Hercules Capital (Germany) Market Value
| 19H Stock | EUR 18.07 0.02 0.11% |
| Symbol | Hercules |
Hercules Capital '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 Hercules Capital'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 Hercules Capital.
| 01/01/2023 |
| 12/21/2024 |
If you would invest 0.00 in Hercules Capital on January 1, 2023 and sell it all today you would earn a total of 0.00 from holding Hercules Capital or generate 0.0% return on investment in Hercules Capital over 720 days. Hercules Capital is related to or competes with Far East, Walker Dunlop, Paragon Banking, DIVERSIFIED ROYALTY, Federal Home, and Hoist Finance. The firm specializing in providing venture debt, debt, senior secured loans, and growth capital to privately held ventur... More
Hercules Capital 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 Hercules Capital'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 Hercules Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | 0.0502 | |||
| Maximum Drawdown | 6.29 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.08 |
Hercules Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hercules Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hercules Capital's standard deviation. In reality, there are many statistical measures that can use Hercules Capital historical prices to predict the future Hercules Capital's volatility.| Risk Adjusted Performance | 0.0642 | |||
| Jensen Alpha | 0.0786 | |||
| Total Risk Alpha | 0.0494 | |||
| Sortino Ratio | 0.0529 | |||
| Treynor Ratio | 0.3682 |
Hercules Capital Backtested Returns
At this point, Hercules Capital is very steady. Hercules Capital holds Efficiency (Sharpe) Ratio of 0.061, which attests that the entity had a 0.061% return per unit of risk over the last 3 months. We have found thirty technical indicators for Hercules Capital, which you can use to evaluate the volatility of the firm. Please check out Hercules Capital's Market Risk Adjusted Performance of 0.3782, risk adjusted performance of 0.0642, and Downside Deviation of 1.16 to validate if the risk estimate we provide is consistent with the expected return of 0.0741%. Hercules Capital has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hercules Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hercules Capital is expected to be smaller as well. Hercules Capital right now retains a risk of 1.21%. Please check out Hercules Capital coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Hercules Capital will be following its current trending patterns.
Auto-correlation | 0.58 |
Modest predictability
Hercules Capital has modest predictability. Overlapping area represents the amount of predictability between Hercules Capital time series from 1st of January 2023 to 27th of December 2023 and 27th of December 2023 to 21st 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 Hercules Capital price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Hercules Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 1.93 |
Hercules Capital lagged returns against current returns
Autocorrelation, which is Hercules Capital 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 Hercules Capital's stock expected returns. We can calculate the autocorrelation of Hercules Capital returns to help us make a trade decision. For example, suppose you find that Hercules Capital 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 |
Hercules Capital 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 Hercules Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hercules Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hercules Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Hercules Capital Lagged Returns
When evaluating Hercules Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hercules Capital stock have on its future price. Hercules Capital 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, Hercules Capital autocorrelation shows the relationship between Hercules Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Hercules Capital.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Hercules Stock
When determining whether Hercules Capital offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Hercules Capital's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Hercules Capital Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Hercules Capital Stock:Check out Hercules Capital Correlation, Hercules Capital Volatility and Hercules Capital Alpha and Beta module to complement your research on Hercules Capital. For more detail on how to invest in Hercules Stock please use our How to Invest in Hercules Capital guide.You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Hercules Capital 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.