HAMMONIA Schiffsholding (Germany) Market Value
| HHX Stock | EUR 328.00 10.00 2.96% |
| Symbol | HAMMONIA |
HAMMONIA Schiffsholding '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 HAMMONIA Schiffsholding'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 HAMMONIA Schiffsholding.
| 10/11/2025 |
| 01/09/2026 |
If you would invest 0.00 in HAMMONIA Schiffsholding on October 11, 2025 and sell it all today you would earn a total of 0.00 from holding HAMMONIA Schiffsholding AG or generate 0.0% return on investment in HAMMONIA Schiffsholding over 90 days. HAMMONIA Schiffsholding is related to or competes with TITANIUM TRANSPORTGROUP, and Enapter AG. HAMMONIA Schiffsholding AG engages in the shipping business More
HAMMONIA Schiffsholding 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 HAMMONIA Schiffsholding'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 HAMMONIA Schiffsholding AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.33 | |||
| Information Ratio | 0.0887 | |||
| Maximum Drawdown | 21.89 | |||
| Value At Risk | (7.84) | |||
| Potential Upside | 8.51 |
HAMMONIA Schiffsholding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HAMMONIA Schiffsholding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HAMMONIA Schiffsholding's standard deviation. In reality, there are many statistical measures that can use HAMMONIA Schiffsholding historical prices to predict the future HAMMONIA Schiffsholding's volatility.| Risk Adjusted Performance | 0.0894 | |||
| Jensen Alpha | 0.4629 | |||
| Total Risk Alpha | 0.0298 | |||
| Sortino Ratio | 0.0494 | |||
| Treynor Ratio | (1.19) |
HAMMONIA Schiffsholding Backtested Returns
HAMMONIA Schiffsholding appears to be out of control, given 3 months investment horizon. HAMMONIA Schiffsholding holds Efficiency (Sharpe) Ratio of 0.1, which attests that the company had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for HAMMONIA Schiffsholding, which you can use to evaluate the volatility of the entity. Please utilize HAMMONIA Schiffsholding's semi deviation of 2.82, and Downside Deviation of 7.33 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HAMMONIA Schiffsholding holds a performance score of 8. The firm retains a Market Volatility (i.e., Beta) of -0.37, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning HAMMONIA Schiffsholding are expected to decrease at a much lower rate. During the bear market, HAMMONIA Schiffsholding is likely to outperform the market. Please check HAMMONIA Schiffsholding's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether HAMMONIA Schiffsholding's current trending patterns will revert.
Auto-correlation | 0.26 |
Poor predictability
HAMMONIA Schiffsholding AG has poor predictability. Overlapping area represents the amount of predictability between HAMMONIA Schiffsholding time series from 11th of October 2025 to 25th of November 2025 and 25th of November 2025 to 9th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of HAMMONIA Schiffsholding price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current HAMMONIA Schiffsholding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 420.39 |
HAMMONIA Schiffsholding lagged returns against current returns
Autocorrelation, which is HAMMONIA Schiffsholding 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 HAMMONIA Schiffsholding's stock expected returns. We can calculate the autocorrelation of HAMMONIA Schiffsholding returns to help us make a trade decision. For example, suppose you find that HAMMONIA Schiffsholding 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 |
HAMMONIA Schiffsholding 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 HAMMONIA Schiffsholding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HAMMONIA Schiffsholding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HAMMONIA Schiffsholding stock over time.
Current vs Lagged Prices |
| Timeline |
HAMMONIA Schiffsholding Lagged Returns
When evaluating HAMMONIA Schiffsholding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HAMMONIA Schiffsholding stock have on its future price. HAMMONIA Schiffsholding 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, HAMMONIA Schiffsholding autocorrelation shows the relationship between HAMMONIA Schiffsholding stock current value and its past values and can show if there is a momentum factor associated with investing in HAMMONIA Schiffsholding AG.
Regressed Prices |
| Timeline |
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HAMMONIA Schiffsholding financial ratios help investors to determine whether HAMMONIA 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 HAMMONIA with respect to the benefits of owning HAMMONIA Schiffsholding security.