Huntington Ingalls (Brazil) Market Value
| H1II34 Stock | BRL 19.34 0.74 3.98% |
| Symbol | Huntington |
Huntington Ingalls '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 Huntington Ingalls' 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 Huntington Ingalls.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in Huntington Ingalls on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding Huntington Ingalls Industries, or generate 0.0% return on investment in Huntington Ingalls over 90 days. Huntington Ingalls is related to or competes with Take Two, Taiwan Semiconductor, Salesforce, TC Traders, and Universal Health. Huntington Ingalls Industries, Inc. engages in designing, building, overhauling, and repairing military ships in the Uni... More
Huntington Ingalls 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 Huntington Ingalls' 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 Huntington Ingalls Industries, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0438 | |||
| Maximum Drawdown | 8.02 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 3.05 |
Huntington Ingalls Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Huntington Ingalls' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Huntington Ingalls' standard deviation. In reality, there are many statistical measures that can use Huntington Ingalls historical prices to predict the future Huntington Ingalls' volatility.| Risk Adjusted Performance | 0.1645 | |||
| Jensen Alpha | 0.1694 | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 0.6748 |
Huntington Ingalls Backtested Returns
Huntington Ingalls appears to be very steady, given 3 months investment horizon. Huntington Ingalls holds Efficiency (Sharpe) Ratio of 0.25, which attests that the entity had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Huntington Ingalls, which you can use to evaluate the volatility of the firm. Please utilize Huntington Ingalls' Market Risk Adjusted Performance of 0.6848, risk adjusted performance of 0.1645, and Standard Deviation of 1.15 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Huntington Ingalls holds a performance score of 19. The company retains a Market Volatility (i.e., Beta) of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Huntington Ingalls' returns are expected to increase less than the market. However, during the bear market, the loss of holding Huntington Ingalls is expected to be smaller as well. Please check Huntington Ingalls' information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and treynor ratio , to make a quick decision on whether Huntington Ingalls' current trending patterns will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
Huntington Ingalls Industries, has poor reverse predictability. Overlapping area represents the amount of predictability between Huntington Ingalls time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th of July 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 Huntington Ingalls price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Huntington Ingalls price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
Huntington Ingalls lagged returns against current returns
Autocorrelation, which is Huntington Ingalls 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 Huntington Ingalls' stock expected returns. We can calculate the autocorrelation of Huntington Ingalls returns to help us make a trade decision. For example, suppose you find that Huntington Ingalls 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 |
Huntington Ingalls 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 Huntington Ingalls stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Huntington Ingalls stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Huntington Ingalls stock over time.
Current vs Lagged Prices |
| Timeline |
Huntington Ingalls Lagged Returns
When evaluating Huntington Ingalls' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Huntington Ingalls stock have on its future price. Huntington Ingalls 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, Huntington Ingalls autocorrelation shows the relationship between Huntington Ingalls stock current value and its past values and can show if there is a momentum factor associated with investing in Huntington Ingalls Industries,.
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 Huntington Stock
Huntington Ingalls financial ratios help investors to determine whether Huntington 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 Huntington with respect to the benefits of owning Huntington Ingalls security.