Hudson Investment (Australia) Market Value
| HGL Stock | 0.18 0.00 0.00% |
| Symbol | Hudson |
Hudson Investment '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 Hudson Investment'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 Hudson Investment.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in Hudson Investment on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Hudson Investment Group or generate 0.0% return on investment in Hudson Investment over 360 days. Hudson Investment is related to or competes with Scentre, Charter Hall, GDI Property, and Australian Unity. Hudson Investment is entity of Australia More
Hudson Investment 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 Hudson Investment'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 Hudson Investment Group upside and downside potential and time the market with a certain degree of confidence.
Hudson Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hudson Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hudson Investment's standard deviation. In reality, there are many statistical measures that can use Hudson Investment historical prices to predict the future Hudson Investment's volatility.Hudson Investment Backtested Returns
We have found three technical indicators for Hudson Investment, which you can use to evaluate the volatility of the firm. The company retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and Hudson Investment are completely uncorrelated.
Auto-correlation | 0.00 |
No correlation between past and present
Hudson Investment Group has no correlation between past and present. Overlapping area represents the amount of predictability between Hudson Investment time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 Hudson Investment price movement. The serial correlation of 0.0 indicates that just 0.0% of current Hudson Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Hudson Investment lagged returns against current returns
Autocorrelation, which is Hudson Investment 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 Hudson Investment's stock expected returns. We can calculate the autocorrelation of Hudson Investment returns to help us make a trade decision. For example, suppose you find that Hudson Investment 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 |
Hudson Investment 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 Hudson Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hudson Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hudson Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Hudson Investment Lagged Returns
When evaluating Hudson Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hudson Investment stock have on its future price. Hudson Investment 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, Hudson Investment autocorrelation shows the relationship between Hudson Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Hudson Investment Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Hudson Stock Analysis
When running Hudson Investment's price analysis, check to measure Hudson Investment'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 Hudson Investment is operating at the current time. Most of Hudson Investment's value examination focuses on studying past and present price action to predict the probability of Hudson Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hudson Investment's price. Additionally, you may evaluate how the addition of Hudson Investment to your portfolios can decrease your overall portfolio volatility.