Holmes Place (Israel) Market Value
| HLMS Stock | ILA 656.70 1.70 0.26% |
| Symbol | Holmes |
Holmes Place '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 Holmes Place'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 Holmes Place.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Holmes Place on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Holmes Place International or generate 0.0% return on investment in Holmes Place over 30 days. Holmes Place is related to or competes with Fattal 1998, Delek, Bank Leumi, Matrix, and El Al. Holmes Place International Ltd. operates fitness clubs under the Holmes Place brand name More
Holmes Place 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 Holmes Place'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 Holmes Place International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | 0.1905 | |||
| Maximum Drawdown | 9.86 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 4.61 |
Holmes Place Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Holmes Place's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Holmes Place's standard deviation. In reality, there are many statistical measures that can use Holmes Place historical prices to predict the future Holmes Place's volatility.| Risk Adjusted Performance | 0.1518 | |||
| Jensen Alpha | 0.3966 | |||
| Total Risk Alpha | 0.3842 | |||
| Sortino Ratio | 0.3103 | |||
| Treynor Ratio | 1.27 |
Holmes Place Interna Backtested Returns
Holmes Place appears to be very steady, given 3 months investment horizon. Holmes Place Interna holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Holmes Place Interna, which you can use to evaluate the volatility of the firm. Please utilize Holmes Place's Downside Deviation of 1.27, risk adjusted performance of 0.1518, and Market Risk Adjusted Performance of 1.28 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Holmes Place holds a performance score of 17. The company retains a Market Volatility (i.e., Beta) of 0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Holmes Place's returns are expected to increase less than the market. However, during the bear market, the loss of holding Holmes Place is expected to be smaller as well. Please check Holmes Place's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Holmes Place's current trending patterns will revert.
Auto-correlation | 0.56 |
Modest predictability
Holmes Place International has modest predictability. Overlapping area represents the amount of predictability between Holmes Place time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Holmes Place Interna price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Holmes Place price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 43.17 |
Holmes Place Interna lagged returns against current returns
Autocorrelation, which is Holmes Place 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 Holmes Place's stock expected returns. We can calculate the autocorrelation of Holmes Place returns to help us make a trade decision. For example, suppose you find that Holmes Place 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 |
Holmes Place 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 Holmes Place stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Holmes Place stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Holmes Place stock over time.
Current vs Lagged Prices |
| Timeline |
Holmes Place Lagged Returns
When evaluating Holmes Place's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Holmes Place stock have on its future price. Holmes Place 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, Holmes Place autocorrelation shows the relationship between Holmes Place stock current value and its past values and can show if there is a momentum factor associated with investing in Holmes Place International.
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 Holmes Stock
Holmes Place financial ratios help investors to determine whether Holmes 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 Holmes with respect to the benefits of owning Holmes Place security.