Hensoldt Ag Stock Market Value
| HNSDF Stock | USD 76.58 3.83 5.26% |
| Symbol | Hensoldt |
Hensoldt '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 Hensoldt's pink sheet 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 Hensoldt.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Hensoldt on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Hensoldt AG or generate 0.0% return on investment in Hensoldt over 90 days. Hensoldt is related to or competes with Rheinmetall, Heico, AeroVironment, Transdigm Group, Raytheon Technologies, Northrop Grumman, and General Dynamics. HENSOLDT AG, together with its subsidiaries, provides defense and security electronic sensor solutions worldwide More
Hensoldt 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 Hensoldt's pink sheet 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 Hensoldt AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.65 | |||
| Information Ratio | 0.1875 | |||
| Maximum Drawdown | 55.35 | |||
| Value At Risk | (5.55) | |||
| Potential Upside | 7.68 |
Hensoldt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hensoldt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hensoldt's standard deviation. In reality, there are many statistical measures that can use Hensoldt historical prices to predict the future Hensoldt's volatility.| Risk Adjusted Performance | 0.1598 | |||
| Jensen Alpha | 1.3 | |||
| Total Risk Alpha | 2.1 | |||
| Sortino Ratio | 0.1373 | |||
| Treynor Ratio | 1.54 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hensoldt's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hensoldt AG Backtested Returns
Hensoldt is not too volatile given 3 months investment horizon. Hensoldt AG holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.23% are justified by taking the suggested risk. Use Hensoldt AG Downside Deviation of 9.65, risk adjusted performance of 0.1598, and Market Risk Adjusted Performance of 1.55 to evaluate company specific risk that cannot be diversified away. Hensoldt holds a performance score of 13 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 0.79, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hensoldt's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hensoldt is expected to be smaller as well. Use Hensoldt AG total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to analyze future returns on Hensoldt AG.
Auto-correlation | 0.41 |
Average predictability
Hensoldt AG has average predictability. Overlapping area represents the amount of predictability between Hensoldt 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 Hensoldt AG price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Hensoldt price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 231.5 |
Hensoldt AG lagged returns against current returns
Autocorrelation, which is Hensoldt pink sheet'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 Hensoldt's pink sheet expected returns. We can calculate the autocorrelation of Hensoldt returns to help us make a trade decision. For example, suppose you find that Hensoldt has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Hensoldt 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 Hensoldt pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hensoldt pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hensoldt pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hensoldt Lagged Returns
When evaluating Hensoldt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hensoldt pink sheet have on its future price. Hensoldt 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, Hensoldt autocorrelation shows the relationship between Hensoldt pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hensoldt AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Hensoldt Pink Sheet
Hensoldt financial ratios help investors to determine whether Hensoldt Pink Sheet 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 Hensoldt with respect to the benefits of owning Hensoldt security.