Hilton Food (UK) Market Value
| HFG Stock | 839.00 5.00 0.60% |
| Symbol | Hilton |
Hilton Food '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 Hilton Food'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 Hilton Food.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Hilton Food on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Hilton Food Group or generate 0.0% return on investment in Hilton Food over 90 days. Hilton Food is related to or competes with Compal Electronics, Advanced Medical, Pan American, Caledonia Mining, Santacruz Silver, Hochschild Mining, and Coeur Mining. Hilton Food is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Hilton Food 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 Hilton Food'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 Hilton Food Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 7.14 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 1.58 |
Hilton Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hilton Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hilton Food's standard deviation. In reality, there are many statistical measures that can use Hilton Food historical prices to predict the future Hilton Food's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | 0.0401 | |||
| Treynor Ratio | 0.9344 |
Hilton Food Group Backtested Returns
Hilton Food Group holds Efficiency (Sharpe) Ratio of -0.0818, which attests that the entity had a -0.0818 % return per unit of risk over the last 3 months. Hilton Food Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hilton Food's Risk Adjusted Performance of (0.07), standard deviation of 1.26, and Market Risk Adjusted Performance of 0.9444 to validate the risk estimate we provide. 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 Hilton Food are expected to decrease at a much lower rate. During the bear market, Hilton Food is likely to outperform the market. At this point, Hilton Food Group has a negative expected return of -0.1%. Please make sure to check out Hilton Food's treynor ratio, skewness, rate of daily change, as well as the relationship between the value at risk and accumulation distribution , to decide if Hilton Food Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.49 |
Average predictability
Hilton Food Group has average predictability. Overlapping area represents the amount of predictability between Hilton Food time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Hilton Food Group price movement. The serial correlation of 0.49 indicates that about 49.0% of current Hilton Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 506.45 |
Hilton Food Group lagged returns against current returns
Autocorrelation, which is Hilton Food 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 Hilton Food's stock expected returns. We can calculate the autocorrelation of Hilton Food returns to help us make a trade decision. For example, suppose you find that Hilton Food 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 |
Hilton Food 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 Hilton Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hilton Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hilton Food stock over time.
Current vs Lagged Prices |
| Timeline |
Hilton Food Lagged Returns
When evaluating Hilton Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hilton Food stock have on its future price. Hilton Food 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, Hilton Food autocorrelation shows the relationship between Hilton Food stock current value and its past values and can show if there is a momentum factor associated with investing in Hilton Food Group.
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.Other Information on Investing in Hilton Stock
Hilton Food financial ratios help investors to determine whether Hilton 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 Hilton with respect to the benefits of owning Hilton Food security.