Hcd Investment (Vietnam) Market Value
| HCD Stock | 7,760 40.00 0.51% |
| Symbol | Hcd |
Hcd Investment '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 Hcd Investment'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 Hcd Investment.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Hcd Investment on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Hcd Investment Producing or generate 0.0% return on investment in Hcd Investment over 90 days. Hcd Investment is related to or competes with FIT INVEST, Damsan JSC, An Phat, Alphanam, APG Securities, Binhthuan Agriculture, and Mekong Fisheries. More
Hcd Investment 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 Hcd Investment'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 Hcd Investment Producing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9646 | |||
| Information Ratio | 0.0414 | |||
| Maximum Drawdown | 9.97 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.94 |
Hcd Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hcd Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hcd Investment's standard deviation. In reality, there are many statistical measures that can use Hcd Investment historical prices to predict the future Hcd Investment's volatility.| Risk Adjusted Performance | 0.1382 | |||
| Jensen Alpha | 0.2101 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0606 | |||
| Treynor Ratio | (1.68) |
Hcd Investment Producing Backtested Returns
As of now, Hcd Stock is very steady. Hcd Investment Producing 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 thirty technical indicators for Hcd Investment Producing, which you can use to evaluate the volatility of the firm. Please check out Hcd Investment's Downside Deviation of 0.9646, market risk adjusted performance of (1.67), and Risk Adjusted Performance of 0.1382 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. Hcd Investment has a performance score of 10 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Hcd Investment are expected to decrease at a much lower rate. During the bear market, Hcd Investment is likely to outperform the market. Hcd Investment Producing right now retains a risk of 1.37%. Please check out Hcd Investment maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Hcd Investment will be following its current trending patterns.
Auto-correlation | 0.70 |
Good predictability
Hcd Investment Producing has good predictability. Overlapping area represents the amount of predictability between Hcd Investment time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Hcd Investment Producing price movement. The serial correlation of 0.7 indicates that around 70.0% of current Hcd Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 94.9 K |
Hcd Investment Producing lagged returns against current returns
Autocorrelation, which is Hcd Investment 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 Hcd Investment's stock expected returns. We can calculate the autocorrelation of Hcd Investment returns to help us make a trade decision. For example, suppose you find that Hcd Investment 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 |
Hcd Investment 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 Hcd Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hcd Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hcd Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Hcd Investment Lagged Returns
When evaluating Hcd Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hcd Investment stock have on its future price. Hcd Investment 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, Hcd Investment autocorrelation shows the relationship between Hcd Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Hcd Investment Producing.
Regressed Prices |
| Timeline |
Pair Trading with Hcd Investment
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Hcd Investment position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Hcd Investment will appreciate offsetting losses from the drop in the long position's value.Moving together with Hcd Stock
The ability to find closely correlated positions to Hcd Investment could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Hcd Investment when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Hcd Investment - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Hcd Investment Producing to buy it.
The correlation of Hcd Investment is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Hcd Investment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Hcd Investment Producing moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Hcd Investment can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Hcd Stock
Hcd Investment financial ratios help investors to determine whether Hcd 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 Hcd with respect to the benefits of owning Hcd Investment security.