HEXPOL AB (Sweden) Market Value
| HPOL-B Stock | SEK 88.00 1.15 1.32% |
| Symbol | HEXPOL |
HEXPOL AB '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 HEXPOL AB'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 HEXPOL AB.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in HEXPOL AB on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding HEXPOL AB or generate 0.0% return on investment in HEXPOL AB over 90 days. HEXPOL AB is related to or competes with Trelleborg, AAK AB, Hexagon AB, Indutrade, and Husqvarna. HEXPOL AB develops, manufactures, and sells various polymer compounds and engineered products in Sweden and internationa... More
HEXPOL AB 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 HEXPOL AB'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 HEXPOL AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.58 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 10.3 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.45 |
HEXPOL AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HEXPOL AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HEXPOL AB's standard deviation. In reality, there are many statistical measures that can use HEXPOL AB historical prices to predict the future HEXPOL AB's volatility.| Risk Adjusted Performance | 0.0906 | |||
| Jensen Alpha | 0.0193 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.2375 |
HEXPOL AB Backtested Returns
At this point, HEXPOL AB is very steady. HEXPOL AB holds Efficiency (Sharpe) Ratio of 0.0969, which attests that the entity had a 0.0969 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for HEXPOL AB, which you can use to evaluate the volatility of the firm. Please check out HEXPOL AB's market risk adjusted performance of 0.2475, and Risk Adjusted Performance of 0.0906 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. HEXPOL AB has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.61, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HEXPOL AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding HEXPOL AB is expected to be smaller as well. HEXPOL AB currently retains a risk of 1.59%. Please check out HEXPOL AB treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to decide if HEXPOL AB will be following its current trending patterns.
Auto-correlation | 0.57 |
Modest predictability
HEXPOL AB has modest predictability. Overlapping area represents the amount of predictability between HEXPOL AB time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 HEXPOL AB price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current HEXPOL AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 8.69 |
HEXPOL AB lagged returns against current returns
Autocorrelation, which is HEXPOL AB 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 HEXPOL AB's stock expected returns. We can calculate the autocorrelation of HEXPOL AB returns to help us make a trade decision. For example, suppose you find that HEXPOL AB 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 |
HEXPOL AB 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 HEXPOL AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HEXPOL AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HEXPOL AB stock over time.
Current vs Lagged Prices |
| Timeline |
HEXPOL AB Lagged Returns
When evaluating HEXPOL AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HEXPOL AB stock have on its future price. HEXPOL AB 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, HEXPOL AB autocorrelation shows the relationship between HEXPOL AB stock current value and its past values and can show if there is a momentum factor associated with investing in HEXPOL AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in HEXPOL Stock
HEXPOL AB financial ratios help investors to determine whether HEXPOL 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 HEXPOL with respect to the benefits of owning HEXPOL AB security.