Hyloris Developmentsen (Belgium) Market Value
| HYL Stock | EUR 5.90 0.70 13.46% |
| Symbol | Hyloris |
Hyloris Developmentsen '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 Hyloris Developmentsen'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 Hyloris Developmentsen.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Hyloris Developmentsen on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Hyloris Developmentsen Sa or generate 0.0% return on investment in Hyloris Developmentsen over 90 days. Hyloris Developmentsen is related to or competes with Biocartis Group, Argen X, Barco NV, and Nyxoah. Hyloris Pharmaceuticals SA manufactures pharmaceutical products More
Hyloris Developmentsen 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 Hyloris Developmentsen'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 Hyloris Developmentsen Sa upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.85 | |||
| Information Ratio | 0.041 | |||
| Maximum Drawdown | 23.68 | |||
| Value At Risk | (4.48) | |||
| Potential Upside | 6.55 |
Hyloris Developmentsen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hyloris Developmentsen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hyloris Developmentsen's standard deviation. In reality, there are many statistical measures that can use Hyloris Developmentsen historical prices to predict the future Hyloris Developmentsen's volatility.| Risk Adjusted Performance | 0.0218 | |||
| Jensen Alpha | 0.1966 | |||
| Total Risk Alpha | 0.5524 | |||
| Sortino Ratio | 0.0573 | |||
| Treynor Ratio | 0.0413 |
Hyloris Developmentsen Backtested Returns
Currently, Hyloris Developmentsen Sa is moderately volatile. Hyloris Developmentsen holds Efficiency (Sharpe) Ratio of 0.0204, which attests that the entity had a 0.0204 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Hyloris Developmentsen, which you can use to evaluate the volatility of the firm. Please check out Hyloris Developmentsen's Market Risk Adjusted Performance of 0.0513, downside deviation of 2.85, and Risk Adjusted Performance of 0.0218 to validate if the risk estimate we provide is consistent with the expected return of 0.0828%. Hyloris Developmentsen has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.31, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hyloris Developmentsen will likely underperform. Hyloris Developmentsen right now retains a risk of 4.07%. Please check out Hyloris Developmentsen standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Hyloris Developmentsen will be following its current trending patterns.
Auto-correlation | -0.26 |
Weak reverse predictability
Hyloris Developmentsen Sa has weak reverse predictability. Overlapping area represents the amount of predictability between Hyloris Developmentsen 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 Hyloris Developmentsen price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Hyloris Developmentsen price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Hyloris Developmentsen lagged returns against current returns
Autocorrelation, which is Hyloris Developmentsen 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 Hyloris Developmentsen's stock expected returns. We can calculate the autocorrelation of Hyloris Developmentsen returns to help us make a trade decision. For example, suppose you find that Hyloris Developmentsen 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 |
Hyloris Developmentsen 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 Hyloris Developmentsen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hyloris Developmentsen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hyloris Developmentsen stock over time.
Current vs Lagged Prices |
| Timeline |
Hyloris Developmentsen Lagged Returns
When evaluating Hyloris Developmentsen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hyloris Developmentsen stock have on its future price. Hyloris Developmentsen 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, Hyloris Developmentsen autocorrelation shows the relationship between Hyloris Developmentsen stock current value and its past values and can show if there is a momentum factor associated with investing in Hyloris Developmentsen Sa.
Regressed Prices |
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Additional Tools for Hyloris Stock Analysis
When running Hyloris Developmentsen's price analysis, check to measure Hyloris Developmentsen's 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 Hyloris Developmentsen is operating at the current time. Most of Hyloris Developmentsen's value examination focuses on studying past and present price action to predict the probability of Hyloris Developmentsen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hyloris Developmentsen's price. Additionally, you may evaluate how the addition of Hyloris Developmentsen to your portfolios can decrease your overall portfolio volatility.