HF SINCLAIR (Germany) Market Value
| HL80 Stock | 37.40 0.80 2.19% |
| Symbol | HL80 |
HF SINCLAIR '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 HF SINCLAIR'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 HF SINCLAIR.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in HF SINCLAIR on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding HF SINCLAIR P or generate 0.0% return on investment in HF SINCLAIR over 90 days. HF SINCLAIR is related to or competes with Waste Management, Virtus Investment, Platinum Investment, ECHO INVESTMENT, HK Electric, Keck Seng, and Odyssean Investment. More
HF SINCLAIR 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 HF SINCLAIR'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 HF SINCLAIR P upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.13 | |||
| Information Ratio | 0.2541 | |||
| Maximum Drawdown | 11.43 | |||
| Value At Risk | (3.16) | |||
| Potential Upside | 4.58 |
HF SINCLAIR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HF SINCLAIR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HF SINCLAIR's standard deviation. In reality, there are many statistical measures that can use HF SINCLAIR historical prices to predict the future HF SINCLAIR's volatility.| Risk Adjusted Performance | 0.3008 | |||
| Jensen Alpha | 0.7267 | |||
| Total Risk Alpha | 0.3912 | |||
| Sortino Ratio | 0.2723 | |||
| Treynor Ratio | (5.87) |
HF SINCLAIR P Backtested Returns
HF SINCLAIR appears to be very steady, given 3 months investment horizon. HF SINCLAIR P retains Efficiency (Sharpe Ratio) of 0.28, which attests that the entity had a 0.28 % return per unit of price deviation over the last 3 months. By inspecting HF SINCLAIR's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please utilize HF SINCLAIR's Market Risk Adjusted Performance of (5.86), standard deviation of 2.28, and Semi Deviation of 1.38 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HF SINCLAIR holds a performance score of 22. The company owns a Beta (Systematic Risk) of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning HF SINCLAIR are expected to decrease at a much lower rate. During the bear market, HF SINCLAIR is likely to outperform the market. Please check HF SINCLAIR's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether HF SINCLAIR's current price history will revert.
Auto-correlation | 0.73 |
Good predictability
HF SINCLAIR P has good predictability. Overlapping area represents the amount of predictability between HF SINCLAIR 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 HF SINCLAIR P price movement. The serial correlation of 0.73 indicates that around 73.0% of current HF SINCLAIR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 4.0 |
HF SINCLAIR P lagged returns against current returns
Autocorrelation, which is HF SINCLAIR 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 HF SINCLAIR's stock expected returns. We can calculate the autocorrelation of HF SINCLAIR returns to help us make a trade decision. For example, suppose you find that HF SINCLAIR 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 |
HF SINCLAIR 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 HF SINCLAIR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HF SINCLAIR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HF SINCLAIR stock over time.
Current vs Lagged Prices |
| Timeline |
HF SINCLAIR Lagged Returns
When evaluating HF SINCLAIR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HF SINCLAIR stock have on its future price. HF SINCLAIR 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, HF SINCLAIR autocorrelation shows the relationship between HF SINCLAIR stock current value and its past values and can show if there is a momentum factor associated with investing in HF SINCLAIR P.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in HL80 Stock
HF SINCLAIR financial ratios help investors to determine whether HL80 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 HL80 with respect to the benefits of owning HF SINCLAIR security.