H World (Germany) Market Value
| CL4A Stock | EUR 27.60 0.20 0.72% |
| Symbol | CL4A |
H World '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 H World'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 H World.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in H World on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding H World Group or generate 0.0% return on investment in H World over 90 days. H World is related to or competes with Molson Coors, National Beverage, Tsingtao Brewery, BROADPEAK, Fevertree Drinks, and BROADWIND ENRGY. Huazhu Group Limited, together with its subsidiaries, develops leased and owned, manachised, and franchised hotels prima... More
H World 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 H World'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 H World Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 9.15 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 3.36 |
H World Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for H World's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as H World's standard deviation. In reality, there are many statistical measures that can use H World historical prices to predict the future H World's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | 0.3009 |
H World Group Backtested Returns
H World Group holds Efficiency (Sharpe) Ratio of -0.0518, which attests that the company had a -0.0518 % return per unit of volatility over the last 3 months. H World Group exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out H World's coefficient of variation of (2,214), and Market Risk Adjusted Performance of 0.3109 to validate the risk estimate we provide. The firm retains a Market Volatility (i.e., Beta) of -0.35, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning H World are expected to decrease at a much lower rate. During the bear market, H World is likely to outperform the market. At this point, H World Group has a negative expected return of -0.1%. Please make sure to check out H World's skewness, daily balance of power, and the relationship between the potential upside and kurtosis , to decide if H World Group performance from the past will be repeated sooner or later.
Auto-correlation | -0.21 |
Weak reverse predictability
H World Group has weak reverse predictability. Overlapping area represents the amount of predictability between H World time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 H World Group price movement. The serial correlation of -0.21 indicates that over 21.0% of current H World price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.7 |
H World Group lagged returns against current returns
Autocorrelation, which is H World 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 H World's stock expected returns. We can calculate the autocorrelation of H World returns to help us make a trade decision. For example, suppose you find that H World 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 |
H World 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 H World stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if H World stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in H World stock over time.
Current vs Lagged Prices |
| Timeline |
H World Lagged Returns
When evaluating H World's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of H World stock have on its future price. H World 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, H World autocorrelation shows the relationship between H World stock current value and its past values and can show if there is a momentum factor associated with investing in H World Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CL4A Stock
H World financial ratios help investors to determine whether CL4A 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 CL4A with respect to the benefits of owning H World security.