H2O Retailing (Germany) Market Value
| HKU Stock | EUR 14.10 0.10 0.71% |
| Symbol | H2O |
H2O Retailing '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 H2O Retailing'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 H2O Retailing.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in H2O Retailing on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding H2O Retailing or generate 0.0% return on investment in H2O Retailing over 60 days. H2O Retailing is related to or competes with Dillards, RYOHIN UNSPADR1, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, and Talanx AG. H2O Retailing Corporation operates department stores, supermarkets, and shopping centers in Japan More
H2O Retailing 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 H2O Retailing'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 H2O Retailing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | 0.021 | |||
| Maximum Drawdown | 8.79 | |||
| Value At Risk | (2.82) | |||
| Potential Upside | 3.1 |
H2O Retailing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for H2O Retailing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as H2O Retailing's standard deviation. In reality, there are many statistical measures that can use H2O Retailing historical prices to predict the future H2O Retailing's volatility.| Risk Adjusted Performance | 0.0328 | |||
| Jensen Alpha | 0.05 | |||
| Total Risk Alpha | 0.0224 | |||
| Sortino Ratio | 0.017 | |||
| Treynor Ratio | (0.51) |
H2O Retailing Backtested Returns
At this point, H2O Retailing is not too volatile. H2O Retailing holds Efficiency (Sharpe) Ratio of 0.0603, which attests that the company had a 0.0603% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for H2O Retailing, which you can use to evaluate the volatility of the entity. Please check out H2O Retailing's semi deviation of 1.51, and Market Risk Adjusted Performance of (0.50) to validate if the risk estimate we provide is consistent with the expected return of 0.0986%. H2O Retailing has a performance score of 4 on a scale of 0 to 100. The firm retains a Market Volatility (i.e., Beta) of -0.0953, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning H2O Retailing are expected to decrease at a much lower rate. During the bear market, H2O Retailing is likely to outperform the market. H2O Retailing at this moment retains a risk of 1.64%. Please check out H2O Retailing total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if H2O Retailing will be following its current trending patterns.
Auto-correlation | 0.51 |
Modest predictability
H2O Retailing has modest predictability. Overlapping area represents the amount of predictability between H2O Retailing time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 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 H2O Retailing price movement. The serial correlation of 0.51 indicates that about 51.0% of current H2O Retailing price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
H2O Retailing lagged returns against current returns
Autocorrelation, which is H2O Retailing 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 H2O Retailing's stock expected returns. We can calculate the autocorrelation of H2O Retailing returns to help us make a trade decision. For example, suppose you find that H2O Retailing 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 |
H2O Retailing 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 H2O Retailing stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if H2O Retailing stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in H2O Retailing stock over time.
Current vs Lagged Prices |
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H2O Retailing Lagged Returns
When evaluating H2O Retailing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of H2O Retailing stock have on its future price. H2O Retailing 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, H2O Retailing autocorrelation shows the relationship between H2O Retailing stock current value and its past values and can show if there is a momentum factor associated with investing in H2O Retailing.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in H2O Stock
H2O Retailing financial ratios help investors to determine whether H2O 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 H2O with respect to the benefits of owning H2O Retailing security.