Haffner Energy (France) Market Value
| ALHAF Stock | 0.87 0.01 1.14% |
| Symbol | Haffner |
Haffner Energy '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 Haffner Energy'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 Haffner Energy.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in Haffner Energy on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Haffner Energy SA or generate 0.0% return on investment in Haffner Energy over 90 days.
Haffner Energy 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 Haffner Energy'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 Haffner Energy SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.79 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 44.07 | |||
| Value At Risk | (9.43) | |||
| Potential Upside | 11.97 |
Haffner Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Haffner Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Haffner Energy's standard deviation. In reality, there are many statistical measures that can use Haffner Energy historical prices to predict the future Haffner Energy's volatility.| Risk Adjusted Performance | 0.0189 | |||
| Jensen Alpha | 0.2973 | |||
| Total Risk Alpha | (1.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.04) |
Haffner Energy SA Backtested Returns
Currently, Haffner Energy SA is abnormally volatile. Haffner Energy SA holds Efficiency (Sharpe) Ratio of 0.0132, which attests that the entity had a 0.0132% return per unit of risk over the last 3 months. We have found thirty technical indicators for Haffner Energy SA, which you can use to evaluate the volatility of the firm. Please check out Haffner Energy's Market Risk Adjusted Performance of (0.03), risk adjusted performance of 0.0189, and Downside Deviation of 5.79 to validate if the risk estimate we provide is consistent with the expected return of 0.0867%. Haffner Energy has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -1.73, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Haffner Energy are expected to decrease by larger amounts. On the other hand, during market turmoil, Haffner Energy is expected to outperform it. Haffner Energy SA right now retains a risk of 6.57%. Please check out Haffner Energy treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Haffner Energy will be following its current trending patterns.
Auto-correlation | -0.01 |
Very weak reverse predictability
Haffner Energy SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Haffner Energy time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd 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 Haffner Energy SA price movement. The serial correlation of -0.01 indicates that just 1.0% of current Haffner Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Haffner Energy SA lagged returns against current returns
Autocorrelation, which is Haffner Energy 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 Haffner Energy's stock expected returns. We can calculate the autocorrelation of Haffner Energy returns to help us make a trade decision. For example, suppose you find that Haffner Energy 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 |
Haffner Energy 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 Haffner Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Haffner Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Haffner Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Haffner Energy Lagged Returns
When evaluating Haffner Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Haffner Energy stock have on its future price. Haffner Energy 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, Haffner Energy autocorrelation shows the relationship between Haffner Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Haffner Energy SA.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Haffner Stock Analysis
When running Haffner Energy's price analysis, check to measure Haffner Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Haffner Energy is operating at the current time. Most of Haffner Energy's value examination focuses on studying past and present price action to predict the probability of Haffner Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Haffner Energy's price. Additionally, you may evaluate how the addition of Haffner Energy to your portfolios can decrease your overall portfolio volatility.