Heavitree Brewery (UK) Market Value
| HVT Stock | 215.00 3.85 1.82% |
| Symbol | Heavitree |
Heavitree Brewery '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 Heavitree Brewery's 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 Heavitree Brewery.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Heavitree Brewery on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Heavitree Brewery or generate 0.0% return on investment in Heavitree Brewery over 90 days. Heavitree Brewery is related to or competes with Global Net, Impax Environmental, JLEN Environmental, Software Circle, Alfa Financial, and Symphony Environmental. Heavitree Brewery is entity of United Kingdom More
Heavitree Brewery 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 Heavitree Brewery's 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 Heavitree Brewery upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 27.27 |
Heavitree Brewery Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Heavitree Brewery's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Heavitree Brewery's standard deviation. In reality, there are many statistical measures that can use Heavitree Brewery historical prices to predict the future Heavitree Brewery's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | 0.1305 | |||
| Treynor Ratio | 3.37 |
Heavitree Brewery Backtested Returns
Heavitree Brewery holds Efficiency (Sharpe) Ratio of -0.0872, which attests that the entity had a -0.0872 % return per unit of standard deviation over the last 3 months. Heavitree Brewery exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Heavitree Brewery's market risk adjusted performance of 3.38, and Risk Adjusted Performance of (0.07) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0918, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Heavitree Brewery are expected to decrease at a much lower rate. During the bear market, Heavitree Brewery is likely to outperform the market. At this point, Heavitree Brewery has a negative expected return of -0.31%. Please make sure to check out Heavitree Brewery's coefficient of variation, skewness, price action indicator, as well as the relationship between the information ratio and rate of daily change , to decide if Heavitree Brewery performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Heavitree Brewery has no correlation between past and present. Overlapping area represents the amount of predictability between Heavitree Brewery time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Heavitree Brewery price movement. The serial correlation of 0.0 indicates that just 0.0% of current Heavitree Brewery price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 358.65 |
Heavitree Brewery lagged returns against current returns
Autocorrelation, which is Heavitree Brewery 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 Heavitree Brewery's stock expected returns. We can calculate the autocorrelation of Heavitree Brewery returns to help us make a trade decision. For example, suppose you find that Heavitree Brewery 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 |
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Heavitree Brewery 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 Heavitree Brewery stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Heavitree Brewery stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Heavitree Brewery stock over time.
Current vs Lagged Prices |
| Timeline |
Heavitree Brewery Lagged Returns
When evaluating Heavitree Brewery's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Heavitree Brewery stock have on its future price. Heavitree Brewery 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, Heavitree Brewery autocorrelation shows the relationship between Heavitree Brewery stock current value and its past values and can show if there is a momentum factor associated with investing in Heavitree Brewery.
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 Heavitree Stock
Heavitree Brewery financial ratios help investors to determine whether Heavitree Stock 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 Heavitree with respect to the benefits of owning Heavitree Brewery security.