HubSpot (Germany) Market Value
| 096 Stock | EUR 673.40 5.00 0.74% |
| Symbol | HubSpot |
HubSpot '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 HubSpot'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 HubSpot.
| 11/28/2023 |
| 12/22/2024 |
If you would invest 0.00 in HubSpot on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding HubSpot or generate 0.0% return on investment in HubSpot over 390 days. HubSpot is related to or competes with Intuit, Palo Alto, Synopsys, Cadence Design, Dassault Systmes, Fortinet, and Autodesk. HubSpot, Inc. provides a cloud-based marketing and sales software platform for businesses in the Americas, Europe, and t... More
HubSpot 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 HubSpot'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 HubSpot upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.2343 | |||
| Maximum Drawdown | 13.83 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 4.32 |
HubSpot Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HubSpot's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HubSpot's standard deviation. In reality, there are many statistical measures that can use HubSpot historical prices to predict the future HubSpot's volatility.| Risk Adjusted Performance | 0.2032 | |||
| Jensen Alpha | 0.5318 | |||
| Total Risk Alpha | 0.4961 | |||
| Sortino Ratio | 0.3266 | |||
| Treynor Ratio | 0.4346 |
HubSpot Backtested Returns
HubSpot appears to be very steady, given 3 months investment horizon. HubSpot holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24% return per unit of risk over the last 3 months. By evaluating HubSpot's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please utilize HubSpot's Downside Deviation of 1.65, market risk adjusted performance of 0.4446, and Risk Adjusted Performance of 0.2032 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HubSpot holds a performance score of 19. The company retains a Market Volatility (i.e., Beta) of 1.29, 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, HubSpot will likely underperform. Please check HubSpot's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether HubSpot's current trending patterns will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
HubSpot has very weak reverse predictability. Overlapping area represents the amount of predictability between HubSpot time series from 28th of November 2023 to 10th of June 2024 and 10th of June 2024 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of HubSpot price movement. The serial correlation of -0.01 indicates that just 1.0% of current HubSpot price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 7196.08 |
HubSpot lagged returns against current returns
Autocorrelation, which is HubSpot 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 HubSpot's stock expected returns. We can calculate the autocorrelation of HubSpot returns to help us make a trade decision. For example, suppose you find that HubSpot 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 |
HubSpot 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 HubSpot stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HubSpot stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HubSpot stock over time.
Current vs Lagged Prices |
| Timeline |
HubSpot Lagged Returns
When evaluating HubSpot's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HubSpot stock have on its future price. HubSpot 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, HubSpot autocorrelation shows the relationship between HubSpot stock current value and its past values and can show if there is a momentum factor associated with investing in HubSpot.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in HubSpot Stock
When determining whether HubSpot is a strong investment it is important to analyze HubSpot's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact HubSpot's future performance. For an informed investment choice regarding HubSpot Stock, refer to the following important reports:Check out HubSpot Correlation, HubSpot Volatility and HubSpot Alpha and Beta module to complement your research on HubSpot. For more detail on how to invest in HubSpot Stock please use our How to Invest in HubSpot guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
HubSpot technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.