Halliburton (Brazil) Market Value
| HALI34 Stock | BRL 122.98 8.86 7.76% |
| Symbol | Halliburton |
Halliburton '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 Halliburton'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 Halliburton.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Halliburton on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Halliburton or generate 0.0% return on investment in Halliburton over 90 days. Halliburton is related to or competes with Schlumberger, Baker Hughes, TechnipFMC Plc, Micron Technology, Roper Technologies,, Capital One, and NVIDIA. Halliburton Company provides a range of services and products to oil and natural gas companies worldwide More
Halliburton 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 Halliburton'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 Halliburton upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.91 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 12.09 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 4.65 |
Halliburton Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Halliburton's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Halliburton's standard deviation. In reality, there are many statistical measures that can use Halliburton historical prices to predict the future Halliburton's volatility.| Risk Adjusted Performance | 0.0332 | |||
| Jensen Alpha | 0.0621 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.83) |
Halliburton Backtested Returns
At this point, Halliburton is very steady. Halliburton holds Efficiency (Sharpe) Ratio of 0.0431, which attests that the entity had a 0.0431 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Halliburton, which you can use to evaluate the volatility of the firm. Please check out Halliburton's Downside Deviation of 2.91, market risk adjusted performance of (0.82), and Risk Adjusted Performance of 0.0332 to validate if the risk estimate we provide is consistent with the expected return of 0.0947%. Halliburton has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0646, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Halliburton are expected to decrease at a much lower rate. During the bear market, Halliburton is likely to outperform the market. Halliburton right now retains a risk of 2.2%. Please check out Halliburton total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Halliburton will be following its current trending patterns.
Auto-correlation | -0.26 |
Weak reverse predictability
Halliburton has weak reverse predictability. Overlapping area represents the amount of predictability between Halliburton 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 Halliburton price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Halliburton price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 13.66 |
Halliburton lagged returns against current returns
Autocorrelation, which is Halliburton 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 Halliburton's stock expected returns. We can calculate the autocorrelation of Halliburton returns to help us make a trade decision. For example, suppose you find that Halliburton 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 |
Halliburton 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 Halliburton stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Halliburton stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Halliburton stock over time.
Current vs Lagged Prices |
| Timeline |
Halliburton Lagged Returns
When evaluating Halliburton's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Halliburton stock have on its future price. Halliburton 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, Halliburton autocorrelation shows the relationship between Halliburton stock current value and its past values and can show if there is a momentum factor associated with investing in Halliburton.
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 Information and Resources on Investing in Halliburton Stock
When determining whether Halliburton is a strong investment it is important to analyze Halliburton's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Halliburton's future performance. For an informed investment choice regarding Halliburton Stock, refer to the following important reports:Check out Halliburton Correlation, Halliburton Volatility and Halliburton Alpha and Beta module to complement your research on Halliburton. For information on how to trade Halliburton Stock refer to our How to Trade Halliburton Stock guide.You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Halliburton 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.