Hanan Mor (Israel) Market Value

HNMR Stock  ILS 402.10  6.90  1.69%   
Hanan Mor's market value is the price at which a share of Hanan Mor trades on a public exchange. It measures the collective expectations of Hanan Mor investors about its performance. Hanan Mor is trading at 402.10 as of the 18th of March 2025, a 1.69% down since the beginning of the trading day. The stock's open price was 409.0.
With this module, you can estimate the performance of a buy and hold strategy of Hanan Mor and determine expected loss or profit from investing in Hanan Mor over a given investment horizon. Check out Hanan Mor Correlation, Hanan Mor Volatility and Hanan Mor Alpha and Beta module to complement your research on Hanan Mor.
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Please note, there is a significant difference between Hanan Mor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hanan Mor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hanan Mor'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.

Hanan Mor '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 Hanan Mor'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 Hanan Mor.
0.00
12/18/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/18/2025
0.00
If you would invest  0.00  in Hanan Mor on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Hanan Mor or generate 0.0% return on investment in Hanan Mor over 90 days. Hanan Mor is related to or competes with Israel Canada, Prashkovsky, Alony Hetz, Bank Leumi, and Shikun Binui. Hanan Mor Group - Holdings Ltd., a real estate development company, engages in the planning and construction of resident... More

Hanan Mor 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 Hanan Mor'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 Hanan Mor upside and downside potential and time the market with a certain degree of confidence.

Hanan Mor Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Hanan Mor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hanan Mor's standard deviation. In reality, there are many statistical measures that can use Hanan Mor historical prices to predict the future Hanan Mor's volatility.
Hype
Prediction
LowEstimatedHigh
398.73402.10405.47
Details
Intrinsic
Valuation
LowRealHigh
353.25356.62442.31
Details

Hanan Mor Backtested Returns

Hanan Mor holds Efficiency (Sharpe) Ratio of -0.2, which attests that the entity had a -0.2 % return per unit of risk over the last 3 months. Hanan Mor exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hanan Mor's Downside Deviation of 3.49, risk adjusted performance of 0.1036, and Market Risk Adjusted Performance of (2.36) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hanan Mor are expected to decrease at a much lower rate. During the bear market, Hanan Mor is likely to outperform the market. At this point, Hanan Mor has a negative expected return of -0.67%. Please make sure to check out Hanan Mor's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Hanan Mor performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.40  

Average predictability

Hanan Mor has average predictability. Overlapping area represents the amount of predictability between Hanan Mor time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Hanan Mor price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Hanan Mor price fluctuation can be explain by its past prices.
Correlation Coefficient0.4
Spearman Rank Test0.42
Residual Average0.0
Price Variance2637.13

Hanan Mor lagged returns against current returns

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

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

Hanan Mor Lagged Returns

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

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Other Information on Investing in Hanan Stock

Hanan Mor financial ratios help investors to determine whether Hanan 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 Hanan with respect to the benefits of owning Hanan Mor security.