Hsbc Holdings Plc Stock Market Value
| HSBC Stock | USD 46.68 0.36 0.78% |
| Symbol | HSBC |
HSBC Holdings PLC Price To Book Ratio
Is Diversified Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of HSBC Holdings. If investors know HSBC will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about HSBC Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.167 | Dividend Share 0.61 | Earnings Share 6.1 | Revenue Per Share 3.885 | Quarterly Revenue Growth 0.061 |
The market value of HSBC Holdings PLC is measured differently than its book value, which is the value of HSBC that is recorded on the company's balance sheet. Investors also form their own opinion of HSBC Holdings' value that differs from its market value or its book value, called intrinsic value, which is HSBC Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because HSBC Holdings' market value can be influenced by many factors that don't directly affect HSBC Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between HSBC Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if HSBC Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, HSBC Holdings' 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.
HSBC Holdings '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 HSBC Holdings' 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 HSBC Holdings.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in HSBC Holdings on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding HSBC Holdings PLC or generate 0.0% return on investment in HSBC Holdings over 720 days. HSBC Holdings is related to or competes with ING Group, Natwest Group, Banco Santander, UBS Group, Barclays PLC, Citigroup, and Banco Bilbao. HSBC Holdings plc provides banking and financial services worldwide More
HSBC Holdings 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 HSBC Holdings' 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 HSBC Holdings PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.54 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 6.87 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 2.03 |
HSBC Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HSBC Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HSBC Holdings' standard deviation. In reality, there are many statistical measures that can use HSBC Holdings historical prices to predict the future HSBC Holdings' volatility.| Risk Adjusted Performance | 0.07 | |||
| Jensen Alpha | 0.0477 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2247 |
HSBC Holdings PLC Backtested Returns
At this point, HSBC Holdings is very steady. HSBC Holdings PLC retains Efficiency (Sharpe Ratio) of 0.0773, which attests that the entity had a 0.0773% return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for HSBC Holdings, which you can use to evaluate the volatility of the firm. Please check out HSBC Holdings' Market Risk Adjusted Performance of 0.2347, downside deviation of 1.54, and Semi Deviation of 1.36 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. HSBC Holdings has a performance score of 6 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, HSBC Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding HSBC Holdings is expected to be smaller as well. HSBC Holdings PLC now owns a risk of 1.33%. Please check out HSBC Holdings PLC treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if HSBC Holdings PLC will be following its current price history.
Auto-correlation | 0.75 |
Good predictability
HSBC Holdings PLC has good predictability. Overlapping area represents the amount of predictability between HSBC Holdings time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of HSBC Holdings PLC price movement. The serial correlation of 0.75 indicates that around 75.0% of current HSBC Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 11.27 |
HSBC Holdings PLC lagged returns against current returns
Autocorrelation, which is HSBC Holdings 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 HSBC Holdings' stock expected returns. We can calculate the autocorrelation of HSBC Holdings returns to help us make a trade decision. For example, suppose you find that HSBC Holdings 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 |
HSBC Holdings 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 HSBC Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HSBC Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HSBC Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
HSBC Holdings Lagged Returns
When evaluating HSBC Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HSBC Holdings stock have on its future price. HSBC Holdings 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, HSBC Holdings autocorrelation shows the relationship between HSBC Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in HSBC Holdings PLC.
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.When determining whether HSBC Holdings PLC offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of HSBC Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Hsbc Holdings Plc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Hsbc Holdings Plc Stock:Check out HSBC Holdings Correlation, HSBC Holdings Volatility and HSBC Holdings Alpha and Beta module to complement your research on HSBC Holdings. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
HSBC Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.