Hanison Construction (Germany) Market Value

Symbol

Hanison

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 Hanison Construction'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 Hanison Construction.

Hanison Construction Upside/Downside Indicators

Hanison Construction Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Hanison Construction's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hanison Construction's standard deviation. In reality, there are many statistical measures that can use Hanison Construction historical prices to predict the future Hanison Construction's volatility.

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

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Hanison Construction stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hanison Construction stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hanison Construction stock over time.

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

When running Hanison Construction's price analysis, check to measure Hanison Construction's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Hanison Construction is operating at the current time. Most of Hanison Construction's value examination focuses on studying past and present price action to predict the probability of Hanison Construction's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hanison Construction's price. Additionally, you may evaluate how the addition of Hanison Construction to your portfolios can decrease your overall portfolio volatility.