Hargreave Hale (UK) Market Value
| HHV Stock | 33.40 0.00 0.00% |
| Symbol | Hargreave |
Hargreave Hale '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 Hargreave Hale'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 Hargreave Hale.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Hargreave Hale on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Hargreave Hale Aim or generate 0.0% return on investment in Hargreave Hale over 90 days. Hargreave Hale is related to or competes with Rheinmetall, CNH Industrial, AfriTin Mining, Adriatic Metals, Lundin Mining, and Compagnie Plastic. Hargreave Hale is entity of United Kingdom More
Hargreave Hale 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 Hargreave Hale'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 Hargreave Hale Aim upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 3.28 | |||
| Potential Upside | 1.49 |
Hargreave Hale Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hargreave Hale's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hargreave Hale's standard deviation. In reality, there are many statistical measures that can use Hargreave Hale historical prices to predict the future Hargreave Hale's volatility.| Risk Adjusted Performance | 0.1124 | |||
| Jensen Alpha | 0.0513 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 1.92 |
Hargreave Hale Aim Backtested Returns
At this point, Hargreave Hale is very steady. Hargreave Hale Aim 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. We have found seventeen technical indicators for Hargreave Hale Aim, which you can use to evaluate the volatility of the firm. Please check out Hargreave Hale's Risk Adjusted Performance of 0.1124, market risk adjusted performance of 1.93, and Standard Deviation of 0.5023 to validate if the risk estimate we provide is consistent with the expected return of 0.0941%. Hargreave Hale has a performance score of 15 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0287, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hargreave Hale's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hargreave Hale is expected to be smaller as well. Hargreave Hale Aim right now retains a risk of 0.48%. Please check out Hargreave Hale jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Hargreave Hale will be following its current trending patterns.
Auto-correlation | -0.33 |
Poor reverse predictability
Hargreave Hale Aim has poor reverse predictability. Overlapping area represents the amount of predictability between Hargreave Hale 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 Hargreave Hale Aim price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Hargreave Hale price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Hargreave Hale Aim lagged returns against current returns
Autocorrelation, which is Hargreave Hale 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 Hargreave Hale's stock expected returns. We can calculate the autocorrelation of Hargreave Hale returns to help us make a trade decision. For example, suppose you find that Hargreave Hale 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 |
Hargreave Hale 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 Hargreave Hale stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hargreave Hale stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hargreave Hale stock over time.
Current vs Lagged Prices |
| Timeline |
Hargreave Hale Lagged Returns
When evaluating Hargreave Hale's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hargreave Hale stock have on its future price. Hargreave Hale 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, Hargreave Hale autocorrelation shows the relationship between Hargreave Hale stock current value and its past values and can show if there is a momentum factor associated with investing in Hargreave Hale Aim.
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 Hargreave Stock
Hargreave Hale financial ratios help investors to determine whether Hargreave 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 Hargreave with respect to the benefits of owning Hargreave Hale security.