Hammerson PLC (UK) Market Value
| HMSO Stock | 290.40 2.40 0.83% |
| Symbol | Hammerson |
Hammerson PLC '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 Hammerson PLC'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 Hammerson PLC.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Hammerson PLC on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Hammerson PLC or generate 0.0% return on investment in Hammerson PLC over 90 days. Hammerson PLC is related to or competes with Gaztransport, Broadridge Financial, Coeur Mining, Atalaya Mining, Cars, and Bigblu Broadband. More
Hammerson PLC 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 Hammerson PLC'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 Hammerson PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | 0.0863 | |||
| Maximum Drawdown | 9.02 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 2.62 |
Hammerson PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hammerson PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hammerson PLC's standard deviation. In reality, there are many statistical measures that can use Hammerson PLC historical prices to predict the future Hammerson PLC's volatility.| Risk Adjusted Performance | 0.1797 | |||
| Jensen Alpha | 0.2399 | |||
| Total Risk Alpha | 0.0571 | |||
| Sortino Ratio | 0.0957 | |||
| Treynor Ratio | 3.5 |
Hammerson PLC Backtested Returns
Hammerson PLC appears to be very steady, given 3 months investment horizon. Hammerson PLC holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Hammerson PLC, which you can use to evaluate the volatility of the firm. Please utilize Hammerson PLC's Downside Deviation of 1.24, risk adjusted performance of 0.1797, and Market Risk Adjusted Performance of 3.51 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hammerson PLC holds a performance score of 14. The company retains a Market Volatility (i.e., Beta) of 0.0711, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hammerson PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hammerson PLC is expected to be smaller as well. Please check Hammerson PLC's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Hammerson PLC's current trending patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Hammerson PLC has weak reverse predictability. Overlapping area represents the amount of predictability between Hammerson PLC 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 Hammerson PLC price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Hammerson PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 15.11 |
Hammerson PLC lagged returns against current returns
Autocorrelation, which is Hammerson PLC 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 Hammerson PLC's stock expected returns. We can calculate the autocorrelation of Hammerson PLC returns to help us make a trade decision. For example, suppose you find that Hammerson PLC 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 |
Hammerson PLC 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 Hammerson PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hammerson PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hammerson PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Hammerson PLC Lagged Returns
When evaluating Hammerson PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hammerson PLC stock have on its future price. Hammerson PLC 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, Hammerson PLC autocorrelation shows the relationship between Hammerson PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Hammerson PLC.
Regressed Prices |
| Timeline |
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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.Additional Tools for Hammerson Stock Analysis
When running Hammerson PLC's price analysis, check to measure Hammerson PLC'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 Hammerson PLC is operating at the current time. Most of Hammerson PLC's value examination focuses on studying past and present price action to predict the probability of Hammerson PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hammerson PLC's price. Additionally, you may evaluate how the addition of Hammerson PLC to your portfolios can decrease your overall portfolio volatility.