House Of (Philippines) Market Value
| HI Stock | 3.50 0.00 0.00% |
| Symbol | House |
House Of '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 House Of'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 House Of.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in House Of on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding House of Investments or generate 0.0% return on investment in House Of over 30 days. House Of is related to or competes with EEI Corp, GT Capital, Allhome Corp, Jollibee Foods, and Monde Nissin. More
House Of 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 House Of'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 House of Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.96 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 28.79 | |||
| Value At Risk | (5.78) | |||
| Potential Upside | 6.76 |
House Of Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for House Of's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as House Of's standard deviation. In reality, there are many statistical measures that can use House Of historical prices to predict the future House Of's volatility.| Risk Adjusted Performance | 0.0272 | |||
| Jensen Alpha | 0.0841 | |||
| Total Risk Alpha | (0.58) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.6504 |
House of Investments Backtested Returns
At this point, House Of is somewhat reliable. House of Investments holds Efficiency (Sharpe) Ratio of 0.0466, which attests that the entity had a 0.0466% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for House of Investments, which you can use to evaluate the volatility of the firm. Please check out House Of's Downside Deviation of 4.96, market risk adjusted performance of 0.6604, and Risk Adjusted Performance of 0.0272 to validate if the risk estimate we provide is consistent with the expected return of 0.0593%. House Of has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, House Of's returns are expected to increase less than the market. However, during the bear market, the loss of holding House Of is expected to be smaller as well. House of Investments right now retains a risk of 1.27%. Please check out House Of total risk alpha, potential upside, as well as the relationship between the Potential Upside and kurtosis , to decide if House Of will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
House of Investments has no correlation between past and present. Overlapping area represents the amount of predictability between House Of time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 House of Investments price movement. The serial correlation of 0.0 indicates that just 0.0% of current House Of price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
House of Investments lagged returns against current returns
Autocorrelation, which is House Of 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 House Of's stock expected returns. We can calculate the autocorrelation of House Of returns to help us make a trade decision. For example, suppose you find that House Of 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 |
House Of 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 House Of stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if House Of stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in House Of stock over time.
Current vs Lagged Prices |
| Timeline |
House Of Lagged Returns
When evaluating House Of's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of House Of stock have on its future price. House Of 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, House Of autocorrelation shows the relationship between House Of stock current value and its past values and can show if there is a momentum factor associated with investing in House of Investments.
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 House Stock
House Of financial ratios help investors to determine whether House 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 House with respect to the benefits of owning House Of security.