Hampton Financial Corp Stock Market Value
| HFC Stock | CAD 0.46 0.05 12.20% |
| Symbol | Hampton |
Hampton Financial '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 Hampton Financial'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 Hampton Financial.
| 12/29/2022 |
| 12/18/2024 |
If you would invest 0.00 in Hampton Financial on December 29, 2022 and sell it all today you would earn a total of 0.00 from holding Hampton Financial Corp or generate 0.0% return on investment in Hampton Financial over 720 days. Hampton Financial is related to or competes with Slate Grocery, Morguard Real, IShares Canadian, Altagas Cum, RBC Discount, and IShares SPTSX. Hampton Financial Corporation, through its subsidiary, Hampton Securities Limited, provides investment advisory and brok... More
Hampton Financial 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 Hampton Financial'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 Hampton Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 9.09 |
Hampton Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hampton Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hampton Financial's standard deviation. In reality, there are many statistical measures that can use Hampton Financial historical prices to predict the future Hampton Financial's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 0.4021 |
Hampton Financial Corp Backtested Returns
At this stage we consider Hampton Stock to be extremely dangerous. Hampton Financial Corp holds Efficiency (Sharpe) Ratio of 0.0455, which attests that the entity had a 0.0455% return per unit of risk over the last 3 months. We have found nineteen technical indicators for Hampton Financial Corp, which you can use to evaluate the volatility of the firm. Please check out Hampton Financial's Standard Deviation of 2.17, market risk adjusted performance of 0.4121, and Risk Adjusted Performance of (0.01) to validate if the risk estimate we provide is consistent with the expected return of 0.089%. Hampton Financial has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hampton Financial are expected to decrease at a much lower rate. During the bear market, Hampton Financial is likely to outperform the market. Hampton Financial Corp right now retains a risk of 1.96%. Please check out Hampton Financial total risk alpha, as well as the relationship between the daily balance of power and day typical price , to decide if Hampton Financial will be following its current trending patterns.
Auto-correlation | -0.1 |
Very weak reverse predictability
Hampton Financial Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Hampton Financial time series from 29th of December 2022 to 24th of December 2023 and 24th of December 2023 to 18th 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 Hampton Financial Corp price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Hampton Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Hampton Financial Corp lagged returns against current returns
Autocorrelation, which is Hampton Financial 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 Hampton Financial's stock expected returns. We can calculate the autocorrelation of Hampton Financial returns to help us make a trade decision. For example, suppose you find that Hampton Financial 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 |
Hampton Financial 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 Hampton Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hampton Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hampton Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Hampton Financial Lagged Returns
When evaluating Hampton Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hampton Financial stock have on its future price. Hampton Financial 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, Hampton Financial autocorrelation shows the relationship between Hampton Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Hampton Financial Corp.
Regressed Prices |
| Timeline |
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Additional Tools for Hampton Stock Analysis
When running Hampton Financial's price analysis, check to measure Hampton Financial'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 Hampton Financial is operating at the current time. Most of Hampton Financial's value examination focuses on studying past and present price action to predict the probability of Hampton Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hampton Financial's price. Additionally, you may evaluate how the addition of Hampton Financial to your portfolios can decrease your overall portfolio volatility.