBC Holdings PLC treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if HSBC Holdings PLC will be following its current price history.
Auto-correlation | 0.54 |
Modest predictability
HSBC Holdings PLC has modest predictability. Overlapping area represents the amount of predictability between HSBC Holdings time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 HSBC Holdings PLC price movement. The serial correlation of 0.54 indicates that about 54.0% of current HSBC Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
HSBC Holdings PLC lagged returns against current returns
Autocorrelation, which is HSBC Holdings 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 HSBC Holdings' stock expected returns. We can calculate the autocorrelation of HSBC Holdings returns to help us make a trade decision. For example, suppose you find that HSBC Holdings 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 |
HSBC Holdings 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 HSBC Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HSBC Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HSBC Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
HSBC Holdings Lagged Returns
When evaluating HSBC Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HSBC Holdings stock have on its future price. HSBC Holdings 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, HSBC Holdings autocorrelation shows the relationship between HSBC Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in HSBC Holdings PLC.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out HSBC Holdings Correlation, HSBC Holdings Volatility and HSBC Holdings Alpha and Beta module to complement your research on HSBC Holdings. Note that the HSBC Holdings PLC information on this page should be used as a complementary analysis to other HSBC Holdings' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for HSBC Stock analysis
When running HSBC Holdings' price analysis, check to measure HSBC Holdings' 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 HSBC Holdings is operating at the current time. Most of HSBC Holdings' value examination focuses on studying past and present price action to predict the probability of HSBC Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HSBC Holdings' price. Additionally, you may evaluate how the addition of HSBC Holdings to your portfolios can decrease your overall portfolio volatility.
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HSBC Holdings 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.