Hang Lung (Germany) Market Value
| HLU Stock | EUR 1.43 0.02 1.42% |
| Symbol | Hang |
Hang Lung '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 Hang Lung'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 Hang Lung.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Hang Lung on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Hang Lung Group or generate 0.0% return on investment in Hang Lung over 90 days. Hang Lung is related to or competes with NEW WORLD, OPEN HOUSE, Hufvudstaden, FRASERS PROPERTY, Immofinanz, and GuocoLand. Hang Lung Group Limited, an investment holding company, operates as a property developer in Hong Kong and Mainland China More
Hang Lung 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 Hang Lung'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 Hang Lung Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.71 | |||
| Information Ratio | 0.075 | |||
| Maximum Drawdown | 116.74 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 3.76 |
Hang Lung Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hang Lung's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hang Lung's standard deviation. In reality, there are many statistical measures that can use Hang Lung historical prices to predict the future Hang Lung's volatility.| Risk Adjusted Performance | 0.0882 | |||
| Jensen Alpha | 0.9802 | |||
| Total Risk Alpha | (0.85) | |||
| Sortino Ratio | 0.1053 | |||
| Treynor Ratio | 0.5914 |
Hang Lung Group Backtested Returns
Hang Lung is out of control given 3 months investment horizon. Hang Lung Group holds Efficiency (Sharpe) Ratio of 0.0856, which attests that the entity had a 0.0856 % return per unit of risk over the last 3 months. We were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.31% are justified by taking the suggested risk. Use Hang Lung Group Downside Deviation of 10.71, risk adjusted performance of 0.0882, and Market Risk Adjusted Performance of 0.6014 to evaluate company specific risk that cannot be diversified away. Hang Lung holds a performance score of 6 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 2.13, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hang Lung will likely underperform. Use Hang Lung Group jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to analyze future returns on Hang Lung Group.
Auto-correlation | 0.44 |
Average predictability
Hang Lung Group has average predictability. Overlapping area represents the amount of predictability between Hang Lung time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Hang Lung Group price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Hang Lung price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Hang Lung Group lagged returns against current returns
Autocorrelation, which is Hang Lung 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 Hang Lung's stock expected returns. We can calculate the autocorrelation of Hang Lung returns to help us make a trade decision. For example, suppose you find that Hang Lung 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 |
Hang Lung 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 Hang Lung stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hang Lung stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hang Lung stock over time.
Current vs Lagged Prices |
| Timeline |
Hang Lung Lagged Returns
When evaluating Hang Lung's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hang Lung stock have on its future price. Hang Lung 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, Hang Lung autocorrelation shows the relationship between Hang Lung stock current value and its past values and can show if there is a momentum factor associated with investing in Hang Lung Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Hang Stock
Hang Lung financial ratios help investors to determine whether Hang 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 Hang with respect to the benefits of owning Hang Lung security.