Henderson Land Stock Market Value
| HLDVF Stock | USD 3.50 0.00 0.00% |
| Symbol | Henderson |
Henderson Land '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 Henderson Land's pink sheet 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 Henderson Land.
| 07/29/2025 |
| 10/27/2025 |
If you would invest 0.00 in Henderson Land on July 29, 2025 and sell it all today you would earn a total of 0.00 from holding Henderson Land or generate 0.0% return on investment in Henderson Land over 90 days. Henderson Land is related to or competes with CK Asset, CK Asset, China Overseas, Swire Properties, SM Prime, China Overseas, and Sino Land. Henderson Land Development Company Limited, an investment holding company, engages in the property development and inves... More
Henderson Land 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 Henderson Land's pink sheet 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 Henderson Land upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 24.81 | |||
| Value At Risk | (6.87) | |||
| Potential Upside | 5.59 |
Henderson Land Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Henderson Land's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Henderson Land's standard deviation. In reality, there are many statistical measures that can use Henderson Land historical prices to predict the future Henderson Land's volatility.| Risk Adjusted Performance | (0.0005) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Henderson Land's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Henderson Land Backtested Returns
Henderson Land holds Efficiency (Sharpe) Ratio of -0.0136, which attests that the entity had a -0.0136 % return per unit of risk over the last 3 months. Henderson Land exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Henderson Land's Risk Adjusted Performance of (0.0005), standard deviation of 3.8, and Market Risk Adjusted Performance of (0.08) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.69, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Henderson Land's returns are expected to increase less than the market. However, during the bear market, the loss of holding Henderson Land is expected to be smaller as well. At this point, Henderson Land has a negative expected return of -0.0518%. Please make sure to check out Henderson Land's variance, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if Henderson Land performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.10 |
Insignificant predictability
Henderson Land has insignificant predictability. Overlapping area represents the amount of predictability between Henderson Land time series from 29th of July 2025 to 12th of September 2025 and 12th of September 2025 to 27th of October 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 Henderson Land price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Henderson Land price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Henderson Land lagged returns against current returns
Autocorrelation, which is Henderson Land pink sheet'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 Henderson Land's pink sheet expected returns. We can calculate the autocorrelation of Henderson Land returns to help us make a trade decision. For example, suppose you find that Henderson Land has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Henderson Land 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 Henderson Land pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Henderson Land pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Henderson Land pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Henderson Land Lagged Returns
When evaluating Henderson Land's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Henderson Land pink sheet have on its future price. Henderson Land 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, Henderson Land autocorrelation shows the relationship between Henderson Land pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Henderson Land.
Regressed Prices |
| Timeline |
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Other Information on Investing in Henderson Pink Sheet
Henderson Land financial ratios help investors to determine whether Henderson Pink Sheet 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 Henderson with respect to the benefits of owning Henderson Land security.