Hrvatska Postanska (Croatia) Market Value
| HPB Stock | 292.00 6.00 2.10% |
| Symbol | Hrvatska |
Hrvatska Postanska '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 Hrvatska Postanska'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 Hrvatska Postanska.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Hrvatska Postanska on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Hrvatska Postanska Banka or generate 0.0% return on investment in Hrvatska Postanska over 90 days. Hrvatska Postanska is related to or competes with Zagrebacka Banka, AD Plastik, Dalekovod, and Podravka Prehrambena. More
Hrvatska Postanska 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 Hrvatska Postanska'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 Hrvatska Postanska Banka upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0452 | |||
| Maximum Drawdown | 13.64 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 2.52 |
Hrvatska Postanska Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hrvatska Postanska's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hrvatska Postanska's standard deviation. In reality, there are many statistical measures that can use Hrvatska Postanska historical prices to predict the future Hrvatska Postanska's volatility.| Risk Adjusted Performance | (0.0005) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.2158 | |||
| Treynor Ratio | 0.0911 |
Hrvatska Postanska Banka Backtested Returns
Hrvatska Postanska Banka holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13 % return per unit of risk over the last 3 months. Hrvatska Postanska Banka exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hrvatska Postanska's Market Risk Adjusted Performance of 0.1011, risk adjusted performance of (0.0005), and Standard Deviation of 1.91 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 Hrvatska Postanska are expected to decrease at a much lower rate. During the bear market, Hrvatska Postanska is likely to outperform the market. At this point, Hrvatska Postanska Banka has a negative expected return of -0.23%. Please make sure to check out Hrvatska Postanska's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day median price , to decide if Hrvatska Postanska Banka performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.02 |
Very weak reverse predictability
Hrvatska Postanska Banka has very weak reverse predictability. Overlapping area represents the amount of predictability between Hrvatska Postanska time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Hrvatska Postanska Banka price movement. The serial correlation of -0.02 indicates that only 2.0% of current Hrvatska Postanska price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 98.44 |
Hrvatska Postanska Banka lagged returns against current returns
Autocorrelation, which is Hrvatska Postanska 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 Hrvatska Postanska's stock expected returns. We can calculate the autocorrelation of Hrvatska Postanska returns to help us make a trade decision. For example, suppose you find that Hrvatska Postanska 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 |
Hrvatska Postanska 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 Hrvatska Postanska stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hrvatska Postanska stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hrvatska Postanska stock over time.
Current vs Lagged Prices |
| Timeline |
Hrvatska Postanska Lagged Returns
When evaluating Hrvatska Postanska's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hrvatska Postanska stock have on its future price. Hrvatska Postanska 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, Hrvatska Postanska autocorrelation shows the relationship between Hrvatska Postanska stock current value and its past values and can show if there is a momentum factor associated with investing in Hrvatska Postanska Banka.
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 Hrvatska Stock
Hrvatska Postanska financial ratios help investors to determine whether Hrvatska 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 Hrvatska with respect to the benefits of owning Hrvatska Postanska security.