HENSOLDT's market value is the price at which a share of HENSOLDT trades on a public exchange. It measures the collective expectations of HENSOLDT AG UNSP investors about its performance. HENSOLDT is trading at 50.50 as of the 20th of July 2025. This is a 0.98 percent down since the beginning of the trading day. The stock's lowest day price was 50.5. With this module, you can estimate the performance of a buy and hold strategy of HENSOLDT AG UNSP and determine expected loss or profit from investing in HENSOLDT over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
HENSOLDT
HENSOLDT '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 HENSOLDT'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 HENSOLDT.
0.00
04/21/2025
No Change 0.00
0.0
In 3 months and 1 day
07/20/2025
0.00
If you would invest 0.00 in HENSOLDT on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding HENSOLDT AG UNSP or generate 0.0% return on investment in HENSOLDT over 90 days.
HENSOLDT 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 HENSOLDT'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 HENSOLDT AG UNSP upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for HENSOLDT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HENSOLDT's standard deviation. In reality, there are many statistical measures that can use HENSOLDT historical prices to predict the future HENSOLDT's volatility.
HENSOLDT appears to be very steady, given 3 months investment horizon. HENSOLDT AG UNSP holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of volatility over the last 3 months. By examining HENSOLDT's technical indicators, you can evaluate if the expected return of 0.75% is justified by implied risk. Please utilize HENSOLDT's risk adjusted performance of 0.1833, and Market Risk Adjusted Performance of 1.84 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HENSOLDT holds a performance score of 15. The company retains a Market Volatility (i.e., Beta) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HENSOLDT's returns are expected to increase less than the market. However, during the bear market, the loss of holding HENSOLDT is expected to be smaller as well. Please check HENSOLDT's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether HENSOLDT's current trending patterns will revert.
Auto-correlation
0.50
Modest predictability
HENSOLDT AG UNSP has modest predictability. Overlapping area represents the amount of predictability between HENSOLDT time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 HENSOLDT AG UNSP price movement. The serial correlation of 0.5 indicates that about 50.0% of current HENSOLDT price fluctuation can be explain by its past prices.
Correlation Coefficient
0.5
Spearman Rank Test
0.45
Residual Average
0.0
Price Variance
6.27
HENSOLDT AG UNSP lagged returns against current returns
Autocorrelation, which is HENSOLDT 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 HENSOLDT's stock expected returns. We can calculate the autocorrelation of HENSOLDT returns to help us make a trade decision. For example, suppose you find that HENSOLDT 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
HENSOLDT 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 HENSOLDT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HENSOLDT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HENSOLDT stock over time.
Current vs Lagged Prices
Timeline
HENSOLDT Lagged Returns
When evaluating HENSOLDT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HENSOLDT stock have on its future price. HENSOLDT 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, HENSOLDT autocorrelation shows the relationship between HENSOLDT stock current value and its past values and can show if there is a momentum factor associated with investing in HENSOLDT AG UNSP.