Hargreaves Lansdown Plc Stock Market Value
| HRGLF Stock | USD 14.12 0.00 0.00% |
| Symbol | Hargreaves |
Hargreaves Lansdown '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 Hargreaves Lansdown'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 Hargreaves Lansdown.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Hargreaves Lansdown on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Hargreaves Lansdown plc or generate 0.0% return on investment in Hargreaves Lansdown over 90 days. Hargreaves Lansdown is related to or competes with Standard Life, Schroders PLC, Tri Continental, Adams Natural, Doubleline Income, Alliancebernstein, and Allspring Income. Hargreaves Lansdown plc provides investment services for individuals and corporates in the United Kingdom and Poland More
Hargreaves Lansdown 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 Hargreaves Lansdown'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 Hargreaves Lansdown plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.73 | |||
| Information Ratio | 0.0985 | |||
| Maximum Drawdown | 16.58 | |||
| Value At Risk | (3.66) | |||
| Potential Upside | 6.1 |
Hargreaves Lansdown Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hargreaves Lansdown's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hargreaves Lansdown's standard deviation. In reality, there are many statistical measures that can use Hargreaves Lansdown historical prices to predict the future Hargreaves Lansdown's volatility.| Risk Adjusted Performance | 0.0521 | |||
| Jensen Alpha | 0.1684 | |||
| Total Risk Alpha | 0.5758 | |||
| Sortino Ratio | 0.0573 | |||
| Treynor Ratio | 0.6311 |
Hargreaves Lansdown plc Backtested Returns
At this point, Hargreaves Lansdown is not too volatile. Hargreaves Lansdown plc holds Efficiency (Sharpe) Ratio of 0.0499, which attests that the entity had a 0.0499 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Hargreaves Lansdown plc, which you can use to evaluate the volatility of the firm. Please check out Hargreaves Lansdown's Risk Adjusted Performance of 0.0521, downside deviation of 4.73, and Market Risk Adjusted Performance of 0.6411 to validate if the risk estimate we provide is consistent with the expected return of 0.0818%. Hargreaves Lansdown has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hargreaves Lansdown's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hargreaves Lansdown is expected to be smaller as well. Hargreaves Lansdown plc right now retains a risk of 1.64%. Please check out Hargreaves Lansdown maximum drawdown, as well as the relationship between the semi variance and rate of daily change , to decide if Hargreaves Lansdown will be following its current trending patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Hargreaves Lansdown plc has no correlation between past and present. Overlapping area represents the amount of predictability between Hargreaves Lansdown time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Hargreaves Lansdown plc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Hargreaves Lansdown price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.98 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Hargreaves Lansdown plc lagged returns against current returns
Autocorrelation, which is Hargreaves Lansdown 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 Hargreaves Lansdown's pink sheet expected returns. We can calculate the autocorrelation of Hargreaves Lansdown returns to help us make a trade decision. For example, suppose you find that Hargreaves Lansdown 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 |
Hargreaves Lansdown 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 Hargreaves Lansdown pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hargreaves Lansdown pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hargreaves Lansdown pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hargreaves Lansdown Lagged Returns
When evaluating Hargreaves Lansdown's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hargreaves Lansdown pink sheet have on its future price. Hargreaves Lansdown 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, Hargreaves Lansdown autocorrelation shows the relationship between Hargreaves Lansdown pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hargreaves Lansdown plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Hargreaves Pink Sheet
Hargreaves Lansdown financial ratios help investors to determine whether Hargreaves 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 Hargreaves with respect to the benefits of owning Hargreaves Lansdown security.