HAYDALE GRAPHINDUSLS-02's market value is the price at which a share of HAYDALE GRAPHINDUSLS-02 trades on a public exchange. It measures the collective expectations of HAYDALE GRAPHINDUSLS 02 investors about its performance. HAYDALE GRAPHINDUSLS-02 is trading at 4.0E-4 as of the 9th of January 2025. This is a 100.00% up since the beginning of the trading day. The stock's lowest day price was 2.0E-4. With this module, you can estimate the performance of a buy and hold strategy of HAYDALE GRAPHINDUSLS 02 and determine expected loss or profit from investing in HAYDALE GRAPHINDUSLS-02 over a given investment horizon. Check out HAYDALE GRAPHINDUSLS-02 Correlation, HAYDALE GRAPHINDUSLS-02 Volatility and HAYDALE GRAPHINDUSLS-02 Alpha and Beta module to complement your research on HAYDALE GRAPHINDUSLS-02.
Please note, there is a significant difference between HAYDALE GRAPHINDUSLS-02's value and its price as these two are different measures arrived at by different means. Investors typically determine if HAYDALE GRAPHINDUSLS-02 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, HAYDALE GRAPHINDUSLS-02's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
HAYDALE GRAPHINDUSLS-02 '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 HAYDALE GRAPHINDUSLS-02'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 HAYDALE GRAPHINDUSLS-02.
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01/20/2023
No Change 0.00
0.0
In 1 year 11 months and 21 days
01/09/2025
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If you would invest 0.00 in HAYDALE GRAPHINDUSLS-02 on January 20, 2023 and sell it all today you would earn a total of 0.00 from holding HAYDALE GRAPHINDUSLS 02 or generate 0.0% return on investment in HAYDALE GRAPHINDUSLS-02 over 720 days. HAYDALE GRAPHINDUSLS-02 is related to or competes with SPECTRAL MEDICAL, SCANDMEDICAL SOLDK-040, BOS BETTER, Genertec Universal, GungHo Online, Eidesvik Offshore, and CompuGroup Medical. Haydale Graphene Industries PLC, through its subsidiaries, sources, handles, functionalizes, and processes nanomaterials... More
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure HAYDALE GRAPHINDUSLS-02'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 HAYDALE GRAPHINDUSLS 02 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for HAYDALE GRAPHINDUSLS-02's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HAYDALE GRAPHINDUSLS-02's standard deviation. In reality, there are many statistical measures that can use HAYDALE GRAPHINDUSLS-02 historical prices to predict the future HAYDALE GRAPHINDUSLS-02's volatility.
HAYDALE GRAPHINDUSLS-02 is out of control given 3 months investment horizon. HAYDALE GRAPHINDUSLS-02 holds Efficiency (Sharpe) Ratio of 0.25, which attests that the company had a 0.25% return per unit of standard deviation over the last 3 months. We were able to interpolate twenty-nine different technical indicators, which can help you to evaluate if expected returns of 56.33% are justified by taking the suggested risk. Use HAYDALE GRAPHINDUSLS 02 semi deviation of 37.12, and Mean Deviation of 171.48 to evaluate company specific risk that cannot be diversified away. HAYDALE GRAPHINDUSLS-02 holds a performance score of 19 on a scale of zero to a hundred. The firm retains a Market Volatility (i.e., Beta) of -75.44, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning HAYDALE GRAPHINDUSLS-02 are expected to decrease by larger amounts. On the other hand, during market turmoil, HAYDALE GRAPHINDUSLS-02 is expected to outperform it. Use HAYDALE GRAPHINDUSLS 02 total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to analyze future returns on HAYDALE GRAPHINDUSLS 02.
Auto-correlation
0.48
Average predictability
HAYDALE GRAPHINDUSLS 02 has average predictability. Overlapping area represents the amount of predictability between HAYDALE GRAPHINDUSLS-02 time series from 20th of January 2023 to 15th of January 2024 and 15th of January 2024 to 9th of January 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 HAYDALE GRAPHINDUSLS-02 price movement. The serial correlation of 0.48 indicates that about 48.0% of current HAYDALE GRAPHINDUSLS-02 price fluctuation can be explain by its past prices.
Correlation Coefficient
0.48
Spearman Rank Test
0.53
Residual Average
0.0
Price Variance
0.0
HAYDALE GRAPHINDUSLS-02 lagged returns against current returns
Autocorrelation, which is HAYDALE GRAPHINDUSLS-02 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 HAYDALE GRAPHINDUSLS-02's stock expected returns. We can calculate the autocorrelation of HAYDALE GRAPHINDUSLS-02 returns to help us make a trade decision. For example, suppose you find that HAYDALE GRAPHINDUSLS-02 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
HAYDALE GRAPHINDUSLS-02 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 HAYDALE GRAPHINDUSLS-02 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HAYDALE GRAPHINDUSLS-02 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HAYDALE GRAPHINDUSLS-02 stock over time.
Current vs Lagged Prices
Timeline
HAYDALE GRAPHINDUSLS-02 Lagged Returns
When evaluating HAYDALE GRAPHINDUSLS-02's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HAYDALE GRAPHINDUSLS-02 stock have on its future price. HAYDALE GRAPHINDUSLS-02 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, HAYDALE GRAPHINDUSLS-02 autocorrelation shows the relationship between HAYDALE GRAPHINDUSLS-02 stock current value and its past values and can show if there is a momentum factor associated with investing in HAYDALE GRAPHINDUSLS 02.
HAYDALE GRAPHINDUSLS-02 financial ratios help investors to determine whether HAYDALE 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 HAYDALE with respect to the benefits of owning HAYDALE GRAPHINDUSLS-02 security.