Hope Education (Germany) Market Value
HE1 Stock | EUR 0.02 0 17.24% |
Symbol | Hope |
Hope Education '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 Hope Education'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 Hope Education.
04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Hope Education on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Hope Education Group or generate 0.0% return on investment in Hope Education over 90 days. Hope Education is related to or competes with Keck Seng, FORMPIPE SOFTWARE, Diversified Healthcare, Apollo Investment, PSI Software, Guidewire Software, and CyberArk Software. Hope Education Group Co., Ltd. provides higher education services in China More
Hope Education 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 Hope Education'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 Hope Education Group upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 4.18 | |||
Information Ratio | 0.2018 | |||
Maximum Drawdown | 23.17 | |||
Value At Risk | (3.70) | |||
Potential Upside | 9.52 |
Hope Education Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hope Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hope Education's standard deviation. In reality, there are many statistical measures that can use Hope Education historical prices to predict the future Hope Education's volatility.Risk Adjusted Performance | 0.2251 | |||
Jensen Alpha | 1.1 | |||
Total Risk Alpha | 0.4149 | |||
Sortino Ratio | 0.222 | |||
Treynor Ratio | (3.06) |
Hope Education Group Backtested Returns
Hope Education appears to be out of control, given 3 months investment horizon. Hope Education Group holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of risk over the last 3 months. By evaluating Hope Education's technical indicators, you can evaluate if the expected return of 0.86% is justified by implied risk. Please utilize Hope Education's Risk Adjusted Performance of 0.2251, downside deviation of 4.18, and Market Risk Adjusted Performance of (3.05) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hope Education holds a performance score of 15. The company 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 Hope Education are expected to decrease at a much lower rate. During the bear market, Hope Education is likely to outperform the market. Please check Hope Education's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Hope Education's current trending patterns will revert.
Auto-correlation | 0.01 |
Virtually no predictability
Hope Education Group has virtually no predictability. Overlapping area represents the amount of predictability between Hope Education 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 Hope Education Group price movement. The serial correlation of 0.01 indicates that just 1.0% of current Hope Education price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.01 | |
Spearman Rank Test | 0.13 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
Hope Education Group lagged returns against current returns
Autocorrelation, which is Hope Education 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 Hope Education's stock expected returns. We can calculate the autocorrelation of Hope Education returns to help us make a trade decision. For example, suppose you find that Hope Education 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 |
Hope Education 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 Hope Education stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hope Education stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hope Education stock over time.
Current vs Lagged Prices |
Timeline |
Hope Education Lagged Returns
When evaluating Hope Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hope Education stock have on its future price. Hope Education 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, Hope Education autocorrelation shows the relationship between Hope Education stock current value and its past values and can show if there is a momentum factor associated with investing in Hope Education Group.
Regressed Prices |
Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Hope Stock
Hope Education financial ratios help investors to determine whether Hope 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 Hope with respect to the benefits of owning Hope Education security.