Home Invest (Belgium) Market Value
| HOMI Stock | EUR 18.02 0.18 0.99% |
| Symbol | Home |
Home Invest '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 Home Invest'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 Home Invest.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Home Invest on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Home Invest Belgium or generate 0.0% return on investment in Home Invest over 90 days. Home Invest is related to or competes with Cofinimmo, Care Property, Aedifica, and Montea CVA. Home Invest Belgium S.A. operates as a real estate investment company in Belgium More
Home Invest 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 Home Invest'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 Home Invest Belgium upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | 0.2219 | |||
| Maximum Drawdown | 7.28 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 2.69 |
Home Invest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Home Invest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Home Invest's standard deviation. In reality, there are many statistical measures that can use Home Invest historical prices to predict the future Home Invest's volatility.| Risk Adjusted Performance | 0.1369 | |||
| Jensen Alpha | 0.2159 | |||
| Total Risk Alpha | 0.3885 | |||
| Sortino Ratio | 0.2424 | |||
| Treynor Ratio | 3.31 |
Home Invest Belgium Backtested Returns
Home Invest appears to be very steady, given 3 months investment horizon. Home Invest Belgium holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Home Invest Belgium, which you can use to evaluate the volatility of the firm. Please utilize Home Invest's Risk Adjusted Performance of 0.1369, downside deviation of 1.31, and Market Risk Adjusted Performance of 3.32 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Home Invest holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.0632, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Home Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Home Invest is expected to be smaller as well. Please check Home Invest's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Home Invest's current trending patterns will revert.
Auto-correlation | -0.35 |
Poor reverse predictability
Home Invest Belgium has poor reverse predictability. Overlapping area represents the amount of predictability between Home Invest 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 Home Invest Belgium price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Home Invest price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Home Invest Belgium lagged returns against current returns
Autocorrelation, which is Home Invest 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 Home Invest's stock expected returns. We can calculate the autocorrelation of Home Invest returns to help us make a trade decision. For example, suppose you find that Home Invest 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 |
Home Invest 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 Home Invest stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Home Invest stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Home Invest stock over time.
Current vs Lagged Prices |
| Timeline |
Home Invest Lagged Returns
When evaluating Home Invest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Home Invest stock have on its future price. Home Invest 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, Home Invest autocorrelation shows the relationship between Home Invest stock current value and its past values and can show if there is a momentum factor associated with investing in Home Invest Belgium.
Regressed Prices |
| Timeline |
Additional Tools for Home Stock Analysis
When running Home Invest's price analysis, check to measure Home Invest'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 Home Invest is operating at the current time. Most of Home Invest's value examination focuses on studying past and present price action to predict the probability of Home Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Home Invest's price. Additionally, you may evaluate how the addition of Home Invest to your portfolios can decrease your overall portfolio volatility.