HF SINCLAIR (Germany) Market Value

HL80 Stock   28.20  1.20  4.08%   
HF SINCLAIR's market value is the price at which a share of HF SINCLAIR trades on a public exchange. It measures the collective expectations of HF SINCLAIR P investors about its performance. HF SINCLAIR is trading at 28.20 as of the 16th of March 2025. This is a 4.08% down since the beginning of the trading day. The stock's lowest day price was 28.2.
With this module, you can estimate the performance of a buy and hold strategy of HF SINCLAIR P and determine expected loss or profit from investing in HF SINCLAIR over a given investment horizon. Check out HF SINCLAIR Correlation, HF SINCLAIR Volatility and HF SINCLAIR Alpha and Beta module to complement your research on HF SINCLAIR.
Symbol

Please note, there is a significant difference between HF SINCLAIR's value and its price as these two are different measures arrived at by different means. Investors typically determine if HF SINCLAIR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, HF SINCLAIR's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

HF SINCLAIR '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 HF SINCLAIR'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 HF SINCLAIR.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in HF SINCLAIR on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding HF SINCLAIR P or generate 0.0% return on investment in HF SINCLAIR over 90 days. HF SINCLAIR is related to or competes with Sanyo Chemical, Air Products, Mitsui Chemicals, Brockhaus Capital, KINGBOARD CHEMICAL, and Perdoceo Education. More

HF SINCLAIR 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 HF SINCLAIR'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 HF SINCLAIR P upside and downside potential and time the market with a certain degree of confidence.

HF SINCLAIR Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for HF SINCLAIR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HF SINCLAIR's standard deviation. In reality, there are many statistical measures that can use HF SINCLAIR historical prices to predict the future HF SINCLAIR's volatility.
Hype
Prediction
LowEstimatedHigh
25.5428.2030.86
Details
Intrinsic
Valuation
LowRealHigh
23.6026.2628.92
Details
Naive
Forecast
LowNextHigh
25.1927.8530.51
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
27.2932.0636.83
Details

HF SINCLAIR P Backtested Returns

HF SINCLAIR P retains Efficiency (Sharpe Ratio) of -0.11, which attests that the entity had a -0.11 % return per unit of price deviation over the last 3 months. HF SINCLAIR exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out HF SINCLAIR's Coefficient Of Variation of (720.25), information ratio of (0.1), and Market Risk Adjusted Performance of (0.64) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.56, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HF SINCLAIR's returns are expected to increase less than the market. However, during the bear market, the loss of holding HF SINCLAIR is expected to be smaller as well. At this point, HF SINCLAIR P has a negative expected return of -0.31%. Please make sure to check out HF SINCLAIR's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if HF SINCLAIR P performance from the past will be repeated sooner or later.

Auto-correlation

    
  -0.37  

Poor reverse predictability

HF SINCLAIR P has poor reverse predictability. Overlapping area represents the amount of predictability between HF SINCLAIR time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 HF SINCLAIR P price movement. The serial correlation of -0.37 indicates that just about 37.0% of current HF SINCLAIR price fluctuation can be explain by its past prices.
Correlation Coefficient-0.37
Spearman Rank Test-0.6
Residual Average0.0
Price Variance6.22

HF SINCLAIR P lagged returns against current returns

Autocorrelation, which is HF SINCLAIR 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 HF SINCLAIR's stock expected returns. We can calculate the autocorrelation of HF SINCLAIR returns to help us make a trade decision. For example, suppose you find that HF SINCLAIR 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  

HF SINCLAIR 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 HF SINCLAIR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HF SINCLAIR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HF SINCLAIR stock over time.
   Current vs Lagged Prices   
       Timeline  

HF SINCLAIR Lagged Returns

When evaluating HF SINCLAIR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HF SINCLAIR stock have on its future price. HF SINCLAIR 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, HF SINCLAIR autocorrelation shows the relationship between HF SINCLAIR stock current value and its past values and can show if there is a momentum factor associated with investing in HF SINCLAIR P.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Other Information on Investing in HL80 Stock

HF SINCLAIR financial ratios help investors to determine whether HL80 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 HL80 with respect to the benefits of owning HF SINCLAIR security.