Hammer Fiber Optics Stock Market Value
| HMMR Stock | USD 0.14 0.01 7.69% |
| Symbol | Hammer |
Hammer Fiber '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 Hammer Fiber'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 Hammer Fiber.
| 09/15/2025 |
| 12/14/2025 |
If you would invest 0.00 in Hammer Fiber on September 15, 2025 and sell it all today you would earn a total of 0.00 from holding Hammer Fiber Optics or generate 0.0% return on investment in Hammer Fiber over 90 days. Hammer Fiber is related to or competes with Personas Social, Pegasus Companies, and FullNet Communications. Hammer Technology Holdings invests in financial services and wireless technology More
Hammer Fiber 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 Hammer Fiber'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 Hammer Fiber Optics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.26 | |||
| Information Ratio | 0.015 | |||
| Maximum Drawdown | 95.18 | |||
| Value At Risk | (13.33) | |||
| Potential Upside | 11.11 |
Hammer Fiber Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hammer Fiber's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hammer Fiber's standard deviation. In reality, there are many statistical measures that can use Hammer Fiber historical prices to predict the future Hammer Fiber's volatility.| Risk Adjusted Performance | 0.0238 | |||
| Jensen Alpha | 0.2034 | |||
| Total Risk Alpha | (1.10) | |||
| Sortino Ratio | 0.0124 | |||
| Treynor Ratio | 0.2438 |
Hammer Fiber Optics Backtested Returns
Hammer Fiber appears to be out of control, given 3 months investment horizon. Hammer Fiber Optics holds Efficiency (Sharpe) Ratio of 0.0259, which attests that the entity had a 0.0259 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Hammer Fiber Optics, which you can use to evaluate the volatility of the firm. Please utilize Hammer Fiber's Risk Adjusted Performance of 0.0238, market risk adjusted performance of 0.2538, and Downside Deviation of 17.26 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hammer Fiber holds a performance score of 2. The company retains a Market Volatility (i.e., Beta) of 1.16, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hammer Fiber will likely underperform. Please check Hammer Fiber's treynor ratio and the relationship between the semi variance and price action indicator , to make a quick decision on whether Hammer Fiber's current trending patterns will revert.
Auto-correlation | 0.55 |
Modest predictability
Hammer Fiber Optics has modest predictability. Overlapping area represents the amount of predictability between Hammer Fiber time series from 15th of September 2025 to 30th of October 2025 and 30th of October 2025 to 14th 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 Hammer Fiber Optics price movement. The serial correlation of 0.55 indicates that about 55.0% of current Hammer Fiber price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Hammer Fiber Optics lagged returns against current returns
Autocorrelation, which is Hammer Fiber 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 Hammer Fiber's pink sheet expected returns. We can calculate the autocorrelation of Hammer Fiber returns to help us make a trade decision. For example, suppose you find that Hammer Fiber 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 |
Hammer Fiber 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 Hammer Fiber pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hammer Fiber pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hammer Fiber pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Hammer Fiber Lagged Returns
When evaluating Hammer Fiber's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hammer Fiber pink sheet have on its future price. Hammer Fiber 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, Hammer Fiber autocorrelation shows the relationship between Hammer Fiber pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Hammer Fiber Optics.
Regressed Prices |
| Timeline |
Pair Trading with Hammer Fiber
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 Hammer Fiber 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 Hammer Fiber will appreciate offsetting losses from the drop in the long position's value.Moving together with Hammer Pink Sheet
Moving against Hammer Pink Sheet
| 0.75 | CAT | Caterpillar | PairCorr |
| 0.74 | INTC | Intel | PairCorr |
| 0.73 | JNJ | Johnson Johnson | PairCorr |
| 0.7 | IBM | International Business | PairCorr |
| 0.7 | AA | Alcoa Corp | PairCorr |
The ability to find closely correlated positions to Hammer Fiber could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Hammer Fiber 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 Hammer Fiber - 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 Hammer Fiber Optics to buy it.
The correlation of Hammer Fiber 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 Hammer Fiber moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Hammer Fiber Optics 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 Hammer Fiber 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.Additional Tools for Hammer Pink Sheet Analysis
When running Hammer Fiber's price analysis, check to measure Hammer Fiber's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Hammer Fiber is operating at the current time. Most of Hammer Fiber's value examination focuses on studying past and present price action to predict the probability of Hammer Fiber's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hammer Fiber's price. Additionally, you may evaluate how the addition of Hammer Fiber to your portfolios can decrease your overall portfolio volatility.