Home Loan Financial Stock Market Value
| HLFN Stock | USD 34.49 0.49 1.44% |
| Symbol | Home |
Home Loan '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 Home Loan'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 Home Loan.
| 09/04/2025 |
| 12/03/2025 |
If you would invest 0.00 in Home Loan on September 4, 2025 and sell it all today you would earn a total of 0.00 from holding Home Loan Financial or generate 0.0% return on investment in Home Loan over 90 days. Home Loan is related to or competes with Merck, Alcoa Corp, Neuberger Berman, Sumitomo Corp, Direxion Daily, Beazer Homes, and Direxion Daily. Home Loan Financial Corporation, a unitary thrift holding company, provides various banking products and services in the... More
Home Loan 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 Home Loan'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 Home Loan Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7933 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.0 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.8096 |
Home Loan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Home Loan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Home Loan's standard deviation. In reality, there are many statistical measures that can use Home Loan historical prices to predict the future Home Loan's volatility.| Risk Adjusted Performance | 0.0725 | |||
| Jensen Alpha | 0.0423 | |||
| Total Risk Alpha | 0.0044 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.45) |
Home Loan Financial Backtested Returns
As of now, Home Pink Sheet is very steady. Home Loan Financial holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Home Loan Financial, which you can use to evaluate the volatility of the firm. Please check out Home Loan's Market Risk Adjusted Performance of (0.44), downside deviation of 0.7933, and Risk Adjusted Performance of 0.0725 to validate if the risk estimate we provide is consistent with the expected return of 0.0614%. Home Loan has a performance score of 11 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.083, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Home Loan are expected to decrease at a much lower rate. During the bear market, Home Loan is likely to outperform the market. Home Loan Financial right now retains a risk of 0.42%. Please check out Home Loan treynor ratio, as well as the relationship between the semi variance and rate of daily change , to decide if Home Loan will be following its current trending patterns.
Auto-correlation | 0.42 |
Average predictability
Home Loan Financial has average predictability. Overlapping area represents the amount of predictability between Home Loan time series from 4th of September 2025 to 19th of October 2025 and 19th of October 2025 to 3rd of December 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 Home Loan Financial price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Home Loan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Home Loan Financial lagged returns against current returns
Autocorrelation, which is Home Loan 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 Home Loan's pink sheet expected returns. We can calculate the autocorrelation of Home Loan returns to help us make a trade decision. For example, suppose you find that Home Loan 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 |
Home Loan 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 Home Loan pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Home Loan pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Home Loan pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Home Loan Lagged Returns
When evaluating Home Loan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Home Loan pink sheet have on its future price. Home Loan 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, Home Loan autocorrelation shows the relationship between Home Loan pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Home Loan Financial.
Regressed Prices |
| Timeline |
Pair Trading with Home Loan
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 Home Loan 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 Home Loan will appreciate offsetting losses from the drop in the long position's value.Moving against Home Pink Sheet
| 0.54 | PG | Procter Gamble | PairCorr |
| 0.41 | T | ATT Inc | PairCorr |
| 0.39 | AAGH | America Great Health | PairCorr |
| 0.37 | BA | Boeing Buyout Trend | PairCorr |
| 0.37 | CVX | Chevron Corp | PairCorr |
The ability to find closely correlated positions to Home Loan could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Home Loan 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 Home Loan - 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 Home Loan Financial to buy it.
The correlation of Home Loan 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 Home Loan moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Home Loan Financial 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 Home Loan 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 Home Pink Sheet
Home Loan financial ratios help investors to determine whether Home 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 Home with respect to the benefits of owning Home Loan security.