Hansen Technologies (Australia) Market Value

HSN Stock   4.78  0.02  0.42%   
Hansen Technologies' market value is the price at which a share of Hansen Technologies trades on a public exchange. It measures the collective expectations of Hansen Technologies investors about its performance. Hansen Technologies is selling for under 4.78 as of the 15th of March 2025; that is 0.42 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 4.69.
With this module, you can estimate the performance of a buy and hold strategy of Hansen Technologies and determine expected loss or profit from investing in Hansen Technologies over a given investment horizon. Check out Hansen Technologies Correlation, Hansen Technologies Volatility and Hansen Technologies Alpha and Beta module to complement your research on Hansen Technologies.
Symbol

Please note, there is a significant difference between Hansen Technologies' value and its price as these two are different measures arrived at by different means. Investors typically determine if Hansen Technologies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hansen Technologies' 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.

Hansen Technologies '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 Hansen Technologies' 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 Hansen Technologies.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Hansen Technologies on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Hansen Technologies or generate 0.0% return on investment in Hansen Technologies over 90 days. Hansen Technologies is related to or competes with British Amer, EROAD, and Ras Technology. Hansen Technologies is entity of Australia More

Hansen Technologies 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 Hansen Technologies' 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 Hansen Technologies upside and downside potential and time the market with a certain degree of confidence.

Hansen Technologies Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Hansen Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hansen Technologies' standard deviation. In reality, there are many statistical measures that can use Hansen Technologies historical prices to predict the future Hansen Technologies' volatility.
Hype
Prediction
LowEstimatedHigh
3.334.766.19
Details
Intrinsic
Valuation
LowRealHigh
3.564.996.42
Details
Earnings
Estimates (0)
LowProjected EPSHigh
0.070.070.07
Details

Hansen Technologies Backtested Returns

Hansen Technologies holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11 % return per unit of risk over the last 3 months. Hansen Technologies exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hansen Technologies' Market Risk Adjusted Performance of (0.41), risk adjusted performance of (0.12), and Standard Deviation of 1.51 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.53, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hansen Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Hansen Technologies is expected to be smaller as well. At this point, Hansen Technologies has a negative expected return of -0.16%. Please make sure to check out Hansen Technologies' treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Hansen Technologies performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.51  

Modest predictability

Hansen Technologies has modest predictability. Overlapping area represents the amount of predictability between Hansen Technologies 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 Hansen Technologies price movement. The serial correlation of 0.51 indicates that about 51.0% of current Hansen Technologies price fluctuation can be explain by its past prices.
Correlation Coefficient0.51
Spearman Rank Test0.24
Residual Average0.0
Price Variance0.07

Hansen Technologies lagged returns against current returns

Autocorrelation, which is Hansen Technologies 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 Hansen Technologies' stock expected returns. We can calculate the autocorrelation of Hansen Technologies returns to help us make a trade decision. For example, suppose you find that Hansen Technologies 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  

Hansen Technologies 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 Hansen Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hansen Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hansen Technologies stock over time.
   Current vs Lagged Prices   
       Timeline  

Hansen Technologies Lagged Returns

When evaluating Hansen Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hansen Technologies stock have on its future price. Hansen Technologies 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, Hansen Technologies autocorrelation shows the relationship between Hansen Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Hansen Technologies.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

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Additional Tools for Hansen Stock Analysis

When running Hansen Technologies' price analysis, check to measure Hansen Technologies' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Hansen Technologies is operating at the current time. Most of Hansen Technologies' value examination focuses on studying past and present price action to predict the probability of Hansen Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hansen Technologies' price. Additionally, you may evaluate how the addition of Hansen Technologies to your portfolios can decrease your overall portfolio volatility.