HAL Trust (Netherlands) Market Value
| HAL Stock | EUR 118.40 0.80 0.68% |
| Symbol | HAL |
HAL Trust '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 HAL Trust'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 HAL Trust.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in HAL Trust on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding HAL Trust or generate 0.0% return on investment in HAL Trust over 30 days. HAL Trust is related to or competes with Ackermans Van, Koninklijke Vopak, Groep Brussel, Sofina Socit, and TKH Group. HAL Trust, through its subsidiaries, primarily owns and operates optical retail chains in Europe, North America, Asia, a... More
HAL Trust 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 HAL Trust'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 HAL Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 2.46 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 1.04 |
HAL Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HAL Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HAL Trust's standard deviation. In reality, there are many statistical measures that can use HAL Trust historical prices to predict the future HAL Trust's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | 0.2111 |
HAL Trust Backtested Returns
Currently, HAL Trust is very steady. HAL Trust holds Efficiency (Sharpe) Ratio of 0.0365, which attests that the company had a 0.0365% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for HAL Trust, which you can use to evaluate the volatility of the entity. Please check out HAL Trust's coefficient of variation of (183,914), and Standard Deviation of 0.6702 to validate if the risk estimate we provide is consistent with the expected return of 0.0245%. HAL Trust has a performance score of 2 on a scale of 0 to 100. The firm retains a Market Volatility (i.e., Beta) of -0.0491, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning HAL Trust are expected to decrease at a much lower rate. During the bear market, HAL Trust is likely to outperform the market. HAL Trust at this time retains a risk of 0.67%. Please check out HAL Trust maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if HAL Trust will be following its current trending patterns.
Auto-correlation | -0.94 |
Near perfect reversele predictability
HAL Trust has near perfect reversele predictability. Overlapping area represents the amount of predictability between HAL Trust time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th 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 HAL Trust price movement. The serial correlation of -0.94 indicates that approximately 94.0% of current HAL Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.94 | |
| Spearman Rank Test | -0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 2.4 |
HAL Trust lagged returns against current returns
Autocorrelation, which is HAL Trust 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 HAL Trust's stock expected returns. We can calculate the autocorrelation of HAL Trust returns to help us make a trade decision. For example, suppose you find that HAL Trust 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 |
HAL Trust 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 HAL Trust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HAL Trust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HAL Trust stock over time.
Current vs Lagged Prices |
| Timeline |
HAL Trust Lagged Returns
When evaluating HAL Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HAL Trust stock have on its future price. HAL Trust 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, HAL Trust autocorrelation shows the relationship between HAL Trust stock current value and its past values and can show if there is a momentum factor associated with investing in HAL Trust.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for HAL Stock Analysis
When running HAL Trust's price analysis, check to measure HAL Trust'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 HAL Trust is operating at the current time. Most of HAL Trust's value examination focuses on studying past and present price action to predict the probability of HAL Trust's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HAL Trust's price. Additionally, you may evaluate how the addition of HAL Trust to your portfolios can decrease your overall portfolio volatility.