Hannover Rck Se Stock Market Value
| HVRRF Stock | USD 312.57 6.45 2.11% |
| Symbol | Hannover |
Hannover Rück '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 Hannover Rück's pink sheet 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 Hannover Rück.
| 12/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Hannover Rück on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Hannover Rck SE or generate 0.0% return on investment in Hannover Rück over 30 days. Hannover Rück is related to or competes with Talanx AG, Talanx AG, Prudential Plc, Fairfax Financial, JAPAN POST, Swedbank, and PT Bank. Hannover Rck SE, together with its subsidiaries, provides reinsurance products and services worldwide More
Hannover Rück 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 Hannover Rück's pink sheet 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 Hannover Rck SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | 0.0627 | |||
| Maximum Drawdown | 11.38 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 2.46 |
Hannover Rück Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hannover Rück's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hannover Rück's standard deviation. In reality, there are many statistical measures that can use Hannover Rück historical prices to predict the future Hannover Rück's volatility.| Risk Adjusted Performance | 0.083 | |||
| Jensen Alpha | 0.138 | |||
| Total Risk Alpha | 0.0334 | |||
| Sortino Ratio | 0.0417 | |||
| Treynor Ratio | 1.48 |
Hannover Rck SE Backtested Returns
At this point, Hannover Rück is very steady. Hannover Rck SE holds Efficiency (Sharpe) Ratio of 0.0423, which attests that the entity had a 0.0423 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Hannover Rck SE, which you can use to evaluate the volatility of the firm. Please check out Hannover Rück's Market Risk Adjusted Performance of 1.49, downside deviation of 2.1, and Risk Adjusted Performance of 0.083 to validate if the risk estimate we provide is consistent with the expected return of 0.0467%. Hannover Rück has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0969, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hannover Rück's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hannover Rück is expected to be smaller as well. Hannover Rck SE right now retains a risk of 1.1%. Please check out Hannover Rück treynor ratio, as well as the relationship between the semi variance and rate of daily change , to decide if Hannover Rück will be following its current trending patterns.
Auto-correlation | 0.76 |
Good predictability
Hannover Rck SE has good predictability. Overlapping area represents the amount of predictability between Hannover Rück time series from 4th of December 2025 to 19th of December 2025 and 19th of December 2025 to 3rd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hannover Rck SE price movement. The serial correlation of 0.76 indicates that around 76.0% of current Hannover Rück price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 6.66 |
Hannover Rck SE lagged returns against current returns
Autocorrelation, which is Hannover Rück pink sheet'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 Hannover Rück's pink sheet expected returns. We can calculate the autocorrelation of Hannover Rück returns to help us make a trade decision. For example, suppose you find that Hannover Rück has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Hannover Rück 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 Hannover Rück pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hannover Rück pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hannover Rück pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hannover Rück Lagged Returns
When evaluating Hannover Rück's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hannover Rück pink sheet have on its future price. Hannover Rück 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, Hannover Rück autocorrelation shows the relationship between Hannover Rück pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hannover Rck SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Hannover Pink Sheet
Hannover Rück financial ratios help investors to determine whether Hannover Pink Sheet 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 Hannover with respect to the benefits of owning Hannover Rück security.