Hill Street Beverage Stock Market Value
| HSEEF Stock | USD 0.23 0.45 66.18% |
| Symbol | Hill |
Hill Street '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 Hill Street'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 Hill Street.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Hill Street on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Hill Street Beverage or generate 0.0% return on investment in Hill Street over 90 days. Hill Street is related to or competes with Barfresh Food, Flow Beverage, and Zevia Pbc. Hill Street Beverage Company Inc., through its subsidiaries, markets and distributes non-alcoholic beverages in Canada, ... More
Hill Street 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 Hill Street'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 Hill Street Beverage upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1002 | |||
| Maximum Drawdown | 200.66 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 20.0 |
Hill Street Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hill Street's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hill Street's standard deviation. In reality, there are many statistical measures that can use Hill Street historical prices to predict the future Hill Street's volatility.| Risk Adjusted Performance | 0.0888 | |||
| Jensen Alpha | 2.01 | |||
| Total Risk Alpha | 5.51 | |||
| Treynor Ratio | 6.0 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hill Street'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.
Hill Street Beverage Backtested Returns
Hill Street is out of control given 3 months investment horizon. Hill Street Beverage holds Efficiency (Sharpe) Ratio of 0.0812, which attests that the entity had a 0.0812 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-one different technical indicators, which can help you to evaluate if expected returns of 1.72% are justified by taking the suggested risk. Use Hill Street Beverage Risk Adjusted Performance of 0.0888, standard deviation of 21.03, and Market Risk Adjusted Performance of 6.01 to evaluate company specific risk that cannot be diversified away. Hill Street holds a performance score of 6 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hill Street's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hill Street is expected to be smaller as well. Use Hill Street Beverage total risk alpha and the relationship between the skewness and price action indicator , to analyze future returns on Hill Street Beverage.
Auto-correlation | 0.05 |
Virtually no predictability
Hill Street Beverage has virtually no predictability. Overlapping area represents the amount of predictability between Hill Street time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Hill Street Beverage price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Hill Street price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Hill Street Beverage lagged returns against current returns
Autocorrelation, which is Hill Street 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 Hill Street's pink sheet expected returns. We can calculate the autocorrelation of Hill Street returns to help us make a trade decision. For example, suppose you find that Hill Street 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 |
Hill Street 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 Hill Street pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hill Street pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hill Street pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hill Street Lagged Returns
When evaluating Hill Street's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hill Street pink sheet have on its future price. Hill Street 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, Hill Street autocorrelation shows the relationship between Hill Street pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hill Street Beverage.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Hill Pink Sheet
Hill Street financial ratios help investors to determine whether Hill 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 Hill with respect to the benefits of owning Hill Street security.