Helios Towers (UK) Market Value
| HTWS Stock | 105.40 3.20 3.13% |
| Symbol | Helios |
Helios Towers '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 Helios Towers' 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 Helios Towers.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Helios Towers on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Helios Towers Plc or generate 0.0% return on investment in Helios Towers over 90 days. Helios Towers is related to or competes with BW Offshore, Telecom Italia, Hilton Food, Cellnex Telecom, Nordic Semiconductor, Charter Communications, and Leroy Seafood. Helios Towers is entity of United Kingdom More
Helios Towers 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 Helios Towers' 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 Helios Towers Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | 0.1455 | |||
| Maximum Drawdown | 5.93 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.99 |
Helios Towers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Helios Towers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Helios Towers' standard deviation. In reality, there are many statistical measures that can use Helios Towers historical prices to predict the future Helios Towers' volatility.| Risk Adjusted Performance | 0.0737 | |||
| Jensen Alpha | 0.0884 | |||
| Total Risk Alpha | 0.2991 | |||
| Sortino Ratio | 0.1647 | |||
| Treynor Ratio | (0.55) |
Helios Towers Plc Backtested Returns
Helios Towers appears to be very steady, given 3 months investment horizon. Helios Towers Plc holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Helios Towers Plc, which you can use to evaluate the volatility of the firm. Please utilize Helios Towers' Downside Deviation of 1.33, risk adjusted performance of 0.0737, and Market Risk Adjusted Performance of (0.54) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Helios Towers holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of -0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Helios Towers are expected to decrease at a much lower rate. During the bear market, Helios Towers is likely to outperform the market. Please check Helios Towers' total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Helios Towers' current trending patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
Helios Towers Plc has below average predictability. Overlapping area represents the amount of predictability between Helios Towers time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Helios Towers Plc price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Helios Towers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 8.06 |
Helios Towers Plc lagged returns against current returns
Autocorrelation, which is Helios Towers 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 Helios Towers' stock expected returns. We can calculate the autocorrelation of Helios Towers returns to help us make a trade decision. For example, suppose you find that Helios Towers 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 |
Helios Towers 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 Helios Towers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Helios Towers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Helios Towers stock over time.
Current vs Lagged Prices |
| Timeline |
Helios Towers Lagged Returns
When evaluating Helios Towers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Helios Towers stock have on its future price. Helios Towers 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, Helios Towers autocorrelation shows the relationship between Helios Towers stock current value and its past values and can show if there is a momentum factor associated with investing in Helios Towers Plc.
Regressed Prices |
| Timeline |
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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.Additional Tools for Helios Stock Analysis
When running Helios Towers' price analysis, check to measure Helios Towers' 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 Helios Towers is operating at the current time. Most of Helios Towers' value examination focuses on studying past and present price action to predict the probability of Helios Towers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Helios Towers' price. Additionally, you may evaluate how the addition of Helios Towers to your portfolios can decrease your overall portfolio volatility.