Herald Investment (UK) Market Value
| HRI Stock | 2,365 10.00 0.42% |
| Symbol | Herald |
Herald Investment '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 Herald Investment'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 Herald Investment.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Herald Investment on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Herald Investment Trust or generate 0.0% return on investment in Herald Investment over 90 days. Herald Investment is related to or competes with Kaufman Et, EVS Broadcast, Thor Mining, Gear4music Plc, Rheinmetall, Roadside Real, and Capital Metals. More
Herald Investment 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 Herald Investment'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 Herald Investment Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7357 | |||
| Information Ratio | 0.2719 | |||
| Maximum Drawdown | 5.28 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 1.9 |
Herald Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Herald Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Herald Investment's standard deviation. In reality, there are many statistical measures that can use Herald Investment historical prices to predict the future Herald Investment's volatility.| Risk Adjusted Performance | 0.4004 | |||
| Jensen Alpha | 0.3925 | |||
| Total Risk Alpha | 0.2488 | |||
| Sortino Ratio | 0.3309 | |||
| Treynor Ratio | (2.68) |
Herald Investment Trust Backtested Returns
Herald Investment appears to be very steady, given 3 months investment horizon. Herald Investment Trust holds Efficiency (Sharpe) Ratio of 0.43, which attests that the entity had a 0.43 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Herald Investment Trust, which you can use to evaluate the volatility of the firm. Please utilize Herald Investment's Coefficient Of Variation of 233.02, market risk adjusted performance of (2.67), and Risk Adjusted Performance of 0.4004 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Herald Investment holds a performance score of 33. The company retains a Market Volatility (i.e., Beta) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Herald Investment are expected to decrease at a much lower rate. During the bear market, Herald Investment is likely to outperform the market. Please check Herald Investment's treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to make a quick decision on whether Herald Investment's current trending patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
Herald Investment Trust has very good predictability. Overlapping area represents the amount of predictability between Herald Investment 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 Herald Investment Trust price movement. The serial correlation of 0.81 indicates that around 81.0% of current Herald Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 2438.24 |
Herald Investment Trust lagged returns against current returns
Autocorrelation, which is Herald Investment 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 Herald Investment's stock expected returns. We can calculate the autocorrelation of Herald Investment returns to help us make a trade decision. For example, suppose you find that Herald Investment 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 |
Herald Investment 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 Herald Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Herald Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Herald Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Herald Investment Lagged Returns
When evaluating Herald Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Herald Investment stock have on its future price. Herald Investment 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, Herald Investment autocorrelation shows the relationship between Herald Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Herald Investment Trust.
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 Herald Stock
Herald Investment financial ratios help investors to determine whether Herald 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 Herald with respect to the benefits of owning Herald Investment security.