Heineken Holding (Netherlands) Market Value
| HEIO Stock | EUR 65.75 0.50 0.77% |
| Symbol | Heineken |
Heineken Holding '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 Heineken Holding'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 Heineken Holding.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Heineken Holding on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Heineken Holding NV or generate 0.0% return on investment in Heineken Holding over 90 days. Heineken Holding is related to or competes with Aalberts Industries, Akzo Nobel, Heineken, and Wolters Kluwer. Heineken Holding N.V., through its subsidiaries, brews and sells beer and cider More
Heineken Holding 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 Heineken Holding'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 Heineken Holding NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.42 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.35 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 1.58 |
Heineken Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Heineken Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Heineken Holding's standard deviation. In reality, there are many statistical measures that can use Heineken Holding historical prices to predict the future Heineken Holding's volatility.| Risk Adjusted Performance | 0.0342 | |||
| Jensen Alpha | 0.0493 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.24) |
Heineken Holding Backtested Returns
Heineken Holding holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. Heineken Holding exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Heineken Holding's Risk Adjusted Performance of 0.0342, downside deviation of 1.42, and Market Risk Adjusted Performance of (0.23) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Heineken Holding are expected to decrease at a much lower rate. During the bear market, Heineken Holding is likely to outperform the market. At this point, Heineken Holding has a negative expected return of -0.0081%. Please make sure to check out Heineken Holding's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Heineken Holding performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.63 |
Very good reverse predictability
Heineken Holding NV has very good reverse predictability. Overlapping area represents the amount of predictability between Heineken Holding 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 Heineken Holding price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Heineken Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 3.87 |
Heineken Holding lagged returns against current returns
Autocorrelation, which is Heineken Holding 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 Heineken Holding's stock expected returns. We can calculate the autocorrelation of Heineken Holding returns to help us make a trade decision. For example, suppose you find that Heineken Holding 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 |
Heineken Holding 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 Heineken Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Heineken Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Heineken Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Heineken Holding Lagged Returns
When evaluating Heineken Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Heineken Holding stock have on its future price. Heineken Holding 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, Heineken Holding autocorrelation shows the relationship between Heineken Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Heineken Holding NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Heineken Stock Analysis
When running Heineken Holding's price analysis, check to measure Heineken Holding's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Heineken Holding is operating at the current time. Most of Heineken Holding's value examination focuses on studying past and present price action to predict the probability of Heineken Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Heineken Holding's price. Additionally, you may evaluate how the addition of Heineken Holding to your portfolios can decrease your overall portfolio volatility.