Hamilton Global (France) Market Value
| ALHGO Stock | EUR 43.20 0.00 0.00% |
| Symbol | Hamilton |
Hamilton Global '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 Hamilton Global'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 Hamilton Global.
| 01/12/2022 |
| 12/27/2024 |
If you would invest 0.00 in Hamilton Global on January 12, 2022 and sell it all today you would earn a total of 0.00 from holding Hamilton Global Opportunities or generate 0.0% return on investment in Hamilton Global over 1080 days. Hamilton Global is related to or competes with Affluent Medical, and Winfarm. Hamilton Global Opportunities PLC provides strategic advisory, capital raising, and club deals for direct investments in... More
Hamilton Global 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 Hamilton Global'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 Hamilton Global Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 1.41 |
Hamilton Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hamilton Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hamilton Global's standard deviation. In reality, there are many statistical measures that can use Hamilton Global historical prices to predict the future Hamilton Global's volatility.| Risk Adjusted Performance | 0.0621 | |||
| Jensen Alpha | 0.0108 | |||
| Total Risk Alpha | 0.0065 | |||
| Treynor Ratio | 0.4395 |
Hamilton Global Oppo Backtested Returns
Currently, Hamilton Global Opportunities is very steady. Hamilton Global Oppo holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Hamilton Global Oppo, which you can use to evaluate the volatility of the firm. Please check out Hamilton Global's Standard Deviation of 0.1734, market risk adjusted performance of 0.4495, and Risk Adjusted Performance of 0.0621 to validate if the risk estimate we provide is consistent with the expected return of 0.0224%. Hamilton Global has a performance score of 9 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0258, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hamilton Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hamilton Global is expected to be smaller as well. Hamilton Global Oppo right now retains a risk of 0.18%. Please check out Hamilton Global standard deviation and skewness , to decide if Hamilton Global will be following its current trending patterns.
Auto-correlation | -0.21 |
Weak reverse predictability
Hamilton Global Opportunities has weak reverse predictability. Overlapping area represents the amount of predictability between Hamilton Global time series from 12th of January 2022 to 6th of July 2023 and 6th of July 2023 to 27th 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 Hamilton Global Oppo price movement. The serial correlation of -0.21 indicates that over 21.0% of current Hamilton Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 5.8 |
Hamilton Global Oppo lagged returns against current returns
Autocorrelation, which is Hamilton Global 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 Hamilton Global's stock expected returns. We can calculate the autocorrelation of Hamilton Global returns to help us make a trade decision. For example, suppose you find that Hamilton Global 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 |
Hamilton Global 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 Hamilton Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hamilton Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hamilton Global stock over time.
Current vs Lagged Prices |
| Timeline |
Hamilton Global Lagged Returns
When evaluating Hamilton Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hamilton Global stock have on its future price. Hamilton Global 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, Hamilton Global autocorrelation shows the relationship between Hamilton Global stock current value and its past values and can show if there is a momentum factor associated with investing in Hamilton Global Opportunities.
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 Hamilton Stock Analysis
When running Hamilton Global's price analysis, check to measure Hamilton Global'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 Hamilton Global is operating at the current time. Most of Hamilton Global's value examination focuses on studying past and present price action to predict the probability of Hamilton Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hamilton Global's price. Additionally, you may evaluate how the addition of Hamilton Global to your portfolios can decrease your overall portfolio volatility.