Heineken Holding Nv Stock Market Value
| HKHHF Stock | USD 73.50 0.48 0.66% |
| Symbol | Heineken |
Heineken Holding '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 Heineken Holding's otc 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 Heineken Holding.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in Heineken Holding on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Heineken Holding NV or generate 0.0% return on investment in Heineken Holding over 30 days. Heineken Holding is related to or competes with Heineken, Anheuser Busch, Tsingtao Brewery, Carlsberg, Heineken Holding, Heineken, and Molson Coors. Heineken Holding N.V., through its subsidiaries, engages in the brewing and selling of beer and cider More
Heineken Holding 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 Heineken Holding's otc 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 Heineken Holding NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | 0.1211 | |||
| Maximum Drawdown | 19.53 | |||
| Value At Risk | (3.40) | |||
| Potential Upside | 3.67 |
Heineken Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Heineken Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Heineken Holding's standard deviation. In reality, there are many statistical measures that can use Heineken Holding historical prices to predict the future Heineken Holding's volatility.| Risk Adjusted Performance | 0.0794 | |||
| Jensen Alpha | 0.3305 | |||
| Total Risk Alpha | 0.5895 | |||
| Sortino Ratio | 0.1606 | |||
| Treynor Ratio | 0.3235 |
Heineken Holding Backtested Returns
Heineken Holding appears to be very steady, given 3 months investment horizon. Heineken Holding holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Heineken Holding, which you can use to evaluate the volatility of the firm. Please utilize Heineken Holding's Risk Adjusted Performance of 0.0794, market risk adjusted performance of 0.3335, and Downside Deviation of 2.17 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Heineken Holding holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of 0.8, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Heineken Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Heineken Holding is expected to be smaller as well. Please check Heineken Holding's information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether Heineken Holding's current trending patterns will revert.
Auto-correlation | 0.74 |
Good predictability
Heineken Holding NV has good predictability. Overlapping area represents the amount of predictability between Heineken Holding time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 Heineken Holding price movement. The serial correlation of 0.74 indicates that around 74.0% of current Heineken Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 2.96 |
Heineken Holding lagged returns against current returns
Autocorrelation, which is Heineken Holding otc 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 Heineken Holding's otc stock expected returns. We can calculate the autocorrelation of Heineken Holding returns to help us make a trade decision. For example, suppose you find that Heineken Holding has exhibited high autocorrelation historically, and you observe that the otc 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 |
Heineken Holding 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 Heineken Holding otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Heineken Holding otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Heineken Holding otc stock over time.
Current vs Lagged Prices |
| Timeline |
Heineken Holding Lagged Returns
When evaluating Heineken Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Heineken Holding otc stock have on its future price. Heineken Holding 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, Heineken Holding autocorrelation shows the relationship between Heineken Holding otc stock current value and its past values and can show if there is a momentum factor associated with investing in Heineken Holding NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Heineken OTC Stock
Heineken Holding financial ratios help investors to determine whether Heineken OTC 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 Heineken with respect to the benefits of owning Heineken Holding security.