Homeland Security Cp Stock Market Value
| HSCC Stock | USD 0 0 27.78% |
| Symbol | Homeland |
Homeland Security '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 Homeland Security'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 Homeland Security.
| 05/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Homeland Security on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding Homeland Security Cp or generate 0.0% return on investment in Homeland Security over 210 days. Homeland Security Corporation engages in consulting and implementing security driven technologies that can be deployed i... More
Homeland Security 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 Homeland Security'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 Homeland Security Cp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0674 | |||
| Maximum Drawdown | 56.92 | |||
| Value At Risk | (16.28) | |||
| Potential Upside | 19.44 |
Homeland Security Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Homeland Security's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Homeland Security's standard deviation. In reality, there are many statistical measures that can use Homeland Security historical prices to predict the future Homeland Security's volatility.| Risk Adjusted Performance | 0.0735 | |||
| Jensen Alpha | 0.7391 | |||
| Total Risk Alpha | (0.68) | |||
| Treynor Ratio | (1.39) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Homeland Security'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.
Homeland Security Backtested Returns
Homeland Security appears to be out of control, given 3 months investment horizon. Homeland Security holds Efficiency (Sharpe) Ratio of 0.0849, which attests that the entity had a 0.0849% return per unit of risk over the last 3 months. By evaluating Homeland Security's technical indicators, you can evaluate if the expected return of 0.7% is justified by implied risk. Please utilize Homeland Security's Standard Deviation of 8.15, risk adjusted performance of 0.0735, and Market Risk Adjusted Performance of (1.38) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Homeland Security holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of -0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Homeland Security are expected to decrease at a much lower rate. During the bear market, Homeland Security is likely to outperform the market. Please check Homeland Security's total risk alpha and the relationship between the skewness and price action indicator , to make a quick decision on whether Homeland Security's current trending patterns will revert.
Auto-correlation | 0.03 |
Virtually no predictability
Homeland Security Cp has virtually no predictability. Overlapping area represents the amount of predictability between Homeland Security time series from 6th of May 2024 to 19th of August 2024 and 19th of August 2024 to 2nd of December 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 Homeland Security price movement. The serial correlation of 0.03 indicates that only 3.0% of current Homeland Security price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Homeland Security lagged returns against current returns
Autocorrelation, which is Homeland Security 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 Homeland Security's pink sheet expected returns. We can calculate the autocorrelation of Homeland Security returns to help us make a trade decision. For example, suppose you find that Homeland Security 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 |
Homeland Security 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 Homeland Security pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Homeland Security pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Homeland Security pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Homeland Security Lagged Returns
When evaluating Homeland Security's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Homeland Security pink sheet have on its future price. Homeland Security 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, Homeland Security autocorrelation shows the relationship between Homeland Security pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Homeland Security Cp.
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 Homeland Pink Sheet
Homeland Security financial ratios help investors to determine whether Homeland 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 Homeland with respect to the benefits of owning Homeland Security security.