Hindustan Construction (India) Market Value
| HCC Stock | 28.20 0.16 0.56% |
| Symbol | Hindustan |
Hindustan Construction '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 Hindustan Construction'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 Hindustan Construction.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Hindustan Construction on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Hindustan Construction or generate 0.0% return on investment in Hindustan Construction over 90 days. Hindustan Construction is related to or competes with Reliance Home, Home First, Vinyl Chemicals, Punjab Chemicals, Repco Home, Hindware Home, and Khaitan Chemicals. Hindustan Construction is entity of India More
Hindustan Construction 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 Hindustan Construction'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 Hindustan Construction upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.8 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 14.77 | |||
| Value At Risk | (4.88) | |||
| Potential Upside | 5.82 |
Hindustan Construction Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hindustan Construction's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hindustan Construction's standard deviation. In reality, there are many statistical measures that can use Hindustan Construction historical prices to predict the future Hindustan Construction's volatility.| Risk Adjusted Performance | 0.047 | |||
| Jensen Alpha | 0.1196 | |||
| Total Risk Alpha | (0.31) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (5.30) |
Hindustan Construction Backtested Returns
At this point, Hindustan Construction is not too volatile. Hindustan Construction holds Efficiency (Sharpe) Ratio of 0.0281, which attests that the entity had a 0.0281 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Hindustan Construction, which you can use to evaluate the volatility of the firm. Please check out Hindustan Construction's Downside Deviation of 2.8, risk adjusted performance of 0.047, and Market Risk Adjusted Performance of (5.29) to validate if the risk estimate we provide is consistent with the expected return of 0.0831%. Hindustan Construction has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.022, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hindustan Construction are expected to decrease at a much lower rate. During the bear market, Hindustan Construction is likely to outperform the market. Hindustan Construction right now retains a risk of 2.95%. Please check out Hindustan Construction maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to decide if Hindustan Construction will be following its current trending patterns.
Auto-correlation | -0.52 |
Good reverse predictability
Hindustan Construction has good reverse predictability. Overlapping area represents the amount of predictability between Hindustan Construction time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Hindustan Construction price movement. The serial correlation of -0.52 indicates that about 52.0% of current Hindustan Construction price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 4.92 |
Hindustan Construction lagged returns against current returns
Autocorrelation, which is Hindustan Construction 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 Hindustan Construction's stock expected returns. We can calculate the autocorrelation of Hindustan Construction returns to help us make a trade decision. For example, suppose you find that Hindustan Construction 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 |
Hindustan Construction 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 Hindustan Construction stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hindustan Construction stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hindustan Construction stock over time.
Current vs Lagged Prices |
| Timeline |
Hindustan Construction Lagged Returns
When evaluating Hindustan Construction's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hindustan Construction stock have on its future price. Hindustan Construction 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, Hindustan Construction autocorrelation shows the relationship between Hindustan Construction stock current value and its past values and can show if there is a momentum factor associated with investing in Hindustan Construction.
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.Other Information on Investing in Hindustan Stock
Hindustan Construction financial ratios help investors to determine whether Hindustan 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 Hindustan with respect to the benefits of owning Hindustan Construction security.