Hosken Consolidated (South Africa) Market Value

HCI Stock   12,925  372.00  2.80%   
Hosken Consolidated's market value is the price at which a share of Hosken Consolidated trades on a public exchange. It measures the collective expectations of Hosken Consolidated Investments investors about its performance. Hosken Consolidated is trading at 12925.00 as of the 19th of March 2025, a 2.8 percent decrease since the beginning of the trading day. The stock's lowest day price was 12915.0.
With this module, you can estimate the performance of a buy and hold strategy of Hosken Consolidated Investments and determine expected loss or profit from investing in Hosken Consolidated over a given investment horizon. Check out Hosken Consolidated Correlation, Hosken Consolidated Volatility and Hosken Consolidated Alpha and Beta module to complement your research on Hosken Consolidated.
Symbol

Please note, there is a significant difference between Hosken Consolidated's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hosken Consolidated is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hosken Consolidated'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.

Hosken Consolidated '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 Hosken Consolidated'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 Hosken Consolidated.
0.00
12/19/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/19/2025
0.00
If you would invest  0.00  in Hosken Consolidated on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Hosken Consolidated Investments or generate 0.0% return on investment in Hosken Consolidated over 90 days. Hosken Consolidated is related to or competes with Afine Investments, Safari Investments, Zeder Investments, and Trematon Capital. More

Hosken Consolidated 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 Hosken Consolidated'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 Hosken Consolidated Investments upside and downside potential and time the market with a certain degree of confidence.

Hosken Consolidated Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Hosken Consolidated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hosken Consolidated's standard deviation. In reality, there are many statistical measures that can use Hosken Consolidated historical prices to predict the future Hosken Consolidated's volatility.
Hype
Prediction
LowEstimatedHigh
12,92412,92512,926
Details
Intrinsic
Valuation
LowRealHigh
11,37311,37414,218
Details
Naive
Forecast
LowNextHigh
12,96012,96112,962
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
12,75014,08815,427
Details

Hosken Consolidated Backtested Returns

Hosken Consolidated holds Efficiency (Sharpe) Ratio of -0.28, which attests that the entity had a -0.28 % return per unit of risk over the last 3 months. Hosken Consolidated exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hosken Consolidated's Market Risk Adjusted Performance of (1.19), risk adjusted performance of (0.24), and Standard Deviation of 1.32 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hosken Consolidated's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hosken Consolidated is expected to be smaller as well. At this point, Hosken Consolidated has a negative expected return of -0.37%. Please make sure to check out Hosken Consolidated's value at risk, accumulation distribution, day typical price, as well as the relationship between the skewness and rate of daily change , to decide if Hosken Consolidated performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.78  

Good predictability

Hosken Consolidated Investments has good predictability. Overlapping area represents the amount of predictability between Hosken Consolidated time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th of March 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 Hosken Consolidated price movement. The serial correlation of 0.78 indicates that around 78.0% of current Hosken Consolidated price fluctuation can be explain by its past prices.
Correlation Coefficient0.78
Spearman Rank Test0.77
Residual Average0.0
Price Variance410.5 K
Hosken ReturnsHosken Lagged ReturnsDiversified AwayHosken ReturnsHosken Lagged ReturnsDiversified Away100%

Hosken Consolidated lagged returns against current returns

Autocorrelation, which is Hosken Consolidated 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 Hosken Consolidated's stock expected returns. We can calculate the autocorrelation of Hosken Consolidated returns to help us make a trade decision. For example, suppose you find that Hosken Consolidated 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   
JavaScript chart by amCharts 3.21.15FebFeb 08Feb 13Feb 18Feb 23Feb 28MarMar 10Mar 150%1K%2K%3K%4K%5K%6K% 101001K
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
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Hosken Consolidated 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 Hosken Consolidated stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hosken Consolidated stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hosken Consolidated stock over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15FebFeb 08Feb 13Feb 18Feb 23Feb 28MarMar 10Mar 15100200300400500600700800900
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
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Hosken Consolidated Lagged Returns

When evaluating Hosken Consolidated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hosken Consolidated stock have on its future price. Hosken Consolidated 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, Hosken Consolidated autocorrelation shows the relationship between Hosken Consolidated stock current value and its past values and can show if there is a momentum factor associated with investing in Hosken Consolidated Investments.
   Regressed Prices   
JavaScript chart by amCharts 3.21.152025FebMar100200300400500600700800900
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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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.

Other Information on Investing in Hosken Stock

Hosken Consolidated financial ratios help investors to determine whether Hosken 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 Hosken with respect to the benefits of owning Hosken Consolidated security.
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