HYDROFARM HLD (Germany) Market Value
| 5TUA Stock | EUR 5.30 4.77 900.00% |
| Symbol | HYDROFARM |
HYDROFARM HLD '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 HYDROFARM HLD'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 HYDROFARM HLD.
| 03/01/2023 |
| 02/18/2025 |
If you would invest 0.00 in HYDROFARM HLD on March 1, 2023 and sell it all today you would earn a total of 0.00 from holding HYDROFARM HLD GRP or generate 0.0% return on investment in HYDROFARM HLD over 720 days. HYDROFARM HLD is related to or competes with Diamyd Medical, Genertec Universal, Medical Properties, CompuGroup Medical, Advanced Medical, British American, and Merit Medical. Hydrofarm Holdings Group, Inc., together with its subsidiaries, engages in the manufacture and distribution of controlle... More
HYDROFARM HLD 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 HYDROFARM HLD'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 HYDROFARM HLD GRP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.82 | |||
| Information Ratio | 0.1244 | |||
| Maximum Drawdown | 35.48 | |||
| Value At Risk | (10.29) | |||
| Potential Upside | 15.0 |
HYDROFARM HLD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HYDROFARM HLD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HYDROFARM HLD's standard deviation. In reality, there are many statistical measures that can use HYDROFARM HLD historical prices to predict the future HYDROFARM HLD's volatility.| Risk Adjusted Performance | 0.0981 | |||
| Jensen Alpha | 13.81 | |||
| Total Risk Alpha | 13.62 | |||
| Sortino Ratio | 2.37 | |||
| Treynor Ratio | (1.44) |
HYDROFARM HLD GRP Backtested Returns
HYDROFARM HLD is out of control given 3 months investment horizon. HYDROFARM HLD GRP holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of return volatility over the last 3 months. We are able to break down and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 15.8% are justified by taking the suggested risk. Use HYDROFARM HLD GRP Market Risk Adjusted Performance of (1.43), risk adjusted performance of 0.0981, and Semi Deviation of 3.23 to evaluate company specific risk that cannot be diversified away. HYDROFARM HLD holds a performance score of 10 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -9.55, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning HYDROFARM HLD are expected to decrease by larger amounts. On the other hand, during market turmoil, HYDROFARM HLD is expected to outperform it. Use HYDROFARM HLD GRP market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to analyze future returns on HYDROFARM HLD GRP.
Auto-correlation | 0.08 |
Virtually no predictability
HYDROFARM HLD GRP has virtually no predictability. Overlapping area represents the amount of predictability between HYDROFARM HLD time series from 1st of March 2023 to 24th of February 2024 and 24th of February 2024 to 18th of February 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 HYDROFARM HLD GRP price movement. The serial correlation of 0.08 indicates that barely 8.0% of current HYDROFARM HLD price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
HYDROFARM HLD GRP lagged returns against current returns
Autocorrelation, which is HYDROFARM HLD 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 HYDROFARM HLD's stock expected returns. We can calculate the autocorrelation of HYDROFARM HLD returns to help us make a trade decision. For example, suppose you find that HYDROFARM HLD 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 |
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HYDROFARM HLD 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 HYDROFARM HLD stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HYDROFARM HLD stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HYDROFARM HLD stock over time.
Current vs Lagged Prices |
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HYDROFARM HLD Lagged Returns
When evaluating HYDROFARM HLD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HYDROFARM HLD stock have on its future price. HYDROFARM HLD 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, HYDROFARM HLD autocorrelation shows the relationship between HYDROFARM HLD stock current value and its past values and can show if there is a momentum factor associated with investing in HYDROFARM HLD GRP.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in HYDROFARM Stock
HYDROFARM HLD financial ratios help investors to determine whether HYDROFARM 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 HYDROFARM with respect to the benefits of owning HYDROFARM HLD security.