HCA Healthcare (Germany) Market Value
| 2BH Stock | EUR 310.90 2.30 0.73% |
| Symbol | HCA |
HCA Healthcare '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 HCA Healthcare'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 HCA Healthcare.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in HCA Healthcare on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding HCA Healthcare or generate 0.0% return on investment in HCA Healthcare over 90 days. HCA Healthcare is related to or competes with COLUMBIA SPORTSWEAR, INFORMATION SVC, LG Display, ATON GREEN, DATAWALK B, Aristocrat Leisure, and Linedata Services. HCA Healthcare, Inc., through its subsidiaries, provides health care services More
HCA Healthcare 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 HCA Healthcare'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 HCA Healthcare upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 8.19 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 3.24 |
HCA Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HCA Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HCA Healthcare's standard deviation. In reality, there are many statistical measures that can use HCA Healthcare historical prices to predict the future HCA Healthcare's volatility.| Risk Adjusted Performance | 0.0505 | |||
| Jensen Alpha | 0.071 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 6.77 |
HCA Healthcare Backtested Returns
At this point, HCA Healthcare is very steady. HCA Healthcare retains Efficiency (Sharpe Ratio) of 0.1, which attests that the company had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for HCA Healthcare, which you can use to evaluate the volatility of the entity. Please check out HCA Healthcare's Coefficient Of Variation of 2028.02, semi deviation of 1.5, and Market Risk Adjusted Performance of 6.78 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. HCA Healthcare has a performance score of 8 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.0107, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HCA Healthcare's returns are expected to increase less than the market. However, during the bear market, the loss of holding HCA Healthcare is expected to be smaller as well. HCA Healthcare at this moment owns a risk of 1.59%. Please check out HCA Healthcare market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if HCA Healthcare will be following its current price history.
Auto-correlation | -0.22 |
Weak reverse predictability
HCA Healthcare has weak reverse predictability. Overlapping area represents the amount of predictability between HCA Healthcare time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of HCA Healthcare price movement. The serial correlation of -0.22 indicates that over 22.0% of current HCA Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 28.17 |
HCA Healthcare lagged returns against current returns
Autocorrelation, which is HCA Healthcare 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 HCA Healthcare's stock expected returns. We can calculate the autocorrelation of HCA Healthcare returns to help us make a trade decision. For example, suppose you find that HCA Healthcare 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 |
HCA Healthcare 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 HCA Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HCA Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HCA Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
HCA Healthcare Lagged Returns
When evaluating HCA Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HCA Healthcare stock have on its future price. HCA Healthcare 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, HCA Healthcare autocorrelation shows the relationship between HCA Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in HCA Healthcare.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in HCA Stock
HCA Healthcare financial ratios help investors to determine whether HCA 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 HCA with respect to the benefits of owning HCA Healthcare security.