Hon Hai (UK) Market Value
| HHPD Stock | USD 11.24 0.04 0.36% |
| Symbol | Hon |
Hon Hai '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 Hon Hai'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 Hon Hai.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Hon Hai on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Hon Hai Precision or generate 0.0% return on investment in Hon Hai over 90 days. Hon Hai is related to or competes with Samsung Electronics, Samsung Electronics, Samsung Electronics, Toyota, Reliance Industries, and National Atomic. Hon Hai is entity of United Kingdom. It is traded as Stock on IL exchange. More
Hon Hai 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 Hon Hai'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 Hon Hai Precision upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.13 | |||
| Information Ratio | 0.1571 | |||
| Maximum Drawdown | 12.98 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 3.93 |
Hon Hai Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hon Hai's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hon Hai's standard deviation. In reality, there are many statistical measures that can use Hon Hai historical prices to predict the future Hon Hai's volatility.| Risk Adjusted Performance | 0.212 | |||
| Jensen Alpha | 0.3711 | |||
| Total Risk Alpha | 0.1686 | |||
| Sortino Ratio | 0.1631 | |||
| Treynor Ratio | 0.5852 |
Hon Hai Precision Backtested Returns
Hon Hai appears to be not too volatile, given 3 months investment horizon. Hon Hai Precision holds Efficiency (Sharpe) Ratio of 0.25, which attests that the entity had a 0.25 % return per unit of risk over the last 3 months. By evaluating Hon Hai's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please utilize Hon Hai's Market Risk Adjusted Performance of 0.5952, risk adjusted performance of 0.212, and Downside Deviation of 2.13 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hon Hai holds a performance score of 20. The company retains a Market Volatility (i.e., Beta) of 0.82, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hon Hai's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hon Hai is expected to be smaller as well. Please check Hon Hai's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Hon Hai's current trending patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Hon Hai Precision has good predictability. Overlapping area represents the amount of predictability between Hon Hai 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 Hon Hai Precision price movement. The serial correlation of 0.76 indicates that around 76.0% of current Hon Hai price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Hon Hai Precision lagged returns against current returns
Autocorrelation, which is Hon Hai 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 Hon Hai's stock expected returns. We can calculate the autocorrelation of Hon Hai returns to help us make a trade decision. For example, suppose you find that Hon Hai 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 |
Hon Hai 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 Hon Hai stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hon Hai stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hon Hai stock over time.
Current vs Lagged Prices |
| Timeline |
Hon Hai Lagged Returns
When evaluating Hon Hai's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hon Hai stock have on its future price. Hon Hai 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, Hon Hai autocorrelation shows the relationship between Hon Hai stock current value and its past values and can show if there is a momentum factor associated with investing in Hon Hai Precision.
Regressed Prices |
| Timeline |
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Hon Hai financial ratios help investors to determine whether Hon 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 Hon with respect to the benefits of owning Hon Hai security.